| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.302857 | -2.0763 | 0.021681 |
| 2 | 0.008571 | 0.0588 | 0.476695 |
| 3 | 0.2 | 1.3711 | 0.088423 |
| 4 | -0.125714 | -0.8619 | 0.196572 |
| 5 | 0.114286 | 0.7835 | 0.218631 |
| 6 | -0.085714 | -0.5876 | 0.279798 |
| 7 | 0.108571 | 0.7443 | 0.230192 |
| 8 | 0.068571 | 0.4701 | 0.320228 |
| 9 | -0.151429 | -1.0381 | 0.152258 |
| 10 | 0.042857 | 0.2938 | 0.385097 |
| 11 | 0.117143 | 0.8031 | 0.212982 |
| 12 | -0.417143 | -2.8598 | 0.003152 |
| 13 | 0.137143 | 0.9402 | 0.17596 |
| 14 | -0.042857 | -0.2938 | 0.385097 |
| 15 | -0.122857 | -0.8423 | 0.201952 |
| 16 | 0.125714 | 0.8619 | 0.196572 |
| 17 | -0.051429 | -0.3526 | 0.362991 |
| 18 | -0.057143 | -0.3918 | 0.348506 |
| 19 | -0.042857 | -0.2938 | 0.385097 |
| 20 | -0.168571 | -1.1557 | 0.126829 |
| 21 | 0.114286 | 0.7835 | 0.218631 |
| 22 | -0.074286 | -0.5093 | 0.30647 |
| 23 | 0.025714 | 0.1763 | 0.430412 |
| 24 | 0.102857 | 0.7052 | 0.242098 |
| 25 | -0.117143 | -0.8031 | 0.212982 |
| 26 | 0.08 | 0.5485 | 0.292989 |
| 27 | -0.031429 | -0.2155 | 0.415169 |
| 28 | 0.031429 | 0.2155 | 0.415169 |
| 29 | -0.074286 | -0.5093 | 0.30647 |
| 30 | 0.088571 | 0.6072 | 0.273315 |
| 31 | -0.068571 | -0.4701 | 0.320228 |
| 32 | 0.085714 | 0.5876 | 0.279798 |
| 33 | 0.034286 | 0.2351 | 0.407595 |
| 34 | -0.074286 | -0.5093 | 0.30647 |
| 35 | 0.065714 | 0.4505 | 0.327205 |
| 36 | -0.091429 | -0.6268 | 0.266911 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.302857 | -2.0763 | 0.021681 |
| 2 | -0.091548 | -0.6276 | 0.266645 |
| 3 | 0.19442 | 1.3329 | 0.094499 |
| 4 | -0.004664 | -0.032 | 0.487313 |
| 5 | 0.089421 | 0.613 | 0.271403 |
| 6 | -0.079022 | -0.5417 | 0.295277 |
| 7 | 0.100029 | 0.6858 | 0.248116 |
| 8 | 0.105681 | 0.7245 | 0.236172 |
| 9 | -0.074963 | -0.5139 | 0.304857 |
| 10 | -0.095431 | -0.6542 | 0.258072 |
| 11 | 0.114156 | 0.7826 | 0.218889 |
| 12 | -0.385726 | -2.6444 | 0.005545 |
| 13 | -0.10078 | -0.6909 | 0.24651 |
| 14 | -0.087765 | -0.6017 | 0.275136 |
| 15 | -0.035371 | -0.2425 | 0.404728 |
| 16 | 0.053906 | 0.3696 | 0.356684 |
| 17 | 0.152487 | 1.0454 | 0.150593 |
| 18 | -0.135788 | -0.9309 | 0.178328 |
| 19 | -0.013391 | -0.0918 | 0.463622 |
| 20 | -0.209622 | -1.4371 | 0.078658 |
| 21 | -0.02723 | -0.1867 | 0.426357 |
| 22 | -0.06832 | -0.4684 | 0.320838 |
| 23 | 0.185628 | 1.2726 | 0.10471 |
| 24 | -0.125298 | -0.859 | 0.19735 |
| 25 | 0.025732 | 0.1764 | 0.430366 |
| 26 | -0.071488 | -0.4901 | 0.313173 |
| 27 | -0.003261 | -0.0224 | 0.49113 |
| 28 | 0.050811 | 0.3483 | 0.36457 |
| 29 | -0.01152 | -0.079 | 0.468692 |
| 30 | -0.053064 | -0.3638 | 0.358825 |
| 31 | -0.123844 | -0.849 | 0.200084 |
| 32 | -0.097878 | -0.671 | 0.252747 |
| 33 | 0.0309 | 0.2118 | 0.416574 |
| 34 | -0.059873 | -0.4105 | 0.341663 |
| 35 | 0.108038 | 0.7407 | 0.231288 |
| 36 | -0.036733 | -0.2518 | 0.401136 |
