| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.023477 | 0.1627 | 0.435737 |
| 2 | 0.167178 | 1.1582 | 0.126248 |
| 3 | 0.190929 | 1.3228 | 0.096086 |
| 4 | 0.140404 | 0.9727 | 0.167778 |
| 5 | -0.010652 | -0.0738 | 0.470739 |
| 6 | 0.118436 | 0.8205 | 0.20798 |
| 7 | 0.051697 | 0.3582 | 0.360895 |
| 8 | 0.085489 | 0.5923 | 0.27822 |
| 9 | -0.047555 | -0.3295 | 0.371616 |
| 10 | -0.056078 | -0.3885 | 0.349676 |
| 11 | 0.293609 | 2.0342 | 0.02374 |
| 12 | -0.108756 | -0.7535 | 0.22742 |
| 13 | -0.023546 | -0.1631 | 0.435551 |
| 14 | 0.109254 | 0.7569 | 0.226394 |
| 15 | -0.035746 | -0.2477 | 0.402729 |
| 16 | -0.117449 | -0.8137 | 0.209914 |
| 17 | 0.02758 | 0.1911 | 0.424635 |
| 18 | -0.084248 | -0.5837 | 0.281081 |
| 19 | -0.044166 | -0.306 | 0.380468 |
| 20 | -0.057846 | -0.4008 | 0.345185 |
| 21 | -0.086256 | -0.5976 | 0.276459 |
| 22 | 0.001807 | 0.0125 | 0.495031 |
| 23 | -0.046139 | -0.3197 | 0.375307 |
| 24 | -0.12077 | -0.8367 | 0.203448 |
| 25 | -0.095379 | -0.6608 | 0.255949 |
| 26 | -0.182084 | -1.2615 | 0.10661 |
| 27 | -0.115589 | -0.8008 | 0.213591 |
| 28 | -0.096175 | -0.6663 | 0.254199 |
| 29 | -0.007643 | -0.053 | 0.478994 |
| 30 | -0.037265 | -0.2582 | 0.398687 |
| 31 | 0.06252 | 0.4331 | 0.333424 |
| 32 | -0.08627 | -0.5977 | 0.276426 |
| 33 | 0.027697 | 0.1919 | 0.424319 |
| 34 | -0.056976 | -0.3947 | 0.347391 |
| 35 | 0.011121 | 0.077 | 0.469453 |
| 36 | -0.031824 | -0.2205 | 0.413215 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.023477 | 0.1627 | 0.435737 |
| 2 | 0.166719 | 1.1551 | 0.126892 |
| 3 | 0.189101 | 1.3101 | 0.098193 |
| 4 | 0.118468 | 0.8208 | 0.207917 |
| 5 | -0.073499 | -0.5092 | 0.306467 |
| 6 | 0.043503 | 0.3014 | 0.382206 |
| 7 | 0.020971 | 0.1453 | 0.442544 |
| 8 | 0.067964 | 0.4709 | 0.319933 |
| 9 | -0.081829 | -0.5669 | 0.286702 |
| 10 | -0.12647 | -0.8762 | 0.192639 |
| 11 | 0.315155 | 2.1835 | 0.016961 |
| 12 | -0.086158 | -0.5969 | 0.276683 |
| 13 | -0.089439 | -0.6196 | 0.269209 |
| 14 | 0.046964 | 0.3254 | 0.373156 |
| 15 | -0.059362 | -0.4113 | 0.341352 |
| 16 | -0.062666 | -0.4342 | 0.333058 |
| 17 | -0.028389 | -0.1967 | 0.422452 |
| 18 | -0.071091 | -0.4925 | 0.312295 |
| 19 | -0.023773 | -0.1647 | 0.434935 |
| 20 | 0.030193 | 0.2092 | 0.417596 |
| 21 | -0.02957 | -0.2049 | 0.419272 |
| 22 | -0.081043 | -0.5615 | 0.28854 |
| 23 | 0.074878 | 0.5188 | 0.303152 |
| 24 | -0.061271 | -0.4245 | 0.336549 |
| 25 | -0.195248 | -1.3527 | 0.091242 |
| 26 | -0.141193 | -0.9782 | 0.166437 |
| 27 | 0.019084 | 0.1322 | 0.447683 |
| 28 | -0.030278 | -0.2098 | 0.417366 |
| 29 | 0.141194 | 0.9782 | 0.166435 |
| 30 | 0.059412 | 0.4116 | 0.341226 |
| 31 | 0.080374 | 0.5568 | 0.290109 |
| 32 | -0.02302 | -0.1595 | 0.436977 |
| 33 | -0.007306 | -0.0506 | 0.479921 |
| 34 | -0.150481 | -1.0426 | 0.151187 |
| 35 | 0.009821 | 0.068 | 0.473017 |
| 36 | 0.051731 | 0.3584 | 0.360807 |
