| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.210373 | -1.4422 | 0.077932 |
| 2 | -0.020828 | -0.1428 | 0.443533 |
| 3 | 0.132596 | 0.909 | 0.183985 |
| 4 | 0.23202 | 1.5906 | 0.059197 |
| 5 | -0.238489 | -1.635 | 0.054365 |
| 6 | -0.072038 | -0.4939 | 0.311849 |
| 7 | 0.177803 | 1.219 | 0.114472 |
| 8 | -0.244304 | -1.6749 | 0.050302 |
| 9 | -0.051329 | -0.3519 | 0.363244 |
| 10 | -0.173843 | -1.1918 | 0.11966 |
| 11 | 0.136101 | 0.9331 | 0.177779 |
| 12 | -0.389956 | -2.6734 | 0.005146 |
| 13 | 0.152202 | 1.0434 | 0.15104 |
| 14 | -0.069064 | -0.4735 | 0.319033 |
| 15 | -0.130021 | -0.8914 | 0.188633 |
| 16 | 0.017714 | 0.1214 | 0.451928 |
| 17 | 0.040048 | 0.2746 | 0.392432 |
| 18 | 0.072701 | 0.4984 | 0.310259 |
| 19 | -0.076558 | -0.5249 | 0.301076 |
| 20 | 0.288325 | 1.9767 | 0.026982 |
| 21 | -0.144114 | -0.988 | 0.164106 |
| 22 | 0.093991 | 0.6444 | 0.261233 |
| 23 | 0.074301 | 0.5094 | 0.306434 |
| 24 | 0.039588 | 0.2714 | 0.393635 |
| 25 | -0.135261 | -0.9273 | 0.179253 |
| 26 | 0.135676 | 0.9302 | 0.178523 |
| 27 | 0.038698 | 0.2653 | 0.39597 |
| 28 | -0.223623 | -1.5331 | 0.06598 |
| 29 | 0.044499 | 0.3051 | 0.380831 |
| 30 | 0.00257 | 0.0176 | 0.493009 |
| 31 | 0.057436 | 0.3938 | 0.34777 |
| 32 | -0.218622 | -1.4988 | 0.070307 |
| 33 | 0.108112 | 0.7412 | 0.231136 |
| 34 | 0.03699 | 0.2536 | 0.400458 |
| 35 | -0.083878 | -0.575 | 0.284005 |
| 36 | 0.009554 | 0.0655 | 0.474028 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.210373 | -1.4422 | 0.077932 |
| 2 | -0.068099 | -0.4669 | 0.321378 |
| 3 | 0.119403 | 0.8186 | 0.208576 |
| 4 | 0.303915 | 2.0835 | 0.021333 |
| 5 | -0.127147 | -0.8717 | 0.193908 |
| 6 | -0.199539 | -1.368 | 0.088913 |
| 7 | 0.050115 | 0.3436 | 0.366351 |
| 8 | -0.226208 | -1.5508 | 0.063828 |
| 9 | -0.019283 | -0.1322 | 0.447695 |
| 10 | -0.243343 | -1.6683 | 0.050955 |
| 11 | 0.028556 | 0.1958 | 0.422818 |
| 12 | -0.28005 | -1.9199 | 0.030474 |
| 13 | 0.07324 | 0.5021 | 0.308969 |
| 14 | -0.071392 | -0.4894 | 0.313403 |
| 15 | -0.192017 | -1.3164 | 0.097211 |
| 16 | 0.01596 | 0.1094 | 0.456669 |
| 17 | -0.124012 | -0.8502 | 0.199766 |
| 18 | 0.026427 | 0.1812 | 0.428505 |
| 19 | 0.031489 | 0.2159 | 0.415008 |
| 20 | 0.075933 | 0.5206 | 0.302554 |
| 21 | -0.106924 | -0.733 | 0.233589 |
| 22 | -0.128485 | -0.8808 | 0.191442 |
| 23 | 0.096582 | 0.6621 | 0.255559 |
| 24 | -0.189767 | -1.301 | 0.099805 |
| 25 | -0.067286 | -0.4613 | 0.32336 |
| 26 | 0.071919 | 0.493 | 0.312137 |
| 27 | -0.134407 | -0.9214 | 0.180762 |
| 28 | -0.04055 | -0.278 | 0.391117 |
| 29 | -0.129364 | -0.8869 | 0.189831 |
| 30 | -0.035831 | -0.2456 | 0.403514 |
| 31 | 0.069985 | 0.4798 | 0.316799 |
| 32 | -0.053235 | -0.365 | 0.358389 |
| 33 | -0.067977 | -0.466 | 0.321674 |
| 34 | -0.022121 | -0.1517 | 0.440055 |
| 35 | 0.012887 | 0.0883 | 0.464988 |
| 36 | -0.030131 | -0.2066 | 0.418619 |
