| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.261058 | -1.7897 | 0.039971 |
| 2 | 0.197568 | 1.3545 | 0.091033 |
| 3 | 0.182182 | 1.249 | 0.108929 |
| 4 | -0.162759 | -1.1158 | 0.135086 |
| 5 | 0.179923 | 1.2335 | 0.111763 |
| 6 | -0.094374 | -0.647 | 0.260392 |
| 7 | 0.013831 | 0.0948 | 0.462429 |
| 8 | 0.032323 | 0.2216 | 0.412795 |
| 9 | -0.244175 | -1.674 | 0.050389 |
| 10 | 0.091393 | 0.6266 | 0.266989 |
| 11 | -0.131448 | -0.9012 | 0.186048 |
| 12 | -0.069673 | -0.4777 | 0.317555 |
| 13 | 0.090009 | 0.6171 | 0.270083 |
| 14 | -0.046351 | -0.3178 | 0.376035 |
| 15 | 0.117007 | 0.8022 | 0.213248 |
| 16 | -0.019268 | -0.1321 | 0.447738 |
| 17 | 0.022922 | 0.1571 | 0.437902 |
| 18 | -0.043886 | -0.3009 | 0.382421 |
| 19 | 0.063299 | 0.434 | 0.333153 |
| 20 | -0.130347 | -0.8936 | 0.18804 |
| 21 | 0.15574 | 1.0677 | 0.145555 |
| 22 | -0.019649 | -0.1347 | 0.446711 |
| 23 | 0.089154 | 0.6112 | 0.272004 |
| 24 | -0.182766 | -1.253 | 0.108205 |
| 25 | 0.071339 | 0.4891 | 0.313531 |
| 26 | 0.019448 | 0.1333 | 0.447252 |
| 27 | -0.090555 | -0.6208 | 0.268861 |
| 28 | 0.123767 | 0.8485 | 0.200228 |
| 29 | -0.044967 | -0.3083 | 0.379617 |
| 30 | 0.006617 | 0.0454 | 0.482004 |
| 31 | -0.025876 | -0.1774 | 0.429978 |
| 32 | -0.131222 | -0.8996 | 0.186457 |
| 33 | 0.044902 | 0.3078 | 0.379784 |
| 34 | -0.145022 | -0.9942 | 0.162603 |
| 35 | -0.039619 | -0.2716 | 0.393554 |
| 36 | 0.037796 | 0.2591 | 0.398339 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.261058 | -1.7897 | 0.039971 |
| 2 | 0.138882 | 0.9521 | 0.172952 |
| 3 | 0.287624 | 1.9718 | 0.027264 |
| 4 | -0.095021 | -0.6514 | 0.258971 |
| 5 | 0.02891 | 0.1982 | 0.421873 |
| 6 | -0.046733 | -0.3204 | 0.375048 |
| 7 | -0.004929 | -0.0338 | 0.486592 |
| 8 | -0.000529 | -0.0036 | 0.49856 |
| 9 | -0.226758 | -1.5546 | 0.063378 |
| 10 | -0.047718 | -0.3271 | 0.372509 |
| 11 | -0.020285 | -0.1391 | 0.444996 |
| 12 | -0.028731 | -0.197 | 0.422349 |
| 13 | 0.051705 | 0.3545 | 0.362284 |
| 14 | 0.101251 | 0.6941 | 0.245506 |
| 15 | 0.120743 | 0.8278 | 0.205991 |
| 16 | 0.002843 | 0.0195 | 0.492266 |
| 17 | -0.028164 | -0.1931 | 0.423862 |
| 18 | -0.171979 | -1.179 | 0.122161 |
| 19 | 0.046262 | 0.3172 | 0.376265 |
| 20 | -0.163622 | -1.1217 | 0.133837 |
| 21 | 0.108587 | 0.7444 | 0.23016 |
| 22 | 0.104099 | 0.7137 | 0.239481 |
| 23 | 0.217411 | 1.4905 | 0.071388 |
| 24 | -0.25187 | -1.7267 | 0.045392 |
| 25 | -0.014442 | -0.099 | 0.460775 |
| 26 | 0.073165 | 0.5016 | 0.309148 |
| 27 | -0.008323 | -0.0571 | 0.477369 |
| 28 | -0.017058 | -0.1169 | 0.453702 |
| 29 | -0.072832 | -0.4993 | 0.309944 |
| 30 | 0.062663 | 0.4296 | 0.334726 |
| 31 | -0.039193 | -0.2687 | 0.394671 |
| 32 | -0.131901 | -0.9043 | 0.185233 |
| 33 | -0.072063 | -0.494 | 0.311789 |
| 34 | -0.016028 | -0.1099 | 0.456484 |
| 35 | -0.05624 | -0.3856 | 0.35078 |
| 36 | -0.094853 | -0.6503 | 0.25934 |
