| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.347995 | -2.3857 | 0.010563 |
| 2 | -0.107332 | -0.7358 | 0.232746 |
| 3 | -0.123734 | -0.8483 | 0.200291 |
| 4 | 0.173828 | 1.1917 | 0.11968 |
| 5 | 0.022782 | 0.1562 | 0.438277 |
| 6 | -0.026844 | -0.184 | 0.42739 |
| 7 | -0.13448 | -0.922 | 0.180631 |
| 8 | 0.054962 | 0.3768 | 0.354009 |
| 9 | 0.087299 | 0.5985 | 0.276193 |
| 10 | -0.10618 | -0.7279 | 0.235132 |
| 11 | 0.174392 | 1.1956 | 0.118931 |
| 12 | -0.342498 | -2.348 | 0.011566 |
| 13 | 0.08479 | 0.5813 | 0.281911 |
| 14 | 0.084335 | 0.5782 | 0.282955 |
| 15 | 0.026644 | 0.1827 | 0.427924 |
| 16 | -0.140404 | -0.9626 | 0.170348 |
| 17 | 0.020179 | 0.1383 | 0.445281 |
| 18 | 0.038887 | 0.2666 | 0.395474 |
| 19 | 0.151073 | 1.0357 | 0.15282 |
| 20 | -0.11355 | -0.7785 | 0.220099 |
| 21 | -0.038316 | -0.2627 | 0.396971 |
| 22 | 0.121855 | 0.8354 | 0.203861 |
| 23 | 0.02806 | 0.1924 | 0.424141 |
| 24 | -0.155472 | -1.0659 | 0.145965 |
| 25 | 0.076063 | 0.5215 | 0.302248 |
| 26 | -0.005932 | -0.0407 | 0.483866 |
| 27 | 0.10496 | 0.7196 | 0.237677 |
| 28 | -0.080241 | -0.5501 | 0.292427 |
| 29 | 0.037128 | 0.2545 | 0.400094 |
| 30 | -0.037709 | -0.2585 | 0.398567 |
| 31 | -0.102834 | -0.705 | 0.242146 |
| 32 | 0.102495 | 0.7027 | 0.242863 |
| 33 | -0.004888 | -0.0335 | 0.486704 |
| 34 | -0.045483 | -0.3118 | 0.378281 |
| 35 | -0.029347 | -0.2012 | 0.420709 |
| 36 | 0.102632 | 0.7036 | 0.242574 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.347995 | -2.3857 | 0.010563 |
| 2 | -0.259907 | -1.7818 | 0.040619 |
| 3 | -0.318768 | -2.1854 | 0.01694 |
| 4 | -0.060441 | -0.4144 | 0.340246 |
| 5 | 0.007737 | 0.053 | 0.478961 |
| 6 | 0.016879 | 0.1157 | 0.454186 |
| 7 | -0.107061 | -0.734 | 0.233305 |
| 8 | -0.070386 | -0.4825 | 0.315829 |
| 9 | 0.019073 | 0.1308 | 0.448262 |
| 10 | -0.123768 | -0.8485 | 0.200227 |
| 11 | 0.183238 | 1.2562 | 0.107623 |
| 12 | -0.282422 | -1.9362 | 0.029436 |
| 13 | -0.221661 | -1.5196 | 0.067651 |
| 14 | -0.096028 | -0.6583 | 0.256767 |
| 15 | -0.15866 | -1.0877 | 0.141133 |
| 16 | -0.182568 | -1.2516 | 0.10845 |
| 17 | -0.173731 | -1.191 | 0.11981 |
| 18 | -0.137564 | -0.9431 | 0.175228 |
| 19 | -0.023763 | -0.1629 | 0.435643 |
| 20 | -0.09961 | -0.6829 | 0.249014 |
| 21 | -0.010208 | -0.07 | 0.472254 |
| 22 | 0.028944 | 0.1984 | 0.421782 |
| 23 | 0.15147 | 1.0384 | 0.152192 |
| 24 | -0.198099 | -1.3581 | 0.090459 |
| 25 | -0.096961 | -0.6647 | 0.254735 |
| 26 | -0.110029 | -0.7543 | 0.227209 |
| 27 | -0.01289 | -0.0884 | 0.46498 |
| 28 | -0.097033 | -0.6652 | 0.254579 |
| 29 | 0.046452 | 0.3185 | 0.375773 |
| 30 | -0.003708 | -0.0254 | 0.489913 |
| 31 | -0.167168 | -1.146 | 0.128788 |
| 32 | 0.016041 | 0.11 | 0.45645 |
| 33 | -0.022508 | -0.1543 | 0.439014 |
| 34 | -0.040613 | -0.2784 | 0.390952 |
| 35 | 0.126405 | 0.8666 | 0.195286 |
| 36 | -0.001109 | -0.0076 | 0.496984 |
