| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.027995 | 0.1919 | 0.424315 |
| 2 | 0.248886 | 1.7063 | 0.047279 |
| 3 | 0.011231 | 0.077 | 0.469477 |
| 4 | 0.104011 | 0.7131 | 0.239667 |
| 5 | -0.141768 | -0.9719 | 0.168034 |
| 6 | -0.015503 | -0.1063 | 0.457906 |
| 7 | 0.087016 | 0.5965 | 0.276836 |
| 8 | -0.007894 | -0.0541 | 0.478536 |
| 9 | 0.169669 | 1.1632 | 0.125312 |
| 10 | -0.016689 | -0.1144 | 0.454698 |
| 11 | 0.387829 | 2.6588 | 0.005343 |
| 12 | -0.146045 | -1.0012 | 0.16092 |
| 13 | 0.074794 | 0.5128 | 0.30526 |
| 14 | 0.002643 | 0.0181 | 0.492811 |
| 15 | 0.08558 | 0.5867 | 0.280105 |
| 16 | -0.131765 | -0.9033 | 0.185478 |
| 17 | 0.045016 | 0.3086 | 0.379488 |
| 18 | -0.11598 | -0.7951 | 0.215271 |
| 19 | -0.147198 | -1.0091 | 0.159038 |
| 20 | -0.01036 | -0.071 | 0.471839 |
| 21 | -0.129017 | -0.8845 | 0.190466 |
| 22 | 0.041202 | 0.2825 | 0.389412 |
| 23 | -0.113336 | -0.777 | 0.220528 |
| 24 | -0.010141 | -0.0695 | 0.472435 |
| 25 | -0.015372 | -0.1054 | 0.45826 |
| 26 | 0.015331 | 0.1051 | 0.458371 |
| 27 | -0.137593 | -0.9433 | 0.175178 |
| 28 | -0.147615 | -1.012 | 0.15836 |
| 29 | -0.137223 | -0.9408 | 0.175821 |
| 30 | -0.073034 | -0.5007 | 0.30946 |
| 31 | -0.028427 | -0.1949 | 0.423162 |
| 32 | -0.049958 | -0.3425 | 0.366752 |
| 33 | 0.003607 | 0.0247 | 0.490189 |
| 34 | -0.022039 | -0.1511 | 0.440275 |
| 35 | -0.011699 | -0.0802 | 0.468208 |
| 36 | -0.021773 | -0.1493 | 0.44099 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.027995 | 0.1919 | 0.424315 |
| 2 | 0.248297 | 1.7022 | 0.047659 |
| 3 | -0.001021 | -0.007 | 0.497222 |
| 4 | 0.044792 | 0.3071 | 0.380071 |
| 5 | -0.157539 | -1.08 | 0.142819 |
| 6 | -0.048314 | -0.3312 | 0.370973 |
| 7 | 0.172392 | 1.1819 | 0.121603 |
| 8 | 0.002576 | 0.0177 | 0.492991 |
| 9 | 0.150391 | 1.031 | 0.153902 |
| 10 | -0.057763 | -0.396 | 0.346948 |
| 11 | 0.325466 | 2.2313 | 0.015235 |
| 12 | -0.1691 | -1.1593 | 0.126096 |
| 13 | -0.096007 | -0.6582 | 0.256813 |
| 14 | 0.116429 | 0.7982 | 0.214386 |
| 15 | 0.041301 | 0.2831 | 0.389155 |
| 16 | -0.06077 | -0.4166 | 0.339428 |
| 17 | -0.013471 | -0.0924 | 0.463405 |
| 18 | -0.229836 | -1.5757 | 0.060904 |
| 19 | -0.107012 | -0.7336 | 0.233408 |
| 20 | 0.016906 | 0.1159 | 0.454113 |
| 21 | -0.065391 | -0.4483 | 0.327998 |
| 22 | -0.06227 | -0.4269 | 0.335699 |
| 23 | 0.007203 | 0.0494 | 0.480413 |
| 24 | -0.092615 | -0.6349 | 0.264273 |
| 25 | 0.030437 | 0.2087 | 0.417806 |
| 26 | -0.007974 | -0.0547 | 0.478319 |
| 27 | -0.031725 | -0.2175 | 0.414381 |
| 28 | -0.21282 | -1.459 | 0.075605 |
| 29 | 0.008274 | 0.0567 | 0.477504 |
| 30 | 0.14758 | 1.0118 | 0.158417 |
| 31 | -0.026562 | -0.1821 | 0.428145 |
| 32 | 0.020932 | 0.1435 | 0.443253 |
| 33 | -0.012834 | -0.088 | 0.465132 |
| 34 | -0.038499 | -0.2639 | 0.39649 |
| 35 | 0.099408 | 0.6815 | 0.249447 |
| 36 | -0.020496 | -0.1405 | 0.444427 |
