| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.072603 | 0.4977 | 0.310495 |
| 2 | -0.386869 | -2.6522 | 0.005434 |
| 3 | -0.168942 | -1.1582 | 0.126316 |
| 4 | 0.05845 | 0.4007 | 0.345223 |
| 5 | 0.059514 | 0.408 | 0.34256 |
| 6 | -0.012082 | -0.0828 | 0.46717 |
| 7 | -0.168022 | -1.1519 | 0.127594 |
| 8 | -0.068722 | -0.4711 | 0.319861 |
| 9 | 0.015682 | 0.1075 | 0.457421 |
| 10 | -0.24808 | -1.7007 | 0.047799 |
| 11 | 0.094747 | 0.6496 | 0.259572 |
| 12 | 0.487455 | 3.3418 | 0.000819 |
| 13 | 0.141933 | 0.973 | 0.167757 |
| 14 | -0.18537 | -1.2708 | 0.105021 |
| 15 | -0.16515 | -1.1322 | 0.131645 |
| 16 | -0.062367 | -0.4276 | 0.33546 |
| 17 | 0.067768 | 0.4646 | 0.322184 |
| 18 | 0.059844 | 0.4103 | 0.341736 |
| 19 | -0.028935 | -0.1984 | 0.421807 |
| 20 | -0.053809 | -0.3689 | 0.356931 |
| 21 | -0.131133 | -0.899 | 0.186617 |
| 22 | -0.122202 | -0.8378 | 0.203199 |
| 23 | 0.209307 | 1.4349 | 0.078963 |
| 24 | 0.347985 | 2.3857 | 0.010565 |
| 25 | -0.055489 | -0.3804 | 0.352677 |
| 26 | -0.177432 | -1.2164 | 0.114951 |
| 27 | -0.126722 | -0.8688 | 0.194696 |
| 28 | 0.132505 | 0.9084 | 0.184148 |
| 29 | 0.00645 | 0.0442 | 0.482457 |
| 30 | -0.086132 | -0.5905 | 0.278845 |
| 31 | -0.068518 | -0.4697 | 0.320359 |
| 32 | 0.058451 | 0.4007 | 0.34522 |
| 33 | -0.004932 | -0.0338 | 0.486584 |
| 34 | -0.122447 | -0.8395 | 0.202732 |
| 35 | 0.042223 | 0.2895 | 0.386749 |
| 36 | 0.194849 | 1.3358 | 0.094021 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.072603 | 0.4977 | 0.310495 |
| 2 | -0.394218 | -2.7026 | 0.004771 |
| 3 | -0.120409 | -0.8255 | 0.206635 |
| 4 | -0.086383 | -0.5922 | 0.278274 |
| 5 | -0.062851 | -0.4309 | 0.33426 |
| 6 | -0.050603 | -0.3469 | 0.3651 |
| 7 | -0.209628 | -1.4371 | 0.078652 |
| 8 | -0.100913 | -0.6918 | 0.246225 |
| 9 | -0.168033 | -1.152 | 0.127579 |
| 10 | -0.49611 | -3.4012 | 0.000689 |
| 11 | -0.074156 | -0.5084 | 0.306781 |
| 12 | 0.211423 | 1.4494 | 0.076927 |
| 13 | 0.078823 | 0.5404 | 0.295742 |
| 14 | 0.128584 | 0.8815 | 0.191259 |
| 15 | 0.02101 | 0.144 | 0.443043 |
| 16 | -0.120359 | -0.8251 | 0.206731 |
| 17 | -0.16792 | -1.1512 | 0.127736 |
| 18 | -0.11138 | -0.7636 | 0.224466 |
| 19 | 0.163389 | 1.1201 | 0.134173 |
| 20 | 0.112865 | 0.7738 | 0.221474 |
| 21 | -0.007902 | -0.0542 | 0.478513 |
| 22 | 0.058503 | 0.4011 | 0.345091 |
| 23 | 0.092658 | 0.6352 | 0.264178 |
| 24 | 0.10074 | 0.6906 | 0.246596 |
| 25 | -0.138448 | -0.9491 | 0.1737 |
| 26 | 0.015773 | 0.1081 | 0.457175 |
| 27 | -0.054376 | -0.3728 | 0.355492 |
| 28 | 0.23329 | 1.5994 | 0.058222 |
| 29 | 0.006697 | 0.0459 | 0.481789 |
| 30 | 0.040633 | 0.2786 | 0.3909 |
| 31 | -0.103141 | -0.7071 | 0.241499 |
| 32 | -0.103128 | -0.707 | 0.241526 |
| 33 | 0.019342 | 0.1326 | 0.447537 |
| 34 | -0.008516 | -0.0584 | 0.476846 |
| 35 | -0.100014 | -0.6857 | 0.248148 |
| 36 | -0.070165 | -0.481 | 0.316365 |
