| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.213292 | -1.4623 | 0.075163 |
| 2 | -0.281962 | -1.933 | 0.029634 |
| 3 | 0.172102 | 1.1799 | 0.121995 |
| 4 | 0.023799 | 0.1632 | 0.435546 |
| 5 | -0.112307 | -0.7699 | 0.222595 |
| 6 | -0.00109 | -0.0075 | 0.497035 |
| 7 | 0.276004 | 1.8922 | 0.032317 |
| 8 | -0.331918 | -2.2755 | 0.013739 |
| 9 | -0.02436 | -0.167 | 0.434041 |
| 10 | 0.249509 | 1.7105 | 0.046879 |
| 11 | -0.060055 | -0.4117 | 0.34121 |
| 12 | -0.309632 | -2.1227 | 0.019536 |
| 13 | -0.133586 | -0.9158 | 0.182218 |
| 14 | 0.302076 | 2.0709 | 0.021941 |
| 15 | -0.135302 | -0.9276 | 0.179182 |
| 16 | -0.029452 | -0.2019 | 0.420429 |
| 17 | 0.188496 | 1.2923 | 0.101291 |
| 18 | -0.156011 | -1.0696 | 0.145141 |
| 19 | -0.106894 | -0.7328 | 0.233652 |
| 20 | 0.047009 | 0.3223 | 0.374335 |
| 21 | 0.260157 | 1.7835 | 0.040478 |
| 22 | -0.24316 | -1.667 | 0.051081 |
| 23 | 0.066224 | 0.454 | 0.325955 |
| 24 | 0.171174 | 1.1735 | 0.123252 |
| 25 | -0.135035 | -0.9258 | 0.179652 |
| 26 | 0.041167 | 0.2822 | 0.389504 |
| 27 | 0.016684 | 0.1144 | 0.454712 |
| 28 | 0.017553 | 0.1203 | 0.452365 |
| 29 | -0.111348 | -0.7634 | 0.22453 |
| 30 | 0.073399 | 0.5032 | 0.308587 |
| 31 | 0.059467 | 0.4077 | 0.342679 |
| 32 | -0.049787 | -0.3413 | 0.36719 |
| 33 | -0.006219 | -0.0426 | 0.483086 |
| 34 | -0.00303 | -0.0208 | 0.491758 |
| 35 | 0.023796 | 0.1631 | 0.435556 |
| 36 | -0.045895 | -0.3146 | 0.377214 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.213292 | -1.4623 | 0.075163 |
| 2 | -0.343063 | -2.3519 | 0.011459 |
| 3 | 0.02156 | 0.1478 | 0.441563 |
| 4 | -0.022053 | -0.1512 | 0.440238 |
| 5 | -0.055599 | -0.3812 | 0.352398 |
| 6 | -0.055012 | -0.3771 | 0.353882 |
| 7 | 0.257043 | 1.7622 | 0.042269 |
| 8 | -0.254615 | -1.7455 | 0.043712 |
| 9 | -0.001176 | -0.0081 | 0.496799 |
| 10 | 0.04466 | 0.3062 | 0.380413 |
| 11 | 0.062284 | 0.427 | 0.335666 |
| 12 | -0.308824 | -2.1172 | 0.019782 |
| 13 | -0.395647 | -2.7124 | 0.004651 |
| 14 | -0.031355 | -0.215 | 0.415365 |
| 15 | -0.021556 | -0.1478 | 0.441574 |
| 16 | -0.059644 | -0.4089 | 0.342235 |
| 17 | 0.030167 | 0.2068 | 0.418525 |
| 18 | -0.04157 | -0.285 | 0.388451 |
| 19 | -0.004674 | -0.032 | 0.487287 |
| 20 | -0.213395 | -1.463 | 0.075066 |
| 21 | 0.071413 | 0.4896 | 0.313352 |
| 22 | -0.051653 | -0.3541 | 0.362419 |
| 23 | 0.164865 | 1.1303 | 0.132052 |
| 24 | -0.167337 | -1.1472 | 0.128551 |
| 25 | -0.144433 | -0.9902 | 0.163577 |
| 26 | -0.043596 | -0.2989 | 0.383175 |
| 27 | 0.047182 | 0.3235 | 0.373891 |
| 28 | -0.123152 | -0.8443 | 0.201393 |
| 29 | 0.066678 | 0.4571 | 0.324845 |
| 30 | -0.061505 | -0.4217 | 0.337599 |
| 31 | -0.080735 | -0.5535 | 0.291275 |
| 32 | -0.086891 | -0.5957 | 0.277119 |
| 33 | 0.011062 | 0.0758 | 0.469936 |
| 34 | 0.121995 | 0.8364 | 0.203594 |
| 35 | 0.057874 | 0.3968 | 0.346668 |
| 36 | -0.002714 | -0.0186 | 0.492616 |
