| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.054723 | -0.4274 | 0.335296 |
| 2 | -0.221632 | -1.731 | 0.044254 |
| 3 | -0.242414 | -1.8933 | 0.031531 |
| 4 | -0.169728 | -1.3256 | 0.094954 |
| 5 | 0.230998 | 1.8042 | 0.038072 |
| 6 | 0.224371 | 1.7524 | 0.042366 |
| 7 | 0.217414 | 1.6981 | 0.047297 |
| 8 | -0.109349 | -0.854 | 0.198212 |
| 9 | -0.225849 | -1.7639 | 0.041375 |
| 10 | -0.271821 | -2.123 | 0.01891 |
| 11 | -0.011271 | -0.088 | 0.465072 |
| 12 | 0.679856 | 5.3098 | 1e-06 |
| 13 | -0.051633 | -0.4033 | 0.344082 |
| 14 | -0.199969 | -1.5618 | 0.061753 |
| 15 | -0.278212 | -2.1729 | 0.016841 |
| 16 | -0.123269 | -0.9628 | 0.169734 |
| 17 | 0.186504 | 1.4566 | 0.075172 |
| 18 | 0.123336 | 0.9633 | 0.169604 |
| 19 | 0.156375 | 1.2213 | 0.113331 |
| 20 | -0.104702 | -0.8177 | 0.208343 |
| 21 | -0.238808 | -1.8652 | 0.033486 |
| 22 | -0.205734 | -1.6068 | 0.056627 |
| 23 | -0.039742 | -0.3104 | 0.378661 |
| 24 | 0.487933 | 3.8109 | 0.000162 |
| 25 | -0.037195 | -0.2905 | 0.386208 |
| 26 | -0.159275 | -1.244 | 0.109133 |
| 27 | -0.192795 | -1.5058 | 0.068642 |
| 28 | -0.087445 | -0.683 | 0.248608 |
| 29 | 0.133164 | 1.04 | 0.151212 |
| 30 | 0.109037 | 0.8516 | 0.198881 |
| 31 | 0.089044 | 0.6955 | 0.244704 |
| 32 | -0.071939 | -0.5619 | 0.288135 |
| 33 | -0.161985 | -1.2651 | 0.105315 |
| 34 | -0.117733 | -0.9195 | 0.180722 |
| 35 | -0.034561 | -0.2699 | 0.394064 |
| 36 | 0.351871 | 2.7482 | 0.003935 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.054723 | -0.4274 | 0.335296 |
| 2 | -0.225301 | -1.7597 | 0.04174 |
| 3 | -0.284875 | -2.2249 | 0.014897 |
| 4 | -0.311983 | -2.4367 | 0.008878 |
| 5 | 0.033919 | 0.2649 | 0.395985 |
| 6 | 0.099793 | 0.7794 | 0.219377 |
| 7 | 0.299965 | 2.3428 | 0.011209 |
| 8 | 0.156559 | 1.2228 | 0.113061 |
| 9 | 0.090498 | 0.7068 | 0.241188 |
| 10 | -0.228672 | -1.786 | 0.039536 |
| 11 | -0.26877 | -2.0992 | 0.019974 |
| 12 | 0.484454 | 3.7837 | 0.000177 |
| 13 | -0.102253 | -0.7986 | 0.213805 |
| 14 | -0.172175 | -1.3447 | 0.091846 |
| 15 | -0.171085 | -1.3362 | 0.093221 |
| 16 | 0.050721 | 0.3961 | 0.346692 |
| 17 | -0.018063 | -0.1411 | 0.444138 |
| 18 | -0.143615 | -1.1217 | 0.1332 |
| 19 | -0.07734 | -0.604 | 0.274027 |
| 20 | -0.018905 | -0.1477 | 0.441552 |
| 21 | -0.079114 | -0.6179 | 0.26947 |
| 22 | 0.045299 | 0.3538 | 0.362357 |
| 23 | -0.15138 | -1.1823 | 0.120834 |
| 24 | -0.068228 | -0.5329 | 0.298027 |
| 25 | -0.100539 | -0.7852 | 0.217678 |
| 26 | -0.003393 | -0.0265 | 0.489472 |
| 27 | 0.081146 | 0.6338 | 0.264299 |
| 28 | -0.016744 | -0.1308 | 0.448193 |
| 29 | -0.06336 | -0.4949 | 0.311238 |
| 30 | 0.076444 | 0.5971 | 0.276342 |
| 31 | -0.045725 | -0.3571 | 0.361116 |
| 32 | -0.038222 | -0.2985 | 0.383159 |
| 33 | -0.063272 | -0.4942 | 0.31148 |
| 34 | 0.007428 | 0.058 | 0.476964 |
| 35 | -0.098812 | -0.7717 | 0.221623 |
| 36 | -0.109973 | -0.8589 | 0.196875 |
