| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.057067 | -0.4383 | 0.331369 |
| 2 | -0.150962 | -1.1596 | 0.12545 |
| 3 | -0.175895 | -1.3511 | 0.090915 |
| 4 | 0.069776 | 0.536 | 0.297 |
| 5 | -0.098314 | -0.7552 | 0.226578 |
| 6 | -0.016096 | -0.1236 | 0.451011 |
| 7 | -0.078043 | -0.5995 | 0.27558 |
| 8 | 0.092275 | 0.7088 | 0.240626 |
| 9 | 0.109994 | 0.8449 | 0.200794 |
| 10 | 0.162903 | 1.2513 | 0.107885 |
| 11 | -0.104317 | -0.8013 | 0.213093 |
| 12 | -0.309945 | -2.3807 | 0.010263 |
| 13 | -0.064057 | -0.492 | 0.312262 |
| 14 | 0.186105 | 1.4295 | 0.079068 |
| 15 | 0.12975 | 0.9966 | 0.161507 |
| 16 | -0.114016 | -0.8758 | 0.192353 |
| 17 | 0.062714 | 0.4817 | 0.315896 |
| 18 | -0.057601 | -0.4424 | 0.329893 |
| 19 | 0.137159 | 1.0535 | 0.148195 |
| 20 | -0.120851 | -0.9283 | 0.178523 |
| 21 | 0.006155 | 0.0473 | 0.481226 |
| 22 | -0.172283 | -1.3233 | 0.095416 |
| 23 | 0.181168 | 1.3916 | 0.084638 |
| 24 | 0.16905 | 1.2985 | 0.099584 |
| 25 | -0.050761 | -0.3899 | 0.349008 |
| 26 | -0.271227 | -2.0833 | 0.020781 |
| 27 | 0.099221 | 0.7621 | 0.224509 |
| 28 | -0.035467 | -0.2724 | 0.393121 |
| 29 | 0.05713 | 0.4388 | 0.331196 |
| 30 | 0.075093 | 0.5768 | 0.283134 |
| 31 | 0.009079 | 0.0697 | 0.47232 |
| 32 | -0.001702 | -0.0131 | 0.494808 |
| 33 | -0.021183 | -0.1627 | 0.435651 |
| 34 | 0.023893 | 0.1835 | 0.427508 |
| 35 | -0.116826 | -0.8974 | 0.186587 |
| 36 | -0.164745 | -1.2654 | 0.105346 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.057067 | -0.4383 | 0.331369 |
| 2 | -0.154722 | -1.1884 | 0.11971 |
| 3 | -0.200099 | -1.537 | 0.064821 |
| 4 | 0.017103 | 0.1314 | 0.447966 |
| 5 | -0.16045 | -1.2324 | 0.111337 |
| 6 | -0.065605 | -0.5039 | 0.308097 |
| 7 | -0.124826 | -0.9588 | 0.170785 |
| 8 | 0.007692 | 0.0591 | 0.476544 |
| 9 | 0.086024 | 0.6608 | 0.255668 |
| 10 | 0.169471 | 1.3017 | 0.099034 |
| 11 | -0.012629 | -0.097 | 0.461524 |
| 12 | -0.284021 | -2.1816 | 0.016567 |
| 13 | -0.104958 | -0.8062 | 0.211683 |
| 14 | 0.075981 | 0.5836 | 0.280849 |
| 15 | 0.126334 | 0.9704 | 0.167907 |
| 16 | -0.05906 | -0.4536 | 0.325873 |
| 17 | 0.05795 | 0.4451 | 0.32893 |
| 18 | -0.158523 | -1.2176 | 0.114105 |
| 19 | 0.087603 | 0.6729 | 0.251821 |
| 20 | -0.035305 | -0.2712 | 0.393599 |
| 21 | 0.113834 | 0.8744 | 0.192729 |
| 22 | -0.079915 | -0.6138 | 0.270841 |
| 23 | 0.060384 | 0.4638 | 0.322242 |
| 24 | 0.092187 | 0.7081 | 0.240836 |
| 25 | -0.129192 | -0.9923 | 0.162541 |
| 26 | -0.112488 | -0.864 | 0.195534 |
| 27 | 0.106364 | 0.817 | 0.208608 |
| 28 | -0.102425 | -0.7867 | 0.217291 |
| 29 | 0.013207 | 0.1014 | 0.459771 |
| 30 | 0.17436 | 1.3393 | 0.092807 |
| 31 | -0.011302 | -0.0868 | 0.465558 |
| 32 | 0.014781 | 0.1135 | 0.454995 |
| 33 | -0.090634 | -0.6962 | 0.244528 |
| 34 | -0.021542 | -0.1655 | 0.434572 |
| 35 | 0.002602 | 0.02 | 0.49206 |
| 36 | -0.094513 | -0.726 | 0.235364 |
