| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.051707 | -0.3582 | 0.360869 |
| 2 | -0.062324 | -0.4318 | 0.333912 |
| 3 | -0.0709 | -0.4912 | 0.312759 |
| 4 | -0.066798 | -0.4628 | 0.322803 |
| 5 | 0.262627 | 1.8195 | 0.037535 |
| 6 | 0.045645 | 0.3162 | 0.376598 |
| 7 | -0.1594 | -1.1044 | 0.137473 |
| 8 | 0.093995 | 0.6512 | 0.259005 |
| 9 | 0.173336 | 1.2009 | 0.11784 |
| 10 | -0.139791 | -0.9685 | 0.168825 |
| 11 | -0.143806 | -0.9963 | 0.162046 |
| 12 | -0.131041 | -0.9079 | 0.184239 |
| 13 | -0.038176 | -0.2645 | 0.396267 |
| 14 | 0.271735 | 1.8826 | 0.032909 |
| 15 | -0.070393 | -0.4877 | 0.313993 |
| 16 | -0.106635 | -0.7388 | 0.231817 |
| 17 | 0.007873 | 0.0545 | 0.478364 |
| 18 | 0.01204 | 0.0834 | 0.466935 |
| 19 | -0.02901 | -0.201 | 0.42078 |
| 20 | -0.066312 | -0.4594 | 0.324002 |
| 21 | -0.104404 | -0.7233 | 0.236493 |
| 22 | 0.015483 | 0.1073 | 0.45751 |
| 23 | 0.251717 | 1.7439 | 0.043785 |
| 24 | -0.114595 | -0.7939 | 0.215571 |
| 25 | -0.064242 | -0.4451 | 0.329131 |
| 26 | -0.051018 | -0.3535 | 0.362644 |
| 27 | -0.018046 | -0.125 | 0.450513 |
| 28 | 0.108207 | 0.7497 | 0.228552 |
| 29 | -0.037083 | -0.2569 | 0.399169 |
| 30 | -0.024861 | -0.1722 | 0.431985 |
| 31 | -0.019979 | -0.1384 | 0.445243 |
| 32 | 0.082037 | 0.5684 | 0.286216 |
| 33 | 0.026523 | 0.1838 | 0.427488 |
| 34 | -0.044697 | -0.3097 | 0.379077 |
| 35 | 0.027145 | 0.1881 | 0.425809 |
| 36 | -0.090267 | -0.6254 | 0.267339 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.051707 | -0.3582 | 0.360869 |
| 2 | -0.065172 | -0.4515 | 0.326822 |
| 3 | -0.078243 | -0.5421 | 0.295135 |
| 4 | -0.080486 | -0.5576 | 0.289847 |
| 5 | 0.248338 | 1.7205 | 0.045888 |
| 6 | 0.063578 | 0.4405 | 0.330783 |
| 7 | -0.144803 | -1.0032 | 0.160392 |
| 8 | 0.125847 | 0.8719 | 0.193803 |
| 9 | 0.240674 | 1.6674 | 0.05097 |
| 10 | -0.235197 | -1.6295 | 0.054877 |
| 11 | -0.232987 | -1.6142 | 0.056522 |
| 12 | -0.000416 | -0.0029 | 0.498856 |
| 13 | -0.094456 | -0.6544 | 0.257986 |
| 14 | 0.057222 | 0.3964 | 0.346766 |
| 15 | 0.025606 | 0.1774 | 0.429969 |
| 16 | 0.0374 | 0.2591 | 0.398327 |
| 17 | 0.005426 | 0.0376 | 0.485084 |
| 18 | 0.058825 | 0.4076 | 0.342707 |
| 19 | -0.075063 | -0.5201 | 0.302709 |
| 20 | -0.091099 | -0.6311 | 0.265468 |
| 21 | -0.049192 | -0.3408 | 0.367366 |
| 22 | -0.103536 | -0.7173 | 0.238326 |
| 23 | 0.126242 | 0.8746 | 0.193065 |
| 24 | -0.02116 | -0.1466 | 0.442029 |
| 25 | 0.00182 | 0.0126 | 0.494997 |
| 26 | 0.01176 | 0.0815 | 0.467702 |
| 27 | 0.046233 | 0.3203 | 0.375061 |
| 28 | -0.044876 | -0.3109 | 0.378609 |
| 29 | -0.032284 | -0.2237 | 0.411981 |
| 30 | 0.062782 | 0.435 | 0.332768 |
| 31 | -0.146558 | -1.0154 | 0.157507 |
| 32 | -0.034728 | -0.2406 | 0.405443 |
| 33 | 0.160761 | 1.1138 | 0.135459 |
| 34 | 0.013377 | 0.0927 | 0.463271 |
| 35 | 0.025165 | 0.1743 | 0.431164 |
| 36 | -0.036416 | -0.2523 | 0.400945 |
