| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.220798 | 1.5297 | 0.066323 |
| 2 | -0.030553 | -0.2117 | 0.416627 |
| 3 | 0.103615 | 0.7179 | 0.238161 |
| 4 | 0.183743 | 1.273 | 0.104573 |
| 5 | 0.150256 | 1.041 | 0.151545 |
| 6 | -0.08204 | -0.5684 | 0.286209 |
| 7 | -0.133889 | -0.9276 | 0.179126 |
| 8 | -0.240114 | -1.6636 | 0.051359 |
| 9 | -0.193472 | -1.3404 | 0.093211 |
| 10 | -0.071987 | -0.4987 | 0.31012 |
| 11 | 0.076486 | 0.5299 | 0.299309 |
| 12 | -0.181056 | -1.2544 | 0.107886 |
| 13 | -0.168017 | -1.1641 | 0.125077 |
| 14 | 0.107142 | 0.7423 | 0.230761 |
| 15 | 0.062434 | 0.4326 | 0.333638 |
| 16 | -0.063226 | -0.438 | 0.33166 |
| 17 | 0.097089 | 0.6727 | 0.252197 |
| 18 | 0.081489 | 0.5646 | 0.287497 |
| 19 | -0.049045 | -0.3398 | 0.367748 |
| 20 | -0.045231 | -0.3134 | 0.37768 |
| 21 | 0.093769 | 0.6496 | 0.259508 |
| 22 | 0.097694 | 0.6768 | 0.250878 |
| 23 | -0.054526 | -0.3778 | 0.353635 |
| 24 | -0.195211 | -1.3525 | 0.091283 |
| 25 | -0.017637 | -0.1222 | 0.451628 |
| 26 | 0.093331 | 0.6466 | 0.260481 |
| 27 | -0.109388 | -0.7579 | 0.226119 |
| 28 | -0.046214 | -0.3202 | 0.375111 |
| 29 | -0.182165 | -1.2621 | 0.10651 |
| 30 | -0.133677 | -0.9261 | 0.179504 |
| 31 | -0.08941 | -0.6194 | 0.269275 |
| 32 | -0.055327 | -0.3833 | 0.351589 |
| 33 | -0.11045 | -0.7652 | 0.223944 |
| 34 | -0.124688 | -0.8639 | 0.195979 |
| 35 | -0.007327 | -0.0508 | 0.479864 |
| 36 | 0.028921 | 0.2004 | 0.421019 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.220798 | 1.5297 | 0.066323 |
| 2 | -0.083369 | -0.5776 | 0.283117 |
| 3 | 0.136911 | 0.9485 | 0.173802 |
| 4 | 0.133772 | 0.9268 | 0.179333 |
| 5 | 0.100638 | 0.6972 | 0.244507 |
| 6 | -0.138869 | -0.9621 | 0.170407 |
| 7 | -0.112412 | -0.7788 | 0.219957 |
| 8 | -0.286401 | -1.9842 | 0.026481 |
| 9 | -0.155739 | -1.079 | 0.142992 |
| 10 | -0.017438 | -0.1208 | 0.452172 |
| 11 | 0.24284 | 1.6824 | 0.049489 |
| 12 | -0.094875 | -0.6573 | 0.25706 |
| 13 | 0.038328 | 0.2655 | 0.395864 |
| 14 | 0.09679 | 0.6706 | 0.25285 |
| 15 | -0.093644 | -0.6488 | 0.259785 |
| 16 | -0.196411 | -1.3608 | 0.08997 |
| 17 | 0.160862 | 1.1145 | 0.13531 |
| 18 | -0.03969 | -0.275 | 0.392256 |
| 19 | -0.059235 | -0.4104 | 0.341671 |
| 20 | -0.019151 | -0.1327 | 0.4475 |
| 21 | 0.109346 | 0.7576 | 0.226205 |
| 22 | -0.032413 | -0.2246 | 0.411636 |
| 23 | 0.05006 | 0.3468 | 0.36512 |
| 24 | -0.231687 | -1.6052 | 0.057508 |
| 25 | -0.022363 | -0.1549 | 0.438762 |
| 26 | 0.085106 | 0.5896 | 0.279102 |
| 27 | -0.065863 | -0.4563 | 0.325111 |
| 28 | -0.056338 | -0.3903 | 0.349012 |
| 29 | -0.121841 | -0.8441 | 0.20139 |
| 30 | -0.025218 | -0.1747 | 0.431018 |
| 31 | -0.203998 | -1.4133 | 0.082004 |
| 32 | -0.114681 | -0.7945 | 0.215397 |
| 33 | -0.066677 | -0.462 | 0.323102 |
| 34 | 0.064662 | 0.448 | 0.328087 |
| 35 | 0.076712 | 0.5315 | 0.298771 |
| 36 | -0.005401 | -0.0374 | 0.485154 |
