| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.038042 | -0.3206 | 0.374746 |
| 2 | 0.095731 | 0.8066 | 0.211282 |
| 3 | 0.125906 | 1.0609 | 0.146166 |
| 4 | -0.025098 | -0.2115 | 0.416559 |
| 5 | -0.011208 | -0.0944 | 0.462512 |
| 6 | 0.087539 | 0.7376 | 0.231589 |
| 7 | -0.109991 | -0.9268 | 0.178585 |
| 8 | 0.053387 | 0.4498 | 0.327095 |
| 9 | 0.004873 | 0.0411 | 0.483681 |
| 10 | 0.031964 | 0.2693 | 0.394226 |
| 11 | 0.147509 | 1.2429 | 0.108991 |
| 12 | 0.207788 | 1.7508 | 0.042146 |
| 13 | 0.145133 | 1.2229 | 0.112703 |
| 14 | 0.094138 | 0.7932 | 0.215146 |
| 15 | -0.051703 | -0.4357 | 0.332205 |
| 16 | -0.054332 | -0.4578 | 0.324243 |
| 17 | 0.003229 | 0.0272 | 0.489185 |
| 18 | -0.204148 | -1.7202 | 0.044878 |
| 19 | -0.014446 | -0.1217 | 0.451729 |
| 20 | -0.00265 | -0.0223 | 0.491125 |
| 21 | -0.044251 | -0.3729 | 0.35518 |
| 22 | -0.044583 | -0.3757 | 0.354144 |
| 23 | 0.114817 | 0.9675 | 0.168299 |
| 24 | 0.166857 | 1.406 | 0.082048 |
| 25 | 0.010789 | 0.0909 | 0.463909 |
| 26 | -0.032361 | -0.2727 | 0.392947 |
| 27 | -0.04217 | -0.3553 | 0.361698 |
| 28 | 0.041613 | 0.3506 | 0.363449 |
| 29 | -0.160472 | -1.3522 | 0.090308 |
| 30 | -0.062293 | -0.5249 | 0.300648 |
| 31 | -0.12913 | -1.0881 | 0.140121 |
| 32 | -0.107116 | -0.9026 | 0.184902 |
| 33 | -0.06767 | -0.5702 | 0.285171 |
| 34 | 0.01967 | 0.1657 | 0.434417 |
| 35 | -0.147996 | -1.247 | 0.108242 |
| 36 | 0.146172 | 1.2317 | 0.111068 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.038042 | -0.3206 | 0.374746 |
| 2 | 0.094421 | 0.7956 | 0.214457 |
| 3 | 0.134184 | 1.1307 | 0.131002 |
| 4 | -0.024225 | -0.2041 | 0.419422 |
| 5 | -0.039886 | -0.3361 | 0.368899 |
| 6 | 0.075717 | 0.638 | 0.262761 |
| 7 | -0.094663 | -0.7976 | 0.213868 |
| 8 | 0.035604 | 0.3 | 0.382526 |
| 9 | 0.008045 | 0.0678 | 0.473072 |
| 10 | 0.054643 | 0.4604 | 0.323308 |
| 11 | 0.143495 | 1.2091 | 0.115316 |
| 12 | 0.214023 | 1.8034 | 0.037785 |
| 13 | 0.164364 | 1.385 | 0.085201 |
| 14 | 0.035277 | 0.2972 | 0.383573 |
| 15 | -0.117648 | -0.9913 | 0.162448 |
| 16 | -0.132598 | -1.1173 | 0.133819 |
| 17 | -0.02848 | -0.24 | 0.405519 |
| 18 | -0.207567 | -1.749 | 0.042307 |
| 19 | -0.030173 | -0.2542 | 0.400023 |
| 20 | 0.042856 | 0.3611 | 0.359543 |
| 21 | 0.039238 | 0.3306 | 0.370952 |
| 22 | -0.079143 | -0.6669 | 0.253509 |
| 23 | 0.038564 | 0.3249 | 0.37309 |
| 24 | 0.17546 | 1.4785 | 0.071855 |
| 25 | -0.081597 | -0.6875 | 0.246988 |
| 26 | -0.142863 | -1.2038 | 0.116335 |
| 27 | -0.080331 | -0.6769 | 0.25034 |
| 28 | 0.163528 | 1.3779 | 0.086279 |
| 29 | -0.077357 | -0.6518 | 0.258309 |
| 30 | -0.012953 | -0.1091 | 0.456698 |
| 31 | -0.0391 | -0.3295 | 0.371388 |
| 32 | -0.065004 | -0.5477 | 0.292798 |
| 33 | -0.119757 | -1.0091 | 0.158178 |
| 34 | -0.018 | -0.1517 | 0.439937 |
| 35 | -0.15508 | -1.3067 | 0.097762 |
| 36 | -0.013236 | -0.1115 | 0.455757 |
