| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.228513 | -1.5666 | 0.061958 |
| 2 | -0.010512 | -0.0721 | 0.471427 |
| 3 | 0.459195 | 3.1481 | 0.001427 |
| 4 | -0.246099 | -1.6872 | 0.049099 |
| 5 | 0.158062 | 1.0836 | 0.142031 |
| 6 | 0.226237 | 1.551 | 0.063804 |
| 7 | -0.371867 | -2.5494 | 0.007057 |
| 8 | 0.071585 | 0.4908 | 0.312939 |
| 9 | 0.047658 | 0.3267 | 0.372664 |
| 10 | -0.236299 | -1.62 | 0.055964 |
| 11 | 0.029061 | 0.1992 | 0.421471 |
| 12 | -0.15795 | -1.0828 | 0.1422 |
| 13 | -0.20728 | -1.421 | 0.080953 |
| 14 | 0.019029 | 0.1305 | 0.44838 |
| 15 | 0.007685 | 0.0527 | 0.479104 |
| 16 | -0.140361 | -0.9623 | 0.17042 |
| 17 | -0.035152 | -0.241 | 0.405305 |
| 18 | -0.01825 | -0.1251 | 0.450483 |
| 19 | -0.076707 | -0.5259 | 0.300724 |
| 20 | 0.192755 | 1.3215 | 0.096372 |
| 21 | -0.172409 | -1.182 | 0.12158 |
| 22 | -0.002379 | -0.0163 | 0.493527 |
| 23 | 0.187156 | 1.2831 | 0.102878 |
| 24 | -0.105961 | -0.7264 | 0.235588 |
| 25 | 0.06776 | 0.4645 | 0.322203 |
| 26 | 0.126194 | 0.8651 | 0.195678 |
| 27 | -0.177176 | -1.2147 | 0.115282 |
| 28 | 0.108817 | 0.746 | 0.229688 |
| 29 | 0.080561 | 0.5523 | 0.29168 |
| 30 | -0.066206 | -0.4539 | 0.326001 |
| 31 | 0.042836 | 0.2937 | 0.385151 |
| 32 | 0.010701 | 0.0734 | 0.470914 |
| 33 | -0.021846 | -0.1498 | 0.440794 |
| 34 | 0.033524 | 0.2298 | 0.409612 |
| 35 | 0.00423 | 0.029 | 0.488495 |
| 36 | -0.089229 | -0.6117 | 0.271833 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.228513 | -1.5666 | 0.061958 |
| 2 | -0.066186 | -0.4538 | 0.326048 |
| 3 | 0.467884 | 3.2077 | 0.001205 |
| 4 | -0.055656 | -0.3816 | 0.352253 |
| 5 | 0.110283 | 0.7561 | 0.226691 |
| 6 | 0.100275 | 0.6874 | 0.24759 |
| 7 | -0.263022 | -1.8032 | 0.038886 |
| 8 | -0.242657 | -1.6636 | 0.051426 |
| 9 | -0.092951 | -0.6372 | 0.26353 |
| 10 | 0.017172 | 0.1177 | 0.453393 |
| 11 | -0.065069 | -0.4461 | 0.328791 |
| 12 | -0.153859 | -1.0548 | 0.148453 |
| 13 | -0.114753 | -0.7867 | 0.217701 |
| 14 | -0.10953 | -0.7509 | 0.228228 |
| 15 | 0.152183 | 1.0433 | 0.151069 |
| 16 | 0.060634 | 0.4157 | 0.339766 |
| 17 | -0.0445 | -0.3051 | 0.380828 |
| 18 | -0.103456 | -0.7093 | 0.240833 |
| 19 | -0.143856 | -0.9862 | 0.164536 |
| 20 | 0.147878 | 1.0138 | 0.157934 |
| 21 | -0.222251 | -1.5237 | 0.067145 |
| 22 | 0.005947 | 0.0408 | 0.483826 |
| 23 | 0.069612 | 0.4772 | 0.317704 |
| 24 | 0.004456 | 0.0305 | 0.487881 |
| 25 | -0.122737 | -0.8414 | 0.202181 |
| 26 | -0.018631 | -0.1277 | 0.449454 |
| 27 | 0.028134 | 0.1929 | 0.423944 |
| 28 | -0.094019 | -0.6446 | 0.261173 |
| 29 | -0.054337 | -0.3725 | 0.355592 |
| 30 | 0.115971 | 0.7951 | 0.215289 |
| 31 | -0.088072 | -0.6038 | 0.274442 |
| 32 | 0.006866 | 0.0471 | 0.481328 |
| 33 | 0.014634 | 0.1003 | 0.460257 |
| 34 | -0.017589 | -0.1206 | 0.452268 |
| 35 | -0.117231 | -0.8037 | 0.21281 |
| 36 | -0.06769 | -0.4641 | 0.322373 |
