| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.188364 | -1.4468 | 0.076616 |
| 2 | 0.186096 | 1.4294 | 0.079077 |
| 3 | 0.312173 | 2.3978 | 0.009837 |
| 4 | 0.049847 | 0.3829 | 0.351591 |
| 5 | 0.049215 | 0.378 | 0.353384 |
| 6 | 0.300562 | 2.3087 | 0.012242 |
| 7 | -0.040813 | -0.3135 | 0.377508 |
| 8 | 0.168802 | 1.2966 | 0.099909 |
| 9 | -0.006286 | -0.0483 | 0.480827 |
| 10 | 0.154179 | 1.1843 | 0.120527 |
| 11 | 0.035403 | 0.2719 | 0.393312 |
| 12 | -0.063011 | -0.484 | 0.315089 |
| 13 | 0.081821 | 0.6285 | 0.266058 |
| 14 | -0.09702 | -0.7452 | 0.229547 |
| 15 | -0.000709 | -0.0054 | 0.497835 |
| 16 | -0.092471 | -0.7103 | 0.240164 |
| 17 | -0.052997 | -0.4071 | 0.342711 |
| 18 | -0.062856 | -0.4828 | 0.315509 |
| 19 | -0.113316 | -0.8704 | 0.193805 |
| 20 | -0.010225 | -0.0785 | 0.468832 |
| 21 | -0.011857 | -0.0911 | 0.463872 |
| 22 | -0.130498 | -1.0024 | 0.160129 |
| 23 | -0.019968 | -0.1534 | 0.439313 |
| 24 | -0.015328 | -0.1177 | 0.453337 |
| 25 | -0.162897 | -1.2512 | 0.107893 |
| 26 | 0.033415 | 0.2567 | 0.399166 |
| 27 | -0.156136 | -1.1993 | 0.117602 |
| 28 | 0.061703 | 0.474 | 0.318642 |
| 29 | -0.155818 | -1.1969 | 0.118074 |
| 30 | 0.013686 | 0.1051 | 0.458318 |
| 31 | -0.05264 | -0.4043 | 0.343714 |
| 32 | -0.094739 | -0.7277 | 0.234835 |
| 33 | -0.054394 | -0.4178 | 0.338801 |
| 34 | 0.086566 | 0.6649 | 0.254344 |
| 35 | -0.21824 | -1.6763 | 0.049482 |
| 36 | 0.099731 | 0.766 | 0.223351 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.188364 | -1.4468 | 0.076616 |
| 2 | 0.156156 | 1.1995 | 0.117573 |
| 3 | 0.394439 | 3.0297 | 0.001815 |
| 4 | 0.191626 | 1.4719 | 0.07318 |
| 5 | -0.047588 | -0.3655 | 0.358011 |
| 6 | 0.162209 | 1.2459 | 0.108854 |
| 7 | 0.002106 | 0.0162 | 0.493573 |
| 8 | 0.069406 | 0.5331 | 0.297978 |
| 9 | -0.145956 | -1.1211 | 0.133393 |
| 10 | 0.062983 | 0.4838 | 0.315166 |
| 11 | 0.050958 | 0.3914 | 0.34845 |
| 12 | -0.165299 | -1.2697 | 0.104591 |
| 13 | -0.071564 | -0.5497 | 0.292303 |
| 14 | -0.181384 | -1.3932 | 0.084388 |
| 15 | 0.037502 | 0.2881 | 0.387156 |
| 16 | -0.167373 | -1.2856 | 0.1018 |
| 17 | -0.063602 | -0.4885 | 0.313492 |
| 18 | -0.003725 | -0.0286 | 0.488636 |
| 19 | -0.054643 | -0.4197 | 0.338108 |
| 20 | 0.113074 | 0.8685 | 0.194309 |
| 21 | 0.062018 | 0.4764 | 0.317786 |
| 22 | 0.101381 | 0.7787 | 0.219627 |
| 23 | -0.04095 | -0.3145 | 0.37711 |
| 24 | 0.073818 | 0.567 | 0.286431 |
| 25 | -0.072798 | -0.5592 | 0.289082 |
| 26 | -0.003166 | -0.0243 | 0.490341 |
| 27 | -0.136399 | -1.0477 | 0.149525 |
| 28 | 0.067759 | 0.5205 | 0.302343 |
| 29 | -0.078013 | -0.5992 | 0.275656 |
| 30 | -0.072127 | -0.554 | 0.29083 |
| 31 | -0.058079 | -0.4461 | 0.328575 |
| 32 | -0.14255 | -1.095 | 0.138994 |
| 33 | -0.005695 | -0.0437 | 0.482628 |
| 34 | 0.047245 | 0.3629 | 0.358991 |
| 35 | -0.027101 | -0.2082 | 0.417906 |
| 36 | 0.05392 | 0.4142 | 0.340125 |
