| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.076249 | 0.6691 | 0.252723 |
| 2 | -0.051168 | -0.449 | 0.327347 |
| 3 | -0.267307 | -2.3456 | 0.010786 |
| 4 | 0.150637 | 1.3218 | 0.095068 |
| 5 | 0.195509 | 1.7156 | 0.04513 |
| 6 | 0.013342 | 0.1171 | 0.453552 |
| 7 | -0.155364 | -1.3633 | 0.088378 |
| 8 | -0.08686 | -0.7622 | 0.224137 |
| 9 | 0.160678 | 1.4099 | 0.081292 |
| 10 | 0.105165 | 0.9228 | 0.179493 |
| 11 | 0.013423 | 0.1178 | 0.453273 |
| 12 | -0.494587 | -4.34 | 2.1e-05 |
| 13 | -0.172436 | -1.5131 | 0.067172 |
| 14 | -0.045366 | -0.3981 | 0.345836 |
| 15 | 0.086151 | 0.756 | 0.225987 |
| 16 | -0.030752 | -0.2698 | 0.393999 |
| 17 | -0.058548 | -0.5138 | 0.304447 |
| 18 | -0.011427 | -0.1003 | 0.460193 |
| 19 | 0.009865 | 0.0866 | 0.46562 |
| 20 | -0.092442 | -0.8112 | 0.209882 |
| 21 | -0.150907 | -1.3242 | 0.094676 |
| 22 | -0.109034 | -0.9568 | 0.170839 |
| 23 | -0.093697 | -0.8222 | 0.206754 |
| 24 | 0.126964 | 1.1141 | 0.134351 |
| 25 | 0.093178 | 0.8176 | 0.208044 |
| 26 | 0.070712 | 0.6205 | 0.268383 |
| 27 | -0.041679 | -0.3657 | 0.357783 |
| 28 | -0.005519 | -0.0484 | 0.480751 |
| 29 | 0.003348 | 0.0294 | 0.48832 |
| 30 | 0.003639 | 0.0319 | 0.487303 |
| 31 | 0.026059 | 0.2287 | 0.409868 |
| 32 | 0.074694 | 0.6554 | 0.257069 |
| 33 | 0.237248 | 2.0818 | 0.02034 |
| 34 | 0.045464 | 0.3989 | 0.345519 |
| 35 | 0.187129 | 1.6421 | 0.052329 |
| 36 | -0.069631 | -0.611 | 0.271496 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.076249 | 0.6691 | 0.252723 |
| 2 | -0.057315 | -0.5029 | 0.308221 |
| 3 | -0.261183 | -2.2919 | 0.012323 |
| 4 | 0.201712 | 1.77 | 0.040342 |
| 5 | 0.158649 | 1.3921 | 0.083944 |
| 6 | -0.093344 | -0.8191 | 0.207631 |
| 7 | -0.062565 | -0.549 | 0.292296 |
| 8 | 0.003797 | 0.0333 | 0.486753 |
| 9 | 0.111044 | 0.9744 | 0.166453 |
| 10 | 0.001735 | 0.0152 | 0.493946 |
| 11 | 0.020363 | 0.1787 | 0.429329 |
| 12 | -0.448798 | -3.9382 | 8.9e-05 |
| 13 | -0.136958 | -1.2018 | 0.116562 |
| 14 | -0.071845 | -0.6304 | 0.265139 |
| 15 | -0.202214 | -1.7744 | 0.039973 |
| 16 | 0.05894 | 0.5172 | 0.30325 |
| 17 | 0.152122 | 1.3349 | 0.092927 |
| 18 | -0.001537 | -0.0135 | 0.494638 |
| 19 | -0.063907 | -0.5608 | 0.288287 |
| 20 | -0.163967 | -1.4388 | 0.07713 |
| 21 | -0.156259 | -1.3712 | 0.087153 |
| 22 | -0.11994 | -1.0525 | 0.147938 |
| 23 | -0.143459 | -1.2588 | 0.105944 |
| 24 | -0.114024 | -1.0006 | 0.160088 |
| 25 | -0.009508 | -0.0834 | 0.466861 |
| 26 | -0.024989 | -0.2193 | 0.413508 |
| 27 | -0.141668 | -1.2431 | 0.108795 |
| 28 | -0.029026 | -0.2547 | 0.399818 |
| 29 | 0.001765 | 0.0155 | 0.49384 |
| 30 | -0.063713 | -0.5591 | 0.288866 |
| 31 | 0.024897 | 0.2185 | 0.413819 |
| 32 | -0.044564 | -0.391 | 0.348421 |
| 33 | 0.125154 | 1.0982 | 0.137764 |
| 34 | -0.142288 | -1.2486 | 0.107802 |
| 35 | 0.043776 | 0.3841 | 0.35097 |
| 36 | -0.083808 | -0.7354 | 0.232163 |
