| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.038409 | -0.2633 | 0.396729 |
| 2 | -0.091036 | -0.6241 | 0.267785 |
| 3 | -0.189618 | -1.3 | 0.099977 |
| 4 | -0.40043 | -2.7452 | 0.00427 |
| 5 | 0.080934 | 0.5549 | 0.290811 |
| 6 | 0.137241 | 0.9409 | 0.17579 |
| 7 | 0.030054 | 0.206 | 0.418824 |
| 8 | 0.149402 | 1.0243 | 0.15548 |
| 9 | -0.180108 | -1.2348 | 0.111529 |
| 10 | -0.09457 | -0.6483 | 0.259961 |
| 11 | 0.187906 | 1.2882 | 0.101988 |
| 12 | -0.032488 | -0.2227 | 0.412358 |
| 13 | 0.110356 | 0.7566 | 0.226543 |
| 14 | -0.025086 | -0.172 | 0.432095 |
| 15 | -0.082963 | -0.5688 | 0.286112 |
| 16 | -0.024276 | -0.1664 | 0.434267 |
| 17 | -0.152029 | -1.0423 | 0.151312 |
| 18 | 0.140516 | 0.9633 | 0.170157 |
| 19 | -0.070906 | -0.4861 | 0.314574 |
| 20 | 0.101597 | 0.6965 | 0.244769 |
| 21 | 0.010643 | 0.073 | 0.471071 |
| 22 | -0.037713 | -0.2585 | 0.398558 |
| 23 | 0.020059 | 0.1375 | 0.445606 |
| 24 | -0.075594 | -0.5182 | 0.303359 |
| 25 | -0.012086 | -0.0829 | 0.467158 |
| 26 | 0.197705 | 1.3554 | 0.090884 |
| 27 | -0.082556 | -0.566 | 0.287051 |
| 28 | -0.019048 | -0.1306 | 0.448329 |
| 29 | -0.098529 | -0.6755 | 0.251341 |
| 30 | -0.181731 | -1.2459 | 0.10949 |
| 31 | 0.160917 | 1.1032 | 0.13778 |
| 32 | 0.09053 | 0.6206 | 0.268916 |
| 33 | 0.095756 | 0.6565 | 0.257361 |
| 34 | 0.072178 | 0.4948 | 0.311515 |
| 35 | -0.152121 | -1.0429 | 0.151167 |
| 36 | -0.111499 | -0.7644 | 0.224225 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.038409 | -0.2633 | 0.396729 |
| 2 | -0.092648 | -0.6352 | 0.264201 |
| 3 | -0.198996 | -1.3643 | 0.089493 |
| 4 | -0.450929 | -3.0914 | 0.001673 |
| 5 | -0.059263 | -0.4063 | 0.343189 |
| 6 | -0.001558 | -0.0107 | 0.495761 |
| 7 | -0.158448 | -1.0863 | 0.141452 |
| 8 | -0.028591 | -0.196 | 0.422724 |
| 9 | -0.168478 | -1.155 | 0.126959 |
| 10 | -0.119183 | -0.8171 | 0.209004 |
| 11 | 0.153648 | 1.0534 | 0.148781 |
| 12 | -0.012349 | -0.0847 | 0.466446 |
| 13 | 0.00151 | 0.0104 | 0.495892 |
| 14 | 0.005895 | 0.0404 | 0.483968 |
| 15 | 0.129902 | 0.8906 | 0.18885 |
| 16 | -0.008284 | -0.0568 | 0.477477 |
| 17 | -0.159236 | -1.0917 | 0.140272 |
| 18 | 0.143027 | 0.9805 | 0.165919 |
| 19 | -0.200816 | -1.3767 | 0.08756 |
| 20 | 0.087485 | 0.5998 | 0.275771 |
| 21 | -0.077127 | -0.5288 | 0.299731 |
| 22 | -0.034477 | -0.2364 | 0.407088 |
| 23 | -0.040655 | -0.2787 | 0.390843 |
| 24 | -0.090577 | -0.621 | 0.268811 |
| 25 | 0.002502 | 0.0172 | 0.493193 |
| 26 | 0.121753 | 0.8347 | 0.204055 |
| 27 | -0.023703 | -0.1625 | 0.435803 |
| 28 | -0.022166 | -0.152 | 0.439933 |
| 29 | -0.147171 | -1.009 | 0.159081 |
| 30 | -0.031566 | -0.2164 | 0.414804 |
| 31 | -0.010426 | -0.0715 | 0.47166 |
| 32 | 0.037603 | 0.2578 | 0.398847 |
| 33 | -0.022177 | -0.152 | 0.439904 |
| 34 | -0.03877 | -0.2658 | 0.395781 |
| 35 | 0.111278 | 0.7629 | 0.224672 |
| 36 | -0.124462 | -0.8533 | 0.198919 |
