| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.00832 | -0.0539 | 0.478626 |
| 2 | 0.125858 | 0.8157 | 0.20965 |
| 3 | -0.065139 | -0.4222 | 0.337534 |
| 4 | -0.016727 | -0.1084 | 0.457097 |
| 5 | -0.015037 | -0.0975 | 0.461416 |
| 6 | -0.313555 | -2.0321 | 0.024252 |
| 7 | -0.117273 | -0.76 | 0.225746 |
| 8 | 0.001528 | 0.0099 | 0.496074 |
| 9 | -0.091037 | -0.59 | 0.27918 |
| 10 | 0.069809 | 0.4524 | 0.32665 |
| 11 | 0.024151 | 0.1565 | 0.438187 |
| 12 | 0.518497 | 3.3602 | 0.000833 |
| 13 | 0.000156 | 0.001 | 0.499599 |
| 14 | 0.080648 | 0.5227 | 0.301979 |
| 15 | -0.165279 | -1.0711 | 0.145114 |
| 16 | 0.036356 | 0.2356 | 0.407438 |
| 17 | -0.135145 | -0.8758 | 0.193049 |
| 18 | -0.246298 | -1.5962 | 0.058972 |
| 19 | -0.047617 | -0.3086 | 0.379577 |
| 20 | -0.061942 | -0.4014 | 0.345069 |
| 21 | 0.045757 | 0.2965 | 0.384139 |
| 22 | -0.091264 | -0.5915 | 0.278693 |
| 23 | 0.055254 | 0.3581 | 0.361036 |
| 24 | 0.271852 | 1.7618 | 0.04269 |
| 25 | -0.04362 | -0.2827 | 0.389401 |
| 26 | 0.086947 | 0.5635 | 0.288052 |
| 27 | -0.150453 | -0.975 | 0.16756 |
| 28 | -0.072239 | -0.4682 | 0.321044 |
| 29 | -0.011238 | -0.0728 | 0.471143 |
| 30 | -0.141586 | -0.9176 | 0.182038 |
| 31 | -0.019959 | -0.1294 | 0.448849 |
| 32 | -0.070948 | -0.4598 | 0.324017 |
| 33 | -0.032711 | -0.212 | 0.416569 |
| 34 | -0.015059 | -0.0976 | 0.461359 |
| 35 | 0.020821 | 0.1349 | 0.446655 |
| 36 | 0.077408 | 0.5017 | 0.309264 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.00832 | -0.0539 | 0.478626 |
| 2 | 0.125798 | 0.8153 | 0.209761 |
| 3 | -0.064197 | -0.416 | 0.339747 |
| 4 | -0.033654 | -0.2181 | 0.414203 |
| 5 | 0.001201 | 0.0078 | 0.496914 |
| 6 | -0.318049 | -2.0612 | 0.022755 |
| 7 | -0.135749 | -0.8798 | 0.192 |
| 8 | 0.08379 | 0.543 | 0.294993 |
| 9 | -0.121638 | -0.7883 | 0.217474 |
| 10 | 0.034155 | 0.2213 | 0.412947 |
| 11 | 0.069958 | 0.4534 | 0.326305 |
| 12 | 0.457501 | 2.9649 | 0.002487 |
| 13 | -0.065726 | -0.426 | 0.336159 |
| 14 | -0.023851 | -0.1546 | 0.43895 |
| 15 | -0.191542 | -1.2413 | 0.110685 |
| 16 | 0.027829 | 0.1804 | 0.428871 |
| 17 | -0.146201 | -0.9475 | 0.174404 |
| 18 | -0.036324 | -0.2354 | 0.407518 |
| 19 | 0.112797 | 0.731 | 0.234416 |
| 20 | -0.041288 | -0.2676 | 0.395168 |
| 21 | 0.071555 | 0.4637 | 0.322619 |
| 22 | -0.199189 | -1.2909 | 0.101901 |
| 23 | -0.000457 | -0.003 | 0.498827 |
| 24 | -0.106468 | -0.69 | 0.246996 |
| 25 | -0.03506 | -0.2272 | 0.41068 |
| 26 | 0.019899 | 0.129 | 0.449003 |
| 27 | 0.059147 | 0.3833 | 0.35171 |
| 28 | -0.214169 | -1.388 | 0.086232 |
| 29 | 0.143815 | 0.932 | 0.178324 |
| 30 | 0.07833 | 0.5076 | 0.307181 |
| 31 | -0.137638 | -0.892 | 0.188739 |
| 32 | -0.081837 | -0.5304 | 0.299326 |
| 33 | -0.136916 | -0.8873 | 0.189981 |
| 34 | 0.063036 | 0.4085 | 0.342484 |
| 35 | -0.122651 | -0.7949 | 0.215579 |
| 36 | 0.02956 | 0.1916 | 0.424501 |
