| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.225056 | -1.714 | 0.045937 |
| 2 | 0.133758 | 1.0187 | 0.156294 |
| 3 | -0.07135 | -0.5434 | 0.294473 |
| 4 | -0.118962 | -0.906 | 0.184345 |
| 5 | -0.245429 | -1.8691 | 0.033328 |
| 6 | 0.110923 | 0.8448 | 0.200856 |
| 7 | -0.064845 | -0.4938 | 0.311641 |
| 8 | 0.13398 | 1.0204 | 0.155897 |
| 9 | -0.027178 | -0.207 | 0.418374 |
| 10 | -0.068471 | -0.5215 | 0.302017 |
| 11 | -0.073458 | -0.5594 | 0.289007 |
| 12 | -0.083868 | -0.6387 | 0.262759 |
| 13 | 0.148409 | 1.1302 | 0.131512 |
| 14 | -0.105359 | -0.8024 | 0.2128 |
| 15 | 0.205987 | 1.5687 | 0.061073 |
| 16 | -0.088024 | -0.6704 | 0.25264 |
| 17 | 0.03821 | 0.291 | 0.386044 |
| 18 | -0.151872 | -1.1566 | 0.126085 |
| 19 | 0.162108 | 1.2346 | 0.110983 |
| 20 | -0.194831 | -1.4838 | 0.07164 |
| 21 | 0.181167 | 1.3797 | 0.086483 |
| 22 | -0.139401 | -1.0617 | 0.146398 |
| 23 | 0.181012 | 1.3785 | 0.086664 |
| 24 | -0.086381 | -0.6579 | 0.256615 |
| 25 | -0.07357 | -0.5603 | 0.288718 |
| 26 | 0.086383 | 0.6579 | 0.256611 |
| 27 | -0.061123 | -0.4655 | 0.32166 |
| 28 | -0.122371 | -0.932 | 0.177613 |
| 29 | 0.137034 | 1.0436 | 0.150495 |
| 30 | -0.016194 | -0.1233 | 0.451135 |
| 31 | -0.036633 | -0.279 | 0.390623 |
| 32 | 0.074996 | 0.5712 | 0.28505 |
| 33 | -0.031827 | -0.2424 | 0.404668 |
| 34 | -0.003649 | -0.0278 | 0.488963 |
| 35 | -0.079588 | -0.6061 | 0.273399 |
| 36 | 0.06625 | 0.5045 | 0.307896 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.225056 | -1.714 | 0.045937 |
| 2 | 0.087542 | 0.6667 | 0.253803 |
| 3 | -0.025667 | -0.1955 | 0.422852 |
| 4 | -0.159577 | -1.2153 | 0.114587 |
| 5 | -0.317627 | -2.419 | 0.009361 |
| 6 | 0.016324 | 0.1243 | 0.450745 |
| 7 | 0.011095 | 0.0845 | 0.466477 |
| 8 | 0.06397 | 0.4872 | 0.313984 |
| 9 | -0.078877 | -0.6007 | 0.275187 |
| 10 | -0.197398 | -1.5033 | 0.069089 |
| 11 | -0.112243 | -0.8548 | 0.198085 |
| 12 | -0.103165 | -0.7857 | 0.217626 |
| 13 | 0.193495 | 1.4736 | 0.072997 |
| 14 | -0.118478 | -0.9023 | 0.185314 |
| 15 | 0.024431 | 0.1861 | 0.426522 |
| 16 | -0.122159 | -0.9303 | 0.178028 |
| 17 | -0.010793 | -0.0822 | 0.467387 |
| 18 | -0.061833 | -0.4709 | 0.319738 |
| 19 | 0.127309 | 0.9696 | 0.168146 |
| 20 | -0.089171 | -0.6791 | 0.249885 |
| 21 | -0.040702 | -0.31 | 0.378845 |
| 22 | -0.142436 | -1.0848 | 0.141258 |
| 23 | 0.128314 | 0.9772 | 0.166263 |
| 24 | 0.094509 | 0.7198 | 0.237281 |
| 25 | -0.186131 | -1.4175 | 0.080839 |
| 26 | 0.050021 | 0.3809 | 0.352317 |
| 27 | -0.084203 | -0.6413 | 0.261937 |
| 28 | -0.148471 | -1.1307 | 0.131414 |
| 29 | 0.08712 | 0.6635 | 0.254825 |
| 30 | 0.046432 | 0.3536 | 0.362454 |
| 31 | -0.038164 | -0.2906 | 0.38618 |
| 32 | -0.175929 | -1.3398 | 0.092762 |
| 33 | 0.070612 | 0.5378 | 0.296398 |
| 34 | -0.041869 | -0.3189 | 0.375488 |
| 35 | -0.028924 | -0.2203 | 0.413215 |
| 36 | -0.054115 | -0.4121 | 0.340884 |
