| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.063081 | -0.4886 | 0.313444 |
| 2 | -0.176005 | -1.3633 | 0.088937 |
| 3 | -0.137796 | -1.0674 | 0.145042 |
| 4 | -0.240177 | -1.8604 | 0.033866 |
| 5 | 0.165301 | 1.2804 | 0.102664 |
| 6 | 0.090388 | 0.7001 | 0.243272 |
| 7 | -0.104681 | -0.8109 | 0.210326 |
| 8 | 0.051049 | 0.3954 | 0.346967 |
| 9 | 0.099781 | 0.7729 | 0.221308 |
| 10 | 0.121085 | 0.9379 | 0.176023 |
| 11 | 0.158085 | 1.2245 | 0.112771 |
| 12 | -0.462439 | -3.582 | 0.000342 |
| 13 | 0.12259 | 0.9496 | 0.173067 |
| 14 | 0.086838 | 0.6726 | 0.251878 |
| 15 | 0.019991 | 0.1549 | 0.438728 |
| 16 | 0.118824 | 0.9204 | 0.180523 |
| 17 | -0.239249 | -1.8532 | 0.034385 |
| 18 | -0.110789 | -0.8582 | 0.197108 |
| 19 | 0.106873 | 0.8278 | 0.205523 |
| 20 | 0.187631 | 1.4534 | 0.075664 |
| 21 | 0.058179 | 0.4507 | 0.326932 |
| 22 | -0.008311 | -0.0644 | 0.474442 |
| 23 | -0.146245 | -1.1328 | 0.1309 |
| 24 | -0.040476 | -0.3135 | 0.377483 |
| 25 | -0.118936 | -0.9213 | 0.180297 |
| 26 | 0.035644 | 0.2761 | 0.391711 |
| 27 | 0.082058 | 0.6356 | 0.263722 |
| 28 | -0.028706 | -0.2224 | 0.412397 |
| 29 | 0.077261 | 0.5985 | 0.275892 |
| 30 | 0.008314 | 0.0644 | 0.474434 |
| 31 | 0.023791 | 0.1843 | 0.427205 |
| 32 | -0.130651 | -1.012 | 0.157796 |
| 33 | -0.038081 | -0.295 | 0.384515 |
| 34 | -0.032097 | -0.2486 | 0.402252 |
| 35 | -0.039232 | -0.3039 | 0.381133 |
| 36 | 0.126071 | 0.9765 | 0.166359 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.063081 | -0.4886 | 0.313444 |
| 2 | -0.180703 | -1.3997 | 0.083373 |
| 3 | -0.168453 | -1.3048 | 0.098466 |
| 4 | -0.319683 | -2.4763 | 0.008057 |
| 5 | 0.043199 | 0.3346 | 0.369541 |
| 6 | -0.027959 | -0.2166 | 0.41464 |
| 7 | -0.161772 | -1.2531 | 0.107518 |
| 8 | -0.006022 | -0.0466 | 0.481474 |
| 9 | 0.153206 | 1.1867 | 0.120006 |
| 10 | 0.172738 | 1.338 | 0.092968 |
| 11 | 0.252165 | 1.9533 | 0.027728 |
| 12 | -0.335187 | -2.5963 | 0.005916 |
| 13 | 0.322904 | 2.5012 | 0.007562 |
| 14 | 0.072346 | 0.5604 | 0.288651 |
| 15 | 0.060255 | 0.4667 | 0.321191 |
| 16 | -0.080573 | -0.6241 | 0.267459 |
| 17 | -0.073359 | -0.5682 | 0.285998 |
| 18 | -0.120216 | -0.9312 | 0.177743 |
| 19 | -0.128735 | -0.9972 | 0.161341 |
| 20 | 0.096625 | 0.7485 | 0.228555 |
| 21 | 0.034869 | 0.2701 | 0.394009 |
| 22 | 0.080046 | 0.62 | 0.268792 |
| 23 | 0.078436 | 0.6076 | 0.272885 |
| 24 | -0.276784 | -2.144 | 0.018049 |
| 25 | -0.01476 | -0.1143 | 0.454678 |
| 26 | -0.012913 | -0.1 | 0.46033 |
| 27 | 0.067911 | 0.526 | 0.300401 |
| 28 | -0.058205 | -0.4509 | 0.326859 |
| 29 | -0.15227 | -1.1795 | 0.121431 |
| 30 | -0.013535 | -0.1048 | 0.458425 |
| 31 | 0.05419 | 0.4198 | 0.338083 |
| 32 | -0.054655 | -0.4234 | 0.336775 |
| 33 | -0.018752 | -0.1453 | 0.442499 |
| 34 | 0.007167 | 0.0555 | 0.477956 |
| 35 | -0.061818 | -0.4788 | 0.316896 |
| 36 | -0.069467 | -0.5381 | 0.296254 |
