| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.060373 | -0.4183 | 0.338806 |
| 2 | 0.00248 | 0.0172 | 0.493182 |
| 3 | 0.282459 | 1.9569 | 0.028093 |
| 4 | -0.202054 | -1.3999 | 0.083991 |
| 5 | 0.204574 | 1.4173 | 0.081423 |
| 6 | 0.142307 | 0.9859 | 0.164556 |
| 7 | -0.300128 | -2.0793 | 0.021476 |
| 8 | -0.116228 | -0.8053 | 0.212322 |
| 9 | 0.004092 | 0.0284 | 0.488749 |
| 10 | -0.258998 | -1.7944 | 0.039525 |
| 11 | -0.08011 | -0.555 | 0.290729 |
| 12 | -0.012157 | -0.0842 | 0.466615 |
| 13 | -0.326559 | -2.2625 | 0.014116 |
| 14 | 0.094304 | 0.6534 | 0.258321 |
| 15 | 0.041593 | 0.2882 | 0.38723 |
| 16 | -0.217892 | -1.5096 | 0.06885 |
| 17 | 0.187608 | 1.2998 | 0.099941 |
| 18 | -0.016322 | -0.1131 | 0.455219 |
| 19 | -0.183623 | -1.2722 | 0.10472 |
| 20 | 0.226627 | 1.5701 | 0.061478 |
| 21 | 0.060573 | 0.4197 | 0.338302 |
| 22 | -0.035253 | -0.2442 | 0.404042 |
| 23 | 0.323086 | 2.2384 | 0.014934 |
| 24 | -0.085102 | -0.5896 | 0.279112 |
| 25 | -0.080365 | -0.5568 | 0.29013 |
| 26 | 0.194803 | 1.3496 | 0.091733 |
| 27 | -0.082166 | -0.5693 | 0.285916 |
| 28 | 0.077552 | 0.5373 | 0.296774 |
| 29 | -0.036764 | -0.2547 | 0.400017 |
| 30 | -0.220886 | -1.5303 | 0.066248 |
| 31 | 0.013658 | 0.0946 | 0.462503 |
| 32 | -0.045517 | -0.3153 | 0.376931 |
| 33 | -0.064557 | -0.4473 | 0.328349 |
| 34 | -0.134789 | -0.9338 | 0.177528 |
| 35 | -0.042357 | -0.2935 | 0.385218 |
| 36 | -0.012112 | -0.0839 | 0.466737 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.060373 | -0.4183 | 0.338806 |
| 2 | -0.001169 | -0.0081 | 0.496785 |
| 3 | 0.283573 | 1.9646 | 0.027629 |
| 4 | -0.183354 | -1.2703 | 0.105048 |
| 5 | 0.209898 | 1.4542 | 0.076197 |
| 6 | 0.077517 | 0.5371 | 0.296855 |
| 7 | -0.22878 | -1.585 | 0.059763 |
| 8 | -0.311083 | -2.1552 | 0.018093 |
| 9 | 0.026532 | 0.1838 | 0.427466 |
| 10 | -0.170956 | -1.1844 | 0.12104 |
| 11 | -0.175658 | -1.217 | 0.114778 |
| 12 | 0.025609 | 0.1774 | 0.42996 |
| 13 | -0.10758 | -0.7453 | 0.229851 |
| 14 | 0.054664 | 0.3787 | 0.353281 |
| 15 | 0.02078 | 0.144 | 0.443065 |
| 16 | -0.07854 | -0.5441 | 0.294432 |
| 17 | 0.012761 | 0.0884 | 0.46496 |
| 18 | -0.027871 | -0.1931 | 0.423848 |
| 19 | -0.245736 | -1.7025 | 0.047564 |
| 20 | -0.052582 | -0.3643 | 0.358617 |
| 21 | 0.11531 | 0.7989 | 0.214145 |
| 22 | 0.014176 | 0.0982 | 0.461087 |
| 23 | 0.170866 | 1.1838 | 0.121162 |
| 24 | 0.006589 | 0.0457 | 0.481888 |
| 25 | -0.050992 | -0.3533 | 0.362711 |
| 26 | -0.14751 | -1.022 | 0.155957 |
| 27 | -0.039361 | -0.2727 | 0.393128 |
| 28 | 0.048865 | 0.3385 | 0.368214 |
| 29 | -0.250108 | -1.7328 | 0.044777 |
| 30 | -0.092198 | -0.6388 | 0.263006 |
| 31 | 0.09607 | 0.6656 | 0.254429 |
| 32 | -0.08167 | -0.5658 | 0.287075 |
| 33 | 0.05709 | 0.3955 | 0.347102 |
| 34 | -0.088933 | -0.6161 | 0.270354 |
| 35 | -0.022767 | -0.1577 | 0.437664 |
| 36 | 0.061638 | 0.427 | 0.335628 |
