| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.181449 | -1.4055 | 0.082515 |
| 2 | 0.054111 | 0.4191 | 0.338304 |
| 3 | 0.086724 | 0.6718 | 0.252157 |
| 4 | 0.137336 | 1.0638 | 0.145841 |
| 5 | 0.039241 | 0.304 | 0.381107 |
| 6 | 0.108094 | 0.8373 | 0.202876 |
| 7 | -0.236076 | -1.8286 | 0.036213 |
| 8 | 0.104341 | 0.8082 | 0.211078 |
| 9 | -0.019002 | -0.1472 | 0.441738 |
| 10 | -0.023476 | -0.1818 | 0.428159 |
| 11 | -0.099706 | -0.7723 | 0.221478 |
| 12 | -0.262431 | -2.0328 | 0.023254 |
| 13 | 0.049114 | 0.3804 | 0.352483 |
| 14 | 0.045486 | 0.3523 | 0.362911 |
| 15 | -0.128352 | -0.9942 | 0.162056 |
| 16 | -0.05962 | -0.4618 | 0.322943 |
| 17 | -0.06651 | -0.5152 | 0.30416 |
| 18 | 0.103455 | 0.8014 | 0.213043 |
| 19 | 0.085693 | 0.6638 | 0.254688 |
| 20 | -0.10989 | -0.8512 | 0.199021 |
| 21 | -0.019171 | -0.1485 | 0.441223 |
| 22 | 0.079278 | 0.6141 | 0.270739 |
| 23 | -0.094681 | -0.7334 | 0.233087 |
| 24 | 0.140517 | 1.0884 | 0.140377 |
| 25 | -0.221773 | -1.7178 | 0.045491 |
| 26 | -0.065338 | -0.5061 | 0.307319 |
| 27 | 0.06138 | 0.4754 | 0.318098 |
| 28 | 0.00327 | 0.0253 | 0.489939 |
| 29 | -0.178179 | -1.3802 | 0.086328 |
| 30 | 0.039744 | 0.3079 | 0.379629 |
| 31 | -0.126484 | -0.9797 | 0.165574 |
| 32 | 0.05085 | 0.3939 | 0.347533 |
| 33 | 0.007236 | 0.0561 | 0.477744 |
| 34 | -0.058122 | -0.4502 | 0.327091 |
| 35 | 0.076568 | 0.5931 | 0.277673 |
| 36 | 0.025948 | 0.201 | 0.420691 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.181449 | -1.4055 | 0.082515 |
| 2 | 0.021909 | 0.1697 | 0.432906 |
| 3 | 0.103767 | 0.8038 | 0.21235 |
| 4 | 0.177337 | 1.3736 | 0.087331 |
| 5 | 0.095466 | 0.7395 | 0.23125 |
| 6 | 0.118743 | 0.9198 | 0.180685 |
| 7 | -0.25347 | -1.9634 | 0.027121 |
| 8 | -0.049516 | -0.3835 | 0.351334 |
| 9 | -0.042124 | -0.3263 | 0.37267 |
| 10 | -0.01314 | -0.1018 | 0.459633 |
| 11 | -0.050525 | -0.3914 | 0.348457 |
| 12 | -0.316441 | -2.4511 | 0.008585 |
| 13 | -0.018375 | -0.1423 | 0.443647 |
| 14 | 0.060528 | 0.4688 | 0.320439 |
| 15 | 0.037517 | 0.2906 | 0.386177 |
| 16 | 0.025041 | 0.194 | 0.42343 |
| 17 | -0.074042 | -0.5735 | 0.284215 |
| 18 | 0.115224 | 0.8925 | 0.187839 |
| 19 | 0.061396 | 0.4756 | 0.318054 |
| 20 | -0.024639 | -0.1909 | 0.424644 |
| 21 | -0.050325 | -0.3898 | 0.349027 |
| 22 | -0.045206 | -0.3502 | 0.363721 |
| 23 | -0.200093 | -1.5499 | 0.063211 |
| 24 | -0.01345 | -0.1042 | 0.458685 |
| 25 | -0.164607 | -1.275 | 0.103605 |
| 26 | -0.122087 | -0.9457 | 0.174051 |
| 27 | -0.032437 | -0.2513 | 0.401236 |
| 28 | 0.013549 | 0.1049 | 0.458383 |
| 29 | -0.061764 | -0.4784 | 0.317044 |
| 30 | 0.066836 | 0.5177 | 0.303282 |
| 31 | 0.016306 | 0.1263 | 0.449958 |
| 32 | -0.066594 | -0.5158 | 0.303933 |
| 33 | 0.030277 | 0.2345 | 0.407688 |
| 34 | -0.009068 | -0.0702 | 0.472118 |
| 35 | 0.089179 | 0.6908 | 0.246186 |
| 36 | -0.017638 | -0.1366 | 0.445893 |
