| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.054177 | 0.5959 | 0.276161 |
| 2 | 0.105886 | 1.1647 | 0.123206 |
| 3 | 0.016813 | 0.1849 | 0.426793 |
| 4 | -0.023258 | -0.2558 | 0.399257 |
| 5 | -0.049938 | -0.5493 | 0.2919 |
| 6 | 0.005715 | 0.0629 | 0.474987 |
| 7 | -0.175703 | -1.9327 | 0.027803 |
| 8 | -0.061358 | -0.6749 | 0.250501 |
| 9 | -0.059967 | -0.6596 | 0.255369 |
| 10 | -0.03107 | -0.3418 | 0.366557 |
| 11 | -0.102406 | -1.1265 | 0.131098 |
| 12 | -0.130724 | -1.438 | 0.076512 |
| 13 | 0.029591 | 0.3255 | 0.372684 |
| 14 | 0.117582 | 1.2934 | 0.099167 |
| 15 | 0.056015 | 0.6162 | 0.269472 |
| 16 | 0.105844 | 1.1643 | 0.1233 |
| 17 | 0.068403 | 0.7524 | 0.226625 |
| 18 | -0.02067 | -0.2274 | 0.410258 |
| 19 | 0.071831 | 0.7901 | 0.215496 |
| 20 | -0.078967 | -0.8686 | 0.193382 |
| 21 | -0.06075 | -0.6682 | 0.252624 |
| 22 | -0.022834 | -0.2512 | 0.401052 |
| 23 | -0.088346 | -0.9718 | 0.166543 |
| 24 | -0.053544 | -0.589 | 0.278484 |
| 25 | -0.172004 | -1.892 | 0.030437 |
| 26 | -0.019981 | -0.2198 | 0.413201 |
| 27 | 0.026146 | 0.2876 | 0.38707 |
| 28 | -0.033703 | -0.3707 | 0.355741 |
| 29 | -0.114485 | -1.2593 | 0.105167 |
| 30 | 0.126607 | 1.3927 | 0.083135 |
| 31 | -0.158827 | -1.7471 | 0.041579 |
| 32 | 0.076764 | 0.8444 | 0.200055 |
| 33 | -0.040381 | -0.4442 | 0.328849 |
| 34 | -0.084961 | -0.9346 | 0.175936 |
| 35 | -0.059685 | -0.6565 | 0.256363 |
| 36 | 0.045053 | 0.4956 | 0.310545 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.054177 | 0.5959 | 0.276161 |
| 2 | 0.103254 | 1.1358 | 0.129143 |
| 3 | 0.006158 | 0.0677 | 0.473054 |
| 4 | -0.035786 | -0.3936 | 0.347269 |
| 5 | -0.050253 | -0.5528 | 0.290717 |
| 6 | 0.016846 | 0.1853 | 0.426651 |
| 7 | -0.16818 | -1.85 | 0.033378 |
| 8 | -0.048715 | -0.5359 | 0.296519 |
| 9 | -0.023748 | -0.2612 | 0.397182 |
| 10 | -0.013997 | -0.154 | 0.438945 |
| 11 | -0.104529 | -1.1498 | 0.126242 |
| 12 | -0.143584 | -1.5794 | 0.058425 |
| 13 | 0.061305 | 0.6744 | 0.250686 |
| 14 | 0.119693 | 1.3166 | 0.095227 |
| 15 | 0.016901 | 0.1859 | 0.426414 |
| 16 | 0.047754 | 0.5253 | 0.300171 |
| 17 | 0.045497 | 0.5005 | 0.308829 |
| 18 | -0.061134 | -0.6725 | 0.251281 |
| 19 | 0.016452 | 0.181 | 0.428347 |
| 20 | -0.08613 | -0.9474 | 0.172655 |
| 21 | -0.027795 | -0.3058 | 0.38016 |
| 22 | 0.006021 | 0.0662 | 0.473652 |
| 23 | -0.08278 | -0.9106 | 0.182165 |
| 24 | -0.033304 | -0.3663 | 0.357375 |
| 25 | -0.152759 | -1.6804 | 0.047734 |
| 26 | 0.054824 | 0.6031 | 0.273799 |
| 27 | 0.056048 | 0.6165 | 0.269353 |
| 28 | -0.057034 | -0.6274 | 0.265798 |
| 29 | -0.169454 | -1.864 | 0.032373 |
| 30 | 0.096701 | 1.0637 | 0.144789 |
| 31 | -0.187723 | -2.065 | 0.020532 |
| 32 | -0.029129 | -0.3204 | 0.374602 |
| 33 | -0.08344 | -0.9178 | 0.180264 |
| 34 | -0.093305 | -1.0264 | 0.153385 |
| 35 | -0.086172 | -0.9479 | 0.172538 |
| 36 | -0.048176 | -0.5299 | 0.298562 |
