| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.020104 | -0.1557 | 0.438388 |
| 2 | -0.180964 | -1.4017 | 0.083072 |
| 3 | 0.119269 | 0.9239 | 0.179632 |
| 4 | 0.193645 | 1.5 | 0.069433 |
| 5 | -0.082635 | -0.6401 | 0.262275 |
| 6 | 0.003845 | 0.0298 | 0.488171 |
| 7 | -0.043983 | -0.3407 | 0.367262 |
| 8 | -0.131806 | -1.021 | 0.155685 |
| 9 | 0.017577 | 0.1361 | 0.446079 |
| 10 | -0.068529 | -0.5308 | 0.298751 |
| 11 | -0.155221 | -1.2023 | 0.116978 |
| 12 | -0.374043 | -2.8973 | 0.002623 |
| 13 | 0.04182 | 0.3239 | 0.373558 |
| 14 | -0.102624 | -0.7949 | 0.214895 |
| 15 | 0.093245 | 0.7223 | 0.236467 |
| 16 | -0.067658 | -0.5241 | 0.301078 |
| 17 | 0.008855 | 0.0686 | 0.472773 |
| 18 | 0.071924 | 0.5571 | 0.289759 |
| 19 | 0.267835 | 2.0746 | 0.021159 |
| 20 | 0.051526 | 0.3991 | 0.345612 |
| 21 | -0.190916 | -1.4788 | 0.072208 |
| 22 | 0.131555 | 1.019 | 0.156143 |
| 23 | 0.192028 | 1.4874 | 0.071068 |
| 24 | 0.066346 | 0.5139 | 0.304601 |
| 25 | -0.033874 | -0.2624 | 0.396962 |
| 26 | 0.087618 | 0.6787 | 0.249974 |
| 27 | -0.115835 | -0.8973 | 0.186585 |
| 28 | -0.023827 | -0.1846 | 0.427098 |
| 29 | -0.088909 | -0.6887 | 0.246838 |
| 30 | -0.079194 | -0.6134 | 0.270953 |
| 31 | -0.186324 | -1.4433 | 0.077075 |
| 32 | 0.040076 | 0.3104 | 0.378656 |
| 33 | 0.017753 | 0.1375 | 0.445543 |
| 34 | -0.115342 | -0.8934 | 0.187597 |
| 35 | 0.041328 | 0.3201 | 0.374992 |
| 36 | -0.002354 | -0.0182 | 0.492757 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.020104 | -0.1557 | 0.438388 |
| 2 | -0.181442 | -1.4054 | 0.082523 |
| 3 | 0.115159 | 0.892 | 0.187973 |
| 4 | 0.171891 | 1.3315 | 0.094036 |
| 5 | -0.039122 | -0.303 | 0.381455 |
| 6 | 0.051247 | 0.397 | 0.346403 |
| 7 | -0.112674 | -0.8728 | 0.193135 |
| 8 | -0.159055 | -1.232 | 0.111371 |
| 9 | 0.006199 | 0.048 | 0.480931 |
| 10 | -0.119751 | -0.9276 | 0.178668 |
| 11 | -0.10056 | -0.7789 | 0.21954 |
| 12 | -0.419255 | -3.2475 | 0.000954 |
| 13 | -0.05797 | -0.449 | 0.327513 |
| 14 | -0.253224 | -1.9615 | 0.027235 |
| 15 | 0.220374 | 1.707 | 0.046496 |
| 16 | -0.018432 | -0.1428 | 0.443473 |
| 17 | 0.08541 | 0.6616 | 0.255385 |
| 18 | 0.067261 | 0.521 | 0.302141 |
| 19 | 0.241182 | 1.8682 | 0.033311 |
| 20 | 0.100515 | 0.7786 | 0.219642 |
| 21 | -0.205414 | -1.5911 | 0.058418 |
| 22 | -0.094818 | -0.7345 | 0.232767 |
| 23 | -0.131312 | -1.0171 | 0.156586 |
| 24 | -0.132737 | -1.0282 | 0.153996 |
| 25 | 0.038821 | 0.3007 | 0.38234 |
| 26 | -0.049193 | -0.381 | 0.352257 |
| 27 | 0.105315 | 0.8158 | 0.208931 |
| 28 | -0.077656 | -0.6015 | 0.274881 |
| 29 | 0.055664 | 0.4312 | 0.333945 |
| 30 | 0.015826 | 0.1226 | 0.451423 |
| 31 | 0.004779 | 0.037 | 0.485297 |
| 32 | 0.079752 | 0.6178 | 0.269536 |
| 33 | -0.143007 | -1.1077 | 0.1362 |
| 34 | -0.08447 | -0.6543 | 0.25771 |
| 35 | 0.032722 | 0.2535 | 0.400388 |
| 36 | 0.035233 | 0.2729 | 0.392927 |
