| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.084606 | -0.6499 | 0.259148 |
| 2 | -0.081544 | -0.6263 | 0.266751 |
| 3 | 0.156409 | 1.2014 | 0.117198 |
| 4 | 0.066358 | 0.5097 | 0.306081 |
| 5 | -0.18876 | -1.4499 | 0.076191 |
| 6 | -0.088691 | -0.6812 | 0.24919 |
| 7 | -0.073622 | -0.5655 | 0.28694 |
| 8 | -0.128472 | -0.9868 | 0.163882 |
| 9 | 0.083768 | 0.6434 | 0.261219 |
| 10 | -0.036623 | -0.2813 | 0.38973 |
| 11 | 0.062945 | 0.4835 | 0.315268 |
| 12 | -0.052466 | -0.403 | 0.344202 |
| 13 | -0.00718 | -0.0552 | 0.478102 |
| 14 | -0.048932 | -0.3759 | 0.354187 |
| 15 | -0.101087 | -0.7765 | 0.220289 |
| 16 | -0.142251 | -1.0927 | 0.139494 |
| 17 | -0.056263 | -0.4322 | 0.3336 |
| 18 | 0.057563 | 0.4421 | 0.329999 |
| 19 | -0.12552 | -0.9641 | 0.169455 |
| 20 | 0.136456 | 1.0481 | 0.149424 |
| 21 | 0.025197 | 0.1935 | 0.423599 |
| 22 | 0.167987 | 1.2903 | 0.100984 |
| 23 | 0.017282 | 0.1327 | 0.447422 |
| 24 | -0.02986 | -0.2294 | 0.409692 |
| 25 | 0.01132 | 0.0869 | 0.465503 |
| 26 | 0.124654 | 0.9575 | 0.171115 |
| 27 | -0.02383 | -0.183 | 0.427697 |
| 28 | -0.109878 | -0.844 | 0.201043 |
| 29 | 0.116471 | 0.8946 | 0.187309 |
| 30 | -0.079953 | -0.6141 | 0.270745 |
| 31 | -0.01043 | -0.0801 | 0.468208 |
| 32 | 0.008459 | 0.065 | 0.474208 |
| 33 | -0.033882 | -0.2602 | 0.397789 |
| 34 | -0.020601 | -0.1582 | 0.437403 |
| 35 | -0.026262 | -0.2017 | 0.420415 |
| 36 | -0.005746 | -0.0441 | 0.482474 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.084606 | -0.6499 | 0.259148 |
| 2 | -0.089341 | -0.6862 | 0.247623 |
| 3 | 0.143499 | 1.1022 | 0.137417 |
| 4 | 0.087807 | 0.6745 | 0.251326 |
| 5 | -0.158902 | -1.2205 | 0.113556 |
| 6 | -0.138984 | -1.0676 | 0.145035 |
| 7 | -0.148379 | -1.1397 | 0.129504 |
| 8 | -0.128072 | -0.9837 | 0.164631 |
| 9 | 0.117478 | 0.9024 | 0.185266 |
| 10 | -0.006411 | -0.0492 | 0.480446 |
| 11 | 0.094185 | 0.7234 | 0.236131 |
| 12 | -0.120494 | -0.9255 | 0.17923 |
| 13 | -0.11389 | -0.8748 | 0.192613 |
| 14 | -0.120299 | -0.924 | 0.179615 |
| 15 | -0.147338 | -1.1317 | 0.131165 |
| 16 | -0.147338 | -1.1317 | 0.131164 |
| 17 | -0.08472 | -0.6507 | 0.258868 |
| 18 | 0.038016 | 0.292 | 0.385653 |
| 19 | -0.114684 | -0.8809 | 0.190971 |
| 20 | 0.053559 | 0.4114 | 0.341136 |
| 21 | -0.098885 | -0.7595 | 0.225275 |
| 22 | 0.098605 | 0.7574 | 0.225911 |
| 23 | -0.031125 | -0.2391 | 0.405938 |
| 24 | -0.115378 | -0.8862 | 0.189545 |
| 25 | -0.050777 | -0.39 | 0.348961 |
| 26 | 0.105932 | 0.8137 | 0.209551 |
| 27 | 0.066633 | 0.5118 | 0.305344 |
| 28 | -0.020227 | -0.1554 | 0.438531 |
| 29 | 0.011581 | 0.089 | 0.464709 |
| 30 | -0.13617 | -1.0459 | 0.149927 |
| 31 | -0.103113 | -0.792 | 0.215759 |
| 32 | -0.046022 | -0.3535 | 0.362486 |
| 33 | -0.053561 | -0.4114 | 0.341132 |
| 34 | 0.074272 | 0.5705 | 0.285255 |
| 35 | -0.056945 | -0.4374 | 0.331709 |
| 36 | -0.009978 | -0.0766 | 0.469583 |
