| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.060889 | -0.4174 | 0.33913 |
| 2 | 0.036479 | 0.2501 | 0.401804 |
| 3 | 0.237536 | 1.6285 | 0.055056 |
| 4 | 0.050319 | 0.345 | 0.365827 |
| 5 | -0.011247 | -0.0771 | 0.469435 |
| 6 | 0.083879 | 0.575 | 0.284002 |
| 7 | -0.040398 | -0.277 | 0.391514 |
| 8 | 0.182002 | 1.2477 | 0.109154 |
| 9 | -0.158839 | -1.0889 | 0.140866 |
| 10 | -0.114617 | -0.7858 | 0.217972 |
| 11 | 0.289487 | 1.9846 | 0.026521 |
| 12 | -0.284174 | -1.9482 | 0.028688 |
| 13 | -0.095316 | -0.6535 | 0.258324 |
| 14 | -0.074928 | -0.5137 | 0.304942 |
| 15 | -0.098614 | -0.6761 | 0.251156 |
| 16 | -0.093558 | -0.6414 | 0.26219 |
| 17 | -0.040001 | -0.2742 | 0.392554 |
| 18 | -0.04514 | -0.3095 | 0.379167 |
| 19 | 0.061385 | 0.4208 | 0.337896 |
| 20 | -0.139783 | -0.9583 | 0.171407 |
| 21 | -0.016238 | -0.1113 | 0.455916 |
| 22 | -0.011585 | -0.0794 | 0.468516 |
| 23 | -0.07849 | -0.5381 | 0.296523 |
| 24 | 0.042766 | 0.2932 | 0.385335 |
| 25 | -0.054948 | -0.3767 | 0.354044 |
| 26 | 0.002092 | 0.0143 | 0.494309 |
| 27 | 0.048287 | 0.331 | 0.371043 |
| 28 | -0.038918 | -0.2668 | 0.395392 |
| 29 | 0.038617 | 0.2647 | 0.396182 |
| 30 | 0.084108 | 0.5766 | 0.283476 |
| 31 | -0.027304 | -0.1872 | 0.426159 |
| 32 | 0.003555 | 0.0244 | 0.49033 |
| 33 | -0.080418 | -0.5513 | 0.292013 |
| 34 | 0.004653 | 0.0319 | 0.487344 |
| 35 | 0.060071 | 0.4118 | 0.341169 |
| 36 | -0.04276 | -0.2932 | 0.385349 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.060889 | -0.4174 | 0.33913 |
| 2 | 0.032894 | 0.2255 | 0.411281 |
| 3 | 0.242849 | 1.6649 | 0.051294 |
| 4 | 0.084643 | 0.5803 | 0.282248 |
| 5 | -0.022607 | -0.155 | 0.438748 |
| 6 | 0.018085 | 0.124 | 0.450929 |
| 7 | -0.067394 | -0.462 | 0.323095 |
| 8 | 0.186334 | 1.2774 | 0.10386 |
| 9 | -0.166802 | -1.1435 | 0.129303 |
| 10 | -0.151809 | -1.0408 | 0.151658 |
| 11 | 0.247654 | 1.6978 | 0.048076 |
| 12 | -0.246821 | -1.6921 | 0.048622 |
| 13 | -0.052328 | -0.3587 | 0.360698 |
| 14 | -0.228336 | -1.5654 | 0.0621 |
| 15 | 0.002751 | 0.0189 | 0.492517 |
| 16 | -0.009646 | -0.0661 | 0.473776 |
| 17 | -0.004346 | -0.0298 | 0.488179 |
| 18 | 0.099412 | 0.6815 | 0.249439 |
| 19 | -0.074082 | -0.5079 | 0.306956 |
| 20 | 0.073893 | 0.5066 | 0.307408 |
| 21 | -0.044214 | -0.3031 | 0.38157 |
| 22 | -0.15568 | -1.0673 | 0.145647 |
| 23 | 0.069952 | 0.4796 | 0.316881 |
| 24 | -0.008795 | -0.0603 | 0.476089 |
| 25 | 0.009821 | 0.0673 | 0.473302 |
| 26 | -0.078294 | -0.5368 | 0.296983 |
| 27 | 0.019205 | 0.1317 | 0.447907 |
| 28 | -0.037263 | -0.2555 | 0.399741 |
| 29 | -0.015832 | -0.1085 | 0.457016 |
| 30 | 0.094942 | 0.6509 | 0.259144 |
| 31 | -0.02738 | -0.1877 | 0.425957 |
| 32 | -0.035775 | -0.2453 | 0.40366 |
| 33 | -0.09978 | -0.6841 | 0.248649 |
| 34 | -0.052333 | -0.3588 | 0.360685 |
| 35 | 0.033387 | 0.2289 | 0.409973 |
| 36 | 0.005762 | 0.0395 | 0.484328 |
