| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.040762 | -0.2853 | 0.388295 |
| 2 | -0.023148 | -0.162 | 0.435971 |
| 3 | 0.226748 | 1.5872 | 0.059446 |
| 4 | 0.069196 | 0.4844 | 0.315139 |
| 5 | 0.101454 | 0.7102 | 0.24048 |
| 6 | 0.024519 | 0.1716 | 0.432218 |
| 7 | 0.012413 | 0.0869 | 0.465556 |
| 8 | 0.00358 | 0.0251 | 0.490054 |
| 9 | 0.055562 | 0.3889 | 0.349505 |
| 10 | -0.046816 | -0.3277 | 0.372263 |
| 11 | 0.293368 | 2.0536 | 0.022687 |
| 12 | -0.227324 | -1.5913 | 0.05899 |
| 13 | 0.028054 | 0.1964 | 0.422563 |
| 14 | 0.209774 | 1.4684 | 0.07419 |
| 15 | -0.051234 | -0.3586 | 0.360705 |
| 16 | 0.057278 | 0.4009 | 0.345101 |
| 17 | -0.0344 | -0.2408 | 0.405357 |
| 18 | -0.005274 | -0.0369 | 0.485351 |
| 19 | 0.100246 | 0.7017 | 0.243087 |
| 20 | 0.095817 | 0.6707 | 0.252774 |
| 21 | -0.233688 | -1.6358 | 0.054143 |
| 22 | -0.006653 | -0.0466 | 0.481522 |
| 23 | -0.034444 | -0.2411 | 0.405239 |
| 24 | -0.0697 | -0.4879 | 0.313899 |
| 25 | -0.076954 | -0.5387 | 0.296275 |
| 26 | -0.147107 | -1.0297 | 0.154093 |
| 27 | -0.118322 | -0.8283 | 0.205772 |
| 28 | -0.101856 | -0.713 | 0.239617 |
| 29 | -0.050066 | -0.3505 | 0.363746 |
| 30 | -0.052881 | -0.3702 | 0.356426 |
| 31 | -0.02535 | -0.1775 | 0.429942 |
| 32 | -0.112551 | -0.7879 | 0.217288 |
| 33 | 0.034273 | 0.2399 | 0.4057 |
| 34 | 0.021933 | 0.1535 | 0.439306 |
| 35 | -0.020688 | -0.1448 | 0.442724 |
| 36 | -0.015628 | -0.1094 | 0.456666 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.040762 | -0.2853 | 0.388295 |
| 2 | -0.024851 | -0.174 | 0.431307 |
| 3 | 0.225282 | 1.577 | 0.060619 |
| 4 | 0.091042 | 0.6373 | 0.263449 |
| 5 | 0.125167 | 0.8762 | 0.192607 |
| 6 | -0.011332 | -0.0793 | 0.468548 |
| 7 | -0.019021 | -0.1331 | 0.447312 |
| 8 | -0.059096 | -0.4137 | 0.340459 |
| 9 | 0.03293 | 0.2305 | 0.409326 |
| 10 | -0.06047 | -0.4233 | 0.336969 |
| 11 | 0.328349 | 2.2984 | 0.012921 |
| 12 | -0.263554 | -1.8449 | 0.035552 |
| 13 | 0.102091 | 0.7146 | 0.239113 |
| 14 | 0.029546 | 0.2068 | 0.418503 |
| 15 | 0.054742 | 0.3832 | 0.351617 |
| 16 | 0.00173 | 0.0121 | 0.495194 |
| 17 | -0.037804 | -0.2646 | 0.396203 |
| 18 | -0.06641 | -0.4649 | 0.322042 |
| 19 | 0.129909 | 0.9094 | 0.183806 |
| 20 | 0.04196 | 0.2937 | 0.385105 |
| 21 | -0.190882 | -1.3362 | 0.093833 |
| 22 | -0.164912 | -1.1544 | 0.126971 |
| 23 | 0.041055 | 0.2874 | 0.387514 |
| 24 | -0.102185 | -0.7153 | 0.23891 |
| 25 | -0.114039 | -0.7983 | 0.214283 |
| 26 | -0.032382 | -0.2267 | 0.41081 |
| 27 | -0.172714 | -1.209 | 0.116233 |
| 28 | -0.02281 | -0.1597 | 0.436898 |
| 29 | -0.049935 | -0.3495 | 0.36409 |
| 30 | -0.02948 | -0.2064 | 0.418683 |
| 31 | 0.034767 | 0.2434 | 0.404369 |
| 32 | 0.109513 | 0.7666 | 0.223501 |
| 33 | -0.056598 | -0.3962 | 0.346845 |
| 34 | 0.014677 | 0.1027 | 0.459294 |
| 35 | 0.109661 | 0.7676 | 0.223196 |
| 36 | 0.055484 | 0.3884 | 0.349707 |
