| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.001374 | 0.0105 | 0.495844 |
| 2 | -0.271214 | -2.0655 | 0.021677 |
| 3 | -0.309052 | -2.3537 | 0.011 |
| 4 | -0.274427 | -2.09 | 0.020507 |
| 5 | 0.057442 | 0.4375 | 0.331699 |
| 6 | 0.409353 | 3.1175 | 0.001418 |
| 7 | 0.195354 | 1.4878 | 0.071114 |
| 8 | -0.052852 | -0.4025 | 0.344395 |
| 9 | -0.199539 | -1.5196 | 0.067017 |
| 10 | -0.229858 | -1.7505 | 0.042656 |
| 11 | -0.096706 | -0.7365 | 0.2322 |
| 12 | 0.437722 | 3.3336 | 0.000749 |
| 13 | -0.081808 | -0.623 | 0.267853 |
| 14 | -0.04332 | -0.3299 | 0.371326 |
| 15 | 0.022146 | 0.1687 | 0.433325 |
| 16 | -0.077852 | -0.5929 | 0.277774 |
| 17 | -0.018076 | -0.1377 | 0.445491 |
| 18 | 0.109011 | 0.8302 | 0.204913 |
| 19 | -0.006792 | -0.0517 | 0.479461 |
| 20 | -0.046416 | -0.3535 | 0.362499 |
| 21 | -0.004418 | -0.0336 | 0.486636 |
| 22 | -0.058684 | -0.4469 | 0.328297 |
| 23 | -0.012304 | -0.0937 | 0.462833 |
| 24 | 0.271381 | 2.0668 | 0.021615 |
| 25 | -0.148022 | -1.1273 | 0.132128 |
| 26 | -0.07485 | -0.57 | 0.285425 |
| 27 | -0.019893 | -0.1515 | 0.440054 |
| 28 | -0.030315 | -0.2309 | 0.409112 |
| 29 | 0.039243 | 0.2989 | 0.383056 |
| 30 | 0.09796 | 0.746 | 0.229329 |
| 31 | 0.056217 | 0.4281 | 0.335068 |
| 32 | -0.077946 | -0.5936 | 0.277537 |
| 33 | -0.172213 | -1.3115 | 0.097423 |
| 34 | -0.001365 | -0.0104 | 0.495871 |
| 35 | 0.083562 | 0.6364 | 0.263513 |
| 36 | 0.234742 | 1.7877 | 0.039521 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.001374 | 0.0105 | 0.495844 |
| 2 | -0.271217 | -2.0655 | 0.021676 |
| 3 | -0.332677 | -2.5336 | 0.007007 |
| 4 | -0.454803 | -3.4637 | 0.000504 |
| 5 | -0.352812 | -2.6869 | 0.004696 |
| 6 | -0.027616 | -0.2103 | 0.417079 |
| 7 | -0.034912 | -0.2659 | 0.395636 |
| 8 | -0.002753 | -0.021 | 0.491672 |
| 9 | 0.025815 | 0.1966 | 0.422413 |
| 10 | 0.008501 | 0.0647 | 0.474302 |
| 11 | -0.108008 | -0.8226 | 0.207061 |
| 12 | 0.362819 | 2.7632 | 0.003829 |
| 13 | -0.282408 | -2.1508 | 0.017837 |
| 14 | -0.119161 | -0.9075 | 0.183948 |
| 15 | 0.000348 | 0.0026 | 0.498948 |
| 16 | 0.053226 | 0.4054 | 0.343354 |
| 17 | 0.015749 | 0.1199 | 0.452472 |
| 18 | -0.00162 | -0.0123 | 0.495099 |
| 19 | 0.091769 | 0.6989 | 0.243706 |
| 20 | 0.070349 | 0.5358 | 0.297087 |
| 21 | 0.096559 | 0.7354 | 0.232539 |
| 22 | -0.080865 | -0.6159 | 0.270201 |
| 23 | -0.049744 | -0.3788 | 0.353096 |
| 24 | 0.108308 | 0.8248 | 0.206419 |
| 25 | 0.007451 | 0.0567 | 0.477473 |
| 26 | -0.007844 | -0.0597 | 0.476284 |
| 27 | -0.091668 | -0.6981 | 0.243946 |
| 28 | 0.04701 | 0.358 | 0.360815 |
| 29 | 0.023387 | 0.1781 | 0.429629 |
| 30 | -0.062709 | -0.4776 | 0.317372 |
| 31 | 0.048171 | 0.3669 | 0.357531 |
| 32 | -0.040076 | -0.3052 | 0.38065 |
| 33 | -0.244559 | -1.8625 | 0.033799 |
| 34 | 0.007866 | 0.0599 | 0.476219 |
| 35 | 0.020256 | 0.1543 | 0.438969 |
| 36 | 0.009758 | 0.0743 | 0.470508 |
