| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.008365 | -0.0573 | 0.477256 |
| 2 | 0.12948 | 0.8877 | 0.189619 |
| 3 | 0.183813 | 1.2602 | 0.106917 |
| 4 | 0.119196 | 0.8172 | 0.208979 |
| 5 | -0.002604 | -0.0179 | 0.492916 |
| 6 | 0.1365 | 0.9358 | 0.177081 |
| 7 | -0.0144 | -0.0987 | 0.460888 |
| 8 | 0.102288 | 0.7012 | 0.243303 |
| 9 | -0.061087 | -0.4188 | 0.338639 |
| 10 | -0.06703 | -0.4595 | 0.323985 |
| 11 | 0.289419 | 1.9842 | 0.026548 |
| 12 | -0.112498 | -0.7712 | 0.22221 |
| 13 | -0.067868 | -0.4653 | 0.32194 |
| 14 | 0.092824 | 0.6364 | 0.263812 |
| 15 | -0.094013 | -0.6445 | 0.261185 |
| 16 | -0.074858 | -0.5132 | 0.305108 |
| 17 | 0.010854 | 0.0744 | 0.470499 |
| 18 | -0.119594 | -0.8199 | 0.208207 |
| 19 | -0.014203 | -0.0974 | 0.461423 |
| 20 | -0.02109 | -0.1446 | 0.442828 |
| 21 | -0.091564 | -0.6277 | 0.266609 |
| 22 | 0.020854 | 0.143 | 0.443463 |
| 23 | -0.021224 | -0.1455 | 0.442469 |
| 24 | -0.150351 | -1.0308 | 0.153965 |
| 25 | -0.06572 | -0.4506 | 0.327191 |
| 26 | -0.172309 | -1.1813 | 0.121715 |
| 27 | -0.069764 | -0.4783 | 0.317334 |
| 28 | -0.081797 | -0.5608 | 0.288808 |
| 29 | 0.001082 | 0.0074 | 0.497055 |
| 30 | -0.020666 | -0.1417 | 0.443968 |
| 31 | 0.072764 | 0.4988 | 0.310108 |
| 32 | -0.100717 | -0.6905 | 0.246645 |
| 33 | 0.015068 | 0.1033 | 0.459081 |
| 34 | -0.041961 | -0.2877 | 0.387433 |
| 35 | 0.015212 | 0.1043 | 0.458693 |
| 36 | -0.031984 | -0.2193 | 0.413693 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.008365 | -0.0573 | 0.477256 |
| 2 | 0.129419 | 0.8873 | 0.18973 |
| 3 | 0.189017 | 1.2958 | 0.10068 |
| 4 | 0.115686 | 0.7931 | 0.215852 |
| 5 | -0.044321 | -0.3038 | 0.381293 |
| 6 | 0.075162 | 0.5153 | 0.304384 |
| 7 | -0.046279 | -0.3173 | 0.376221 |
| 8 | 0.075446 | 0.5172 | 0.303709 |
| 9 | -0.088038 | -0.6036 | 0.27452 |
| 10 | -0.113913 | -0.7809 | 0.219375 |
| 11 | 0.308878 | 2.1176 | 0.019766 |
| 12 | -0.100813 | -0.6911 | 0.24644 |
| 13 | -0.099606 | -0.6829 | 0.249021 |
| 14 | 0.022135 | 0.1517 | 0.440018 |
| 15 | -0.107808 | -0.7391 | 0.231763 |
| 16 | -0.006418 | -0.044 | 0.482545 |
| 17 | -0.042147 | -0.2889 | 0.386947 |
| 18 | -0.067772 | -0.4646 | 0.322174 |
| 19 | -0.002576 | -0.0177 | 0.492993 |
| 20 | 0.058355 | 0.4001 | 0.345461 |
| 21 | -0.001192 | -0.0082 | 0.496758 |
| 22 | -0.097445 | -0.6681 | 0.253685 |
| 23 | 0.072375 | 0.4962 | 0.31104 |
| 24 | -0.106011 | -0.7268 | 0.235484 |
| 25 | -0.15856 | -1.087 | 0.141283 |
| 26 | -0.102372 | -0.7018 | 0.243125 |
| 27 | -0.011549 | -0.0792 | 0.468614 |
| 28 | -0.018195 | -0.1247 | 0.450632 |
| 29 | 0.154207 | 1.0572 | 0.147914 |
| 30 | 0.052347 | 0.3589 | 0.36065 |
| 31 | 0.056723 | 0.3889 | 0.349564 |
| 32 | -0.038373 | -0.2631 | 0.396821 |
| 33 | -0.069939 | -0.4795 | 0.316912 |
| 34 | -0.142314 | -0.9757 | 0.167114 |
| 35 | 0.05286 | 0.3624 | 0.359342 |
| 36 | 0.037025 | 0.2538 | 0.400366 |
