| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.215415 | -1.583 | 0.059634 |
| 2 | 0.162475 | 1.1939 | 0.11886 |
| 3 | 0.123043 | 0.9042 | 0.184959 |
| 4 | 0.081074 | 0.5958 | 0.27691 |
| 5 | -0.092781 | -0.6818 | 0.249139 |
| 6 | 0.128259 | 0.9425 | 0.175066 |
| 7 | 0.022558 | 0.1658 | 0.434479 |
| 8 | 0.111843 | 0.8219 | 0.20738 |
| 9 | 0.001468 | 0.0108 | 0.495717 |
| 10 | -0.13587 | -0.9984 | 0.161261 |
| 11 | 0.394901 | 2.9019 | 0.002679 |
| 12 | -0.447989 | -3.292 | 0.000879 |
| 13 | 0.075452 | 0.5545 | 0.290778 |
| 14 | 0.022747 | 0.1672 | 0.433936 |
| 15 | 0.055107 | 0.4049 | 0.343558 |
| 16 | -0.086666 | -0.6369 | 0.263452 |
| 17 | 0.12752 | 0.9371 | 0.176445 |
| 18 | -0.062647 | -0.4604 | 0.323552 |
| 19 | 0.028889 | 0.2123 | 0.416339 |
| 20 | -0.134743 | -0.9902 | 0.163257 |
| 21 | -0.00814 | -0.0598 | 0.476261 |
| 22 | 0.060451 | 0.4442 | 0.329328 |
| 23 | -0.257922 | -1.8953 | 0.031703 |
| 24 | 0.048953 | 0.3597 | 0.360226 |
| 25 | -0.043998 | -0.3233 | 0.373851 |
| 26 | -0.077 | -0.5658 | 0.286926 |
| 27 | -0.064424 | -0.4734 | 0.318913 |
| 28 | -0.046338 | -0.3405 | 0.367396 |
| 29 | -0.05014 | -0.3685 | 0.356987 |
| 30 | -0.02325 | -0.1709 | 0.432489 |
| 31 | -0.068345 | -0.5022 | 0.308773 |
| 32 | 0.04069 | 0.299 | 0.383039 |
| 33 | -0.038701 | -0.2844 | 0.388597 |
| 34 | -0.093379 | -0.6862 | 0.247764 |
| 35 | 0.092598 | 0.6805 | 0.249562 |
| 36 | -0.0548 | -0.4027 | 0.34438 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.215415 | -1.583 | 0.059634 |
| 2 | 0.121719 | 0.8945 | 0.187525 |
| 3 | 0.1916 | 1.408 | 0.082436 |
| 4 | 0.135727 | 0.9974 | 0.161514 |
| 5 | -0.108995 | -0.8009 | 0.213336 |
| 6 | 0.027595 | 0.2028 | 0.420034 |
| 7 | 0.064561 | 0.4744 | 0.318556 |
| 8 | 0.14893 | 1.0944 | 0.139318 |
| 9 | 0.030779 | 0.2262 | 0.410958 |
| 10 | -0.250127 | -1.8381 | 0.035779 |
| 11 | 0.341785 | 2.5116 | 0.007521 |
| 12 | -0.36661 | -2.694 | 0.004694 |
| 13 | -0.099007 | -0.7275 | 0.235017 |
| 14 | 0.048796 | 0.3586 | 0.360655 |
| 15 | 0.146202 | 1.0744 | 0.14372 |
| 16 | 0.123766 | 0.9095 | 0.183567 |
| 17 | -0.137853 | -1.013 | 0.157787 |
| 18 | 0.014886 | 0.1094 | 0.456649 |
| 19 | -0.031633 | -0.2325 | 0.408533 |
| 20 | -0.072593 | -0.5334 | 0.297957 |
| 21 | 0.04186 | 0.3076 | 0.379784 |
| 22 | -0.20172 | -1.4823 | 0.072032 |
| 23 | 0.054947 | 0.4038 | 0.343985 |
| 24 | -0.167574 | -1.2314 | 0.111752 |
| 25 | -0.088298 | -0.6489 | 0.259592 |
| 26 | -0.018188 | -0.1337 | 0.447086 |
| 27 | 0.057223 | 0.4205 | 0.337893 |
| 28 | -0.003148 | -0.0231 | 0.490816 |
| 29 | -0.028082 | -0.2064 | 0.418643 |
| 30 | -0.002933 | -0.0215 | 0.491443 |
| 31 | 0.062609 | 0.4601 | 0.323654 |
| 32 | -0.032706 | -0.2403 | 0.40549 |
| 33 | -0.059431 | -0.4367 | 0.332026 |
| 34 | -0.02951 | -0.2169 | 0.414569 |
| 35 | 0.080238 | 0.5896 | 0.278949 |
| 36 | -0.060471 | -0.4444 | 0.329275 |
