| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.176588 | -1.3564 | 0.09007 |
| 2 | -0.163802 | -1.2582 | 0.10664 |
| 3 | 0.132271 | 1.016 | 0.156891 |
| 4 | -0.023501 | -0.1805 | 0.428683 |
| 5 | -0.094231 | -0.7238 | 0.236024 |
| 6 | -0.021141 | -0.1624 | 0.435779 |
| 7 | -0.124737 | -0.9581 | 0.170956 |
| 8 | 0.042362 | 0.3254 | 0.37302 |
| 9 | 0.314243 | 2.4137 | 0.009456 |
| 10 | -0.108841 | -0.836 | 0.203258 |
| 11 | 0.094964 | 0.7294 | 0.234311 |
| 12 | 0.019247 | 0.1478 | 0.441488 |
| 13 | -0.030211 | -0.2321 | 0.408648 |
| 14 | -0.080087 | -0.6152 | 0.270407 |
| 15 | 0.093192 | 0.7158 | 0.238463 |
| 16 | -0.104855 | -0.8054 | 0.211909 |
| 17 | -0.049193 | -0.3779 | 0.353445 |
| 18 | 0.021291 | 0.1635 | 0.435325 |
| 19 | -0.066048 | -0.5073 | 0.30691 |
| 20 | 0.041126 | 0.3159 | 0.376599 |
| 21 | 0.023575 | 0.1811 | 0.428463 |
| 22 | -0.025435 | -0.1954 | 0.422887 |
| 23 | -0.050118 | -0.385 | 0.350825 |
| 24 | 0.046047 | 0.3537 | 0.362415 |
| 25 | -0.030835 | -0.2369 | 0.406796 |
| 26 | -0.052096 | -0.4002 | 0.345242 |
| 27 | -0.007182 | -0.0552 | 0.478096 |
| 28 | -0.0631 | -0.4847 | 0.314849 |
| 29 | -0.005398 | -0.0415 | 0.483534 |
| 30 | 0.043092 | 0.331 | 0.370911 |
| 31 | -0.075004 | -0.5761 | 0.283364 |
| 32 | 0.001914 | 0.0147 | 0.49416 |
| 33 | 0.085749 | 0.6587 | 0.25634 |
| 34 | -0.091598 | -0.7036 | 0.242232 |
| 35 | -0.018958 | -0.1456 | 0.442359 |
| 36 | 0.057642 | 0.4428 | 0.329782 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.176588 | -1.3564 | 0.09007 |
| 2 | -0.201262 | -1.5459 | 0.063736 |
| 3 | 0.066679 | 0.5122 | 0.305222 |
| 4 | -0.01739 | -0.1336 | 0.447097 |
| 5 | -0.07178 | -0.5514 | 0.291738 |
| 6 | -0.07458 | -0.5729 | 0.284459 |
| 7 | -0.182329 | -1.4005 | 0.083301 |
| 8 | -0.022863 | -0.1756 | 0.430599 |
| 9 | 0.308915 | 2.3728 | 0.010465 |
| 10 | 0.049789 | 0.3824 | 0.351755 |
| 11 | 0.189692 | 1.457 | 0.075202 |
| 12 | -0.034213 | -0.2628 | 0.396811 |
| 13 | 0.005134 | 0.0394 | 0.484337 |
| 14 | -0.085982 | -0.6604 | 0.25577 |
| 15 | 0.144358 | 1.1088 | 0.136001 |
| 16 | 0.016362 | 0.1257 | 0.450205 |
| 17 | -0.040947 | -0.3145 | 0.377117 |
| 18 | -0.160491 | -1.2328 | 0.111279 |
| 19 | -0.159784 | -1.2273 | 0.112288 |
| 20 | -0.113563 | -0.8723 | 0.193293 |
| 21 | 0.028542 | 0.2192 | 0.41361 |
| 22 | 0.00957 | 0.0735 | 0.470825 |
| 23 | -0.045259 | -0.3476 | 0.364672 |
| 24 | -0.134331 | -1.0318 | 0.153185 |
| 25 | -0.044006 | -0.338 | 0.368275 |
| 26 | -0.066146 | -0.5081 | 0.306646 |
| 27 | 0.093784 | 0.7204 | 0.237071 |
| 28 | 0.00737 | 0.0566 | 0.477525 |
| 29 | 0.01009 | 0.0775 | 0.469243 |
| 30 | -0.041971 | -0.3224 | 0.374149 |
| 31 | -0.093343 | -0.717 | 0.238108 |
| 32 | 0.006102 | 0.0469 | 0.481389 |
| 33 | 0.121445 | 0.9328 | 0.177352 |
| 34 | -0.009045 | -0.0695 | 0.472424 |
| 35 | -0.032489 | -0.2496 | 0.4019 |
| 36 | -0.079278 | -0.6089 | 0.272448 |
