| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.070319 | 0.5967 | 0.276298 |
| 2 | -0.233976 | -1.9854 | 0.025457 |
| 3 | 0.068112 | 0.5779 | 0.282551 |
| 4 | -0.142495 | -1.2091 | 0.115287 |
| 5 | -0.211961 | -1.7985 | 0.038141 |
| 6 | 0.068913 | 0.5847 | 0.280274 |
| 7 | -0.1007 | -0.8545 | 0.19784 |
| 8 | -0.052042 | -0.4416 | 0.330054 |
| 9 | 0.118247 | 1.0034 | 0.159524 |
| 10 | -0.112644 | -0.9558 | 0.171181 |
| 11 | 0.114018 | 0.9675 | 0.168272 |
| 12 | 0.46381 | 3.9356 | 9.5e-05 |
| 13 | -0.037397 | -0.3173 | 0.375959 |
| 14 | -0.269423 | -2.2861 | 0.012595 |
| 15 | 0.056802 | 0.482 | 0.31564 |
| 16 | -0.133191 | -1.1302 | 0.131079 |
| 17 | -0.178608 | -1.5155 | 0.067008 |
| 18 | 0.045474 | 0.3859 | 0.35037 |
| 19 | -0.100472 | -0.8525 | 0.198372 |
| 20 | 0.027368 | 0.2322 | 0.408511 |
| 21 | 0.198889 | 1.6876 | 0.047905 |
| 22 | -0.058314 | -0.4948 | 0.311119 |
| 23 | 0.060759 | 0.5156 | 0.303871 |
| 24 | 0.375222 | 3.1839 | 0.001074 |
| 25 | -0.006121 | -0.0519 | 0.47936 |
| 26 | -0.314443 | -2.6681 | 0.004708 |
| 27 | 0.042174 | 0.3579 | 0.360748 |
| 28 | -0.137051 | -1.1629 | 0.124352 |
| 29 | -0.150481 | -1.2769 | 0.102875 |
| 30 | 0.065578 | 0.5565 | 0.289814 |
| 31 | -0.009984 | -0.0847 | 0.466361 |
| 32 | 0.052974 | 0.4495 | 0.327212 |
| 33 | 0.093541 | 0.7937 | 0.214982 |
| 34 | -0.180338 | -1.5302 | 0.065172 |
| 35 | -0.028908 | -0.2453 | 0.403465 |
| 36 | 0.230208 | 1.9534 | 0.02733 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.070319 | 0.5967 | 0.276298 |
| 2 | -0.240108 | -2.0374 | 0.022644 |
| 3 | 0.112403 | 0.9538 | 0.171694 |
| 4 | -0.234004 | -1.9856 | 0.025444 |
| 5 | -0.139325 | -1.1822 | 0.120506 |
| 6 | 0.004284 | 0.0363 | 0.485553 |
| 7 | -0.202861 | -1.7213 | 0.044743 |
| 8 | -0.002173 | -0.0184 | 0.492671 |
| 9 | -0.036368 | -0.3086 | 0.379261 |
| 10 | -0.176649 | -1.4989 | 0.069134 |
| 11 | 0.179288 | 1.5213 | 0.066281 |
| 12 | 0.349542 | 2.966 | 0.002046 |
| 13 | -0.013446 | -0.1141 | 0.45474 |
| 14 | -0.12453 | -1.0567 | 0.147096 |
| 15 | 0.044219 | 0.3752 | 0.354303 |
| 16 | -0.059446 | -0.5044 | 0.307754 |
| 17 | -0.030484 | -0.2587 | 0.398315 |
| 18 | -0.083966 | -0.7125 | 0.239237 |
| 19 | -0.157215 | -1.334 | 0.093202 |
| 20 | 0.05483 | 0.4652 | 0.32158 |
| 21 | 0.049457 | 0.4197 | 0.337994 |
| 22 | -0.039708 | -0.3369 | 0.368572 |
| 23 | -0.002059 | -0.0175 | 0.493054 |
| 24 | 0.190886 | 1.6197 | 0.054832 |
| 25 | 0.167792 | 1.4238 | 0.079417 |
| 26 | -0.128757 | -1.0925 | 0.139119 |
| 27 | 0.064936 | 0.551 | 0.291671 |
| 28 | -0.110705 | -0.9394 | 0.175342 |
| 29 | 0.063678 | 0.5403 | 0.29532 |
| 30 | -0.040886 | -0.3469 | 0.364829 |
| 31 | -0.055678 | -0.4724 | 0.319019 |
| 32 | -0.007799 | -0.0662 | 0.47371 |
| 33 | -0.180604 | -1.5325 | 0.064893 |
| 34 | -0.162742 | -1.3809 | 0.085789 |
| 35 | -0.153917 | -1.306 | 0.09785 |
| 36 | -0.126931 | -1.077 | 0.142528 |
