| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.325871 | -2.9147 | 0.002308 |
| 2 | -0.15371 | -1.3748 | 0.086512 |
| 3 | -0.007065 | -0.0632 | 0.474886 |
| 4 | -0.154697 | -1.3836 | 0.085158 |
| 5 | 0.174095 | 1.5571 | 0.061691 |
| 6 | 0.035798 | 0.3202 | 0.37483 |
| 7 | -0.106637 | -0.9538 | 0.171531 |
| 8 | 0.14522 | 1.2989 | 0.098857 |
| 9 | -0.089681 | -0.8021 | 0.212427 |
| 10 | -0.10013 | -0.8956 | 0.186579 |
| 11 | 0.083751 | 0.7491 | 0.227999 |
| 12 | 0.075861 | 0.6785 | 0.2497 |
| 13 | -0.131962 | -1.1803 | 0.120689 |
| 14 | 0.093263 | 0.8342 | 0.203336 |
| 15 | -0.036249 | -0.3242 | 0.373308 |
| 16 | 0.002871 | 0.0257 | 0.489788 |
| 17 | 0.059176 | 0.5293 | 0.299037 |
| 18 | -0.094312 | -0.8436 | 0.200718 |
| 19 | 0.019063 | 0.1705 | 0.432522 |
| 20 | 0.011473 | 0.1026 | 0.459261 |
| 21 | 0.009807 | 0.0877 | 0.465161 |
| 22 | 0.012034 | 0.1076 | 0.457277 |
| 23 | -0.057629 | -0.5155 | 0.303829 |
| 24 | -0.052703 | -0.4714 | 0.319323 |
| 25 | 0.125823 | 1.1254 | 0.131893 |
| 26 | -0.012031 | -0.1076 | 0.457288 |
| 27 | 0.05027 | 0.4496 | 0.327097 |
| 28 | -0.041022 | -0.3669 | 0.357327 |
| 29 | -0.066399 | -0.5939 | 0.27713 |
| 30 | -0.020697 | -0.1851 | 0.426802 |
| 31 | 0.004709 | 0.0421 | 0.483255 |
| 32 | 0.077974 | 0.6974 | 0.24378 |
| 33 | -0.002946 | -0.0263 | 0.489522 |
| 34 | 0.027118 | 0.2425 | 0.404488 |
| 35 | -0.084656 | -0.7572 | 0.225582 |
| 36 | 0.026571 | 0.2377 | 0.406378 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.325871 | -2.9147 | 0.002308 |
| 2 | -0.290781 | -2.6008 | 0.005537 |
| 3 | -0.20346 | -1.8198 | 0.036265 |
| 4 | -0.359832 | -3.2184 | 0.000931 |
| 5 | -0.132013 | -1.1808 | 0.120599 |
| 6 | -0.088232 | -0.7892 | 0.216173 |
| 7 | -0.173682 | -1.5535 | 0.062131 |
| 8 | 0.036284 | 0.3245 | 0.373191 |
| 9 | -0.008247 | -0.0738 | 0.470691 |
| 10 | -0.129465 | -1.158 | 0.12516 |
| 11 | -0.076771 | -0.6867 | 0.247141 |
| 12 | 0.084812 | 0.7586 | 0.225166 |
| 13 | -0.157073 | -1.4049 | 0.08196 |
| 14 | -0.032968 | -0.2949 | 0.384427 |
| 15 | -0.005463 | -0.0489 | 0.480576 |
| 16 | -0.015823 | -0.1415 | 0.443905 |
| 17 | 0.005664 | 0.0507 | 0.479861 |
| 18 | 0.002685 | 0.024 | 0.490451 |
| 19 | -0.017427 | -0.1559 | 0.438264 |
| 20 | -0.085247 | -0.7625 | 0.22401 |
| 21 | 0.032422 | 0.29 | 0.386288 |
| 22 | -0.023768 | -0.2126 | 0.416094 |
| 23 | -0.11753 | -1.0512 | 0.148161 |
| 24 | -0.176795 | -1.5813 | 0.058878 |
| 25 | 0.002713 | 0.0243 | 0.49035 |
| 26 | -0.068937 | -0.6166 | 0.269628 |
| 27 | 0.068656 | 0.6141 | 0.270453 |
| 28 | 0.067494 | 0.6037 | 0.273881 |
| 29 | 0.026051 | 0.233 | 0.408174 |
| 30 | -0.052813 | -0.4724 | 0.318972 |
| 31 | -0.065102 | -0.5823 | 0.281004 |
| 32 | 0.001332 | 0.0119 | 0.49526 |
| 33 | -0.114646 | -1.0254 | 0.154126 |
| 34 | 0.047216 | 0.4223 | 0.336966 |
| 35 | -0.035852 | -0.3207 | 0.374649 |
| 36 | 0.037621 | 0.3365 | 0.368691 |
