| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.467724 | -3.5927 | 0.000334 |
| 2 | -0.139294 | -1.0699 | 0.144503 |
| 3 | 0.275622 | 2.1171 | 0.019239 |
| 4 | -0.234141 | -1.7985 | 0.038609 |
| 5 | 0.000547 | 0.0042 | 0.498331 |
| 6 | 0.257656 | 1.9791 | 0.026239 |
| 7 | -0.342314 | -2.6294 | 0.005446 |
| 8 | 0.097772 | 0.751 | 0.227819 |
| 9 | 0.289108 | 2.2207 | 0.015113 |
| 10 | -0.32773 | -2.5173 | 0.00728 |
| 11 | 0.176668 | 1.357 | 0.089973 |
| 12 | -0.052783 | -0.4054 | 0.343311 |
| 13 | -0.233198 | -1.7912 | 0.039193 |
| 14 | 0.336664 | 2.586 | 0.0061 |
| 15 | -0.105237 | -0.8083 | 0.211072 |
| 16 | -0.232052 | -1.7824 | 0.039913 |
| 17 | 0.378587 | 2.908 | 0.00256 |
| 18 | -0.15505 | -1.191 | 0.119219 |
| 19 | -0.100851 | -0.7747 | 0.220819 |
| 20 | 0.140967 | 1.0828 | 0.141654 |
| 21 | -0.057233 | -0.4396 | 0.330912 |
| 22 | -0.128718 | -0.9887 | 0.163423 |
| 23 | 0.332167 | 2.5514 | 0.00667 |
| 24 | -0.266682 | -2.0484 | 0.022488 |
| 25 | -0.018736 | -0.1439 | 0.443029 |
| 26 | 0.120794 | 0.9278 | 0.178636 |
| 27 | -0.078569 | -0.6035 | 0.274244 |
| 28 | 0.018001 | 0.1383 | 0.445248 |
| 29 | 0.055484 | 0.4262 | 0.335763 |
| 30 | -0.100677 | -0.7733 | 0.221212 |
| 31 | 0.049063 | 0.3769 | 0.353815 |
| 32 | 0.101304 | 0.7781 | 0.219801 |
| 33 | -0.183264 | -1.4077 | 0.082237 |
| 34 | 0.09098 | 0.6988 | 0.243701 |
| 35 | 0.00565 | 0.0434 | 0.482766 |
| 36 | -0.068822 | -0.5286 | 0.299522 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.467724 | -3.5927 | 0.000334 |
| 2 | -0.458326 | -3.5205 | 0.000419 |
| 3 | -0.054705 | -0.4202 | 0.337935 |
| 4 | -0.217554 | -1.6711 | 0.050003 |
| 5 | -0.225694 | -1.7336 | 0.044107 |
| 6 | 0.07605 | 0.5842 | 0.280672 |
| 7 | -0.216472 | -1.6628 | 0.050833 |
| 8 | -0.204038 | -1.5672 | 0.061203 |
| 9 | 0.149852 | 1.151 | 0.127181 |
| 10 | 0.021141 | 0.1624 | 0.435779 |
| 11 | 0.156638 | 1.2032 | 0.11686 |
| 12 | -0.063317 | -0.4863 | 0.314261 |
| 13 | -0.239794 | -1.8419 | 0.035259 |
| 14 | 0.002537 | 0.0195 | 0.492258 |
| 15 | -0.07553 | -0.5802 | 0.282009 |
| 16 | -0.212506 | -1.6323 | 0.053972 |
| 17 | 0.037334 | 0.2868 | 0.387646 |
| 18 | 0.018416 | 0.1415 | 0.443996 |
| 19 | 0.017151 | 0.1317 | 0.44782 |
| 20 | -0.188739 | -1.4497 | 0.076214 |
| 21 | 0.127665 | 0.9806 | 0.165394 |
| 22 | -0.028526 | -0.2191 | 0.41366 |
| 23 | 0.148168 | 1.1381 | 0.129839 |
| 24 | 0.06531 | 0.5017 | 0.30889 |
| 25 | -0.064786 | -0.4976 | 0.310297 |
| 26 | -0.243903 | -1.8735 | 0.032981 |
| 27 | -0.105866 | -0.8132 | 0.209694 |
| 28 | -0.160488 | -1.2327 | 0.111282 |
| 29 | -0.057344 | -0.4405 | 0.330603 |
| 30 | 0.017427 | 0.1339 | 0.446985 |
| 31 | -0.063471 | -0.4875 | 0.313846 |
| 32 | -0.070175 | -0.539 | 0.295949 |
| 33 | -0.03475 | -0.2669 | 0.395231 |
| 34 | -0.019076 | -0.1465 | 0.442002 |
| 35 | -0.002544 | -0.0195 | 0.492239 |
| 36 | 0.008051 | 0.0618 | 0.475451 |
