| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.574021 | -3.9769 | 0.000117 |
| 2 | 0.322568 | 2.2348 | 0.01506 |
| 3 | -0.132112 | -0.9153 | 0.182306 |
| 4 | 0.004614 | 0.032 | 0.487316 |
| 5 | -0.121875 | -0.8444 | 0.201325 |
| 6 | 0.171797 | 1.1902 | 0.119902 |
| 7 | -0.216051 | -1.4968 | 0.07049 |
| 8 | 0.224545 | 1.5557 | 0.063175 |
| 9 | -0.134734 | -0.9335 | 0.177627 |
| 10 | 0.006631 | 0.0459 | 0.481775 |
| 11 | 0.067617 | 0.4685 | 0.320786 |
| 12 | -0.144649 | -1.0022 | 0.160646 |
| 13 | -0.018805 | -0.1303 | 0.448443 |
| 14 | -0.068296 | -0.4732 | 0.319118 |
| 15 | 0.091647 | 0.635 | 0.264238 |
| 16 | -0.075974 | -0.5264 | 0.300529 |
| 17 | 0.109167 | 0.7563 | 0.226573 |
| 18 | -0.062388 | -0.4322 | 0.333754 |
| 19 | 0.03341 | 0.2315 | 0.408965 |
| 20 | -0.107041 | -0.7416 | 0.230971 |
| 21 | 0.243664 | 1.6882 | 0.048935 |
| 22 | -0.32643 | -2.2616 | 0.014146 |
| 23 | 0.3257 | 2.2565 | 0.014315 |
| 24 | -0.239968 | -1.6625 | 0.05146 |
| 25 | 0.149924 | 1.0387 | 0.152074 |
| 26 | 0.007592 | 0.0526 | 0.479134 |
| 27 | 0.080883 | 0.5604 | 0.288915 |
| 28 | -0.154184 | -1.0682 | 0.145382 |
| 29 | 0.176867 | 1.2254 | 0.113207 |
| 30 | -0.207527 | -1.4378 | 0.078491 |
| 31 | 0.152102 | 1.0538 | 0.148627 |
| 32 | -0.052568 | -0.3642 | 0.358652 |
| 33 | -0.061359 | -0.4251 | 0.336328 |
| 34 | 0.0923 | 0.6395 | 0.262777 |
| 35 | -0.071608 | -0.4961 | 0.311038 |
| 36 | -0.020851 | -0.1445 | 0.44287 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.574021 | -3.9769 | 0.000117 |
| 2 | -0.01034 | -0.0716 | 0.471595 |
| 3 | 0.07313 | 0.5067 | 0.307357 |
| 4 | -0.060393 | -0.4184 | 0.338755 |
| 5 | -0.243378 | -1.6862 | 0.049127 |
| 6 | 0.049257 | 0.3413 | 0.367198 |
| 7 | -0.063977 | -0.4432 | 0.329791 |
| 8 | 0.048053 | 0.3329 | 0.370322 |
| 9 | 0.021555 | 0.1493 | 0.440957 |
| 10 | -0.122881 | -0.8513 | 0.199403 |
| 11 | 0.0365 | 0.2529 | 0.400719 |
| 12 | -0.109768 | -0.7605 | 0.22534 |
| 13 | -0.212272 | -1.4707 | 0.073954 |
| 14 | -0.298027 | -2.0648 | 0.022184 |
| 15 | 0.012511 | 0.0867 | 0.465645 |
| 16 | 0.002828 | 0.0196 | 0.492224 |
| 17 | -0.071842 | -0.4977 | 0.310471 |
| 18 | -0.065412 | -0.4532 | 0.326229 |
| 19 | -0.094603 | -0.6554 | 0.25766 |
| 20 | -0.168415 | -1.1668 | 0.124525 |
| 21 | 0.210573 | 1.4589 | 0.075554 |
| 22 | -0.158702 | -1.0995 | 0.138512 |
| 23 | -0.084766 | -0.5873 | 0.279885 |
| 24 | -0.075248 | -0.5213 | 0.302266 |
| 25 | -0.060102 | -0.4164 | 0.339486 |
| 26 | 0.024042 | 0.1666 | 0.434204 |
| 27 | 0.115363 | 0.7993 | 0.214038 |
| 28 | -0.067855 | -0.4701 | 0.320201 |
| 29 | -0.10213 | -0.7076 | 0.241314 |
| 30 | 0.02115 | 0.1465 | 0.442058 |
| 31 | 0.046405 | 0.3215 | 0.374611 |
| 32 | -0.037627 | -0.2607 | 0.397725 |
| 33 | -0.112726 | -0.781 | 0.219322 |
| 34 | -0.004874 | -0.0338 | 0.486602 |
| 35 | 0.005654 | 0.0392 | 0.484459 |
| 36 | -0.090598 | -0.6277 | 0.266595 |
