| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.242672 | -1.864 | 0.03365 |
| 2 | -0.28492 | -2.1885 | 0.016302 |
| 3 | 0.057508 | 0.4417 | 0.330149 |
| 4 | -0.136823 | -1.051 | 0.148781 |
| 5 | 0.214763 | 1.6496 | 0.052167 |
| 6 | -0.025234 | -0.1938 | 0.42349 |
| 7 | 0.050196 | 0.3856 | 0.350602 |
| 8 | -0.007801 | -0.0599 | 0.47621 |
| 9 | -0.006827 | -0.0524 | 0.479177 |
| 10 | -0.312357 | -2.3993 | 0.009803 |
| 11 | -0.039862 | -0.3062 | 0.380272 |
| 12 | 0.485486 | 3.7291 | 0.000217 |
| 13 | -0.149931 | -1.1516 | 0.127058 |
| 14 | -0.097795 | -0.7512 | 0.227765 |
| 15 | -0.036765 | -0.2824 | 0.389312 |
| 16 | -0.104813 | -0.8051 | 0.212001 |
| 17 | 0.120648 | 0.9267 | 0.178924 |
| 18 | 0.06062 | 0.4656 | 0.321598 |
| 19 | -0.016288 | -0.1251 | 0.45043 |
| 20 | 0.047503 | 0.3649 | 0.358253 |
| 21 | 0.062039 | 0.4765 | 0.317727 |
| 22 | -0.324734 | -2.4943 | 0.00772 |
| 23 | 0.035452 | 0.2723 | 0.393167 |
| 24 | 0.332199 | 2.5517 | 0.006666 |
| 25 | -0.090342 | -0.6939 | 0.245224 |
| 26 | -0.001772 | -0.0136 | 0.494592 |
| 27 | -0.094618 | -0.7268 | 0.235118 |
| 28 | -0.063764 | -0.4898 | 0.313054 |
| 29 | 0.09915 | 0.7616 | 0.224671 |
| 30 | -0.012766 | -0.0981 | 0.461109 |
| 31 | -0.025231 | -0.1938 | 0.423497 |
| 32 | 0.121861 | 0.936 | 0.176536 |
| 33 | -0.01356 | -0.1042 | 0.458698 |
| 34 | -0.253288 | -1.9455 | 0.02824 |
| 35 | 0.057792 | 0.4439 | 0.329365 |
| 36 | 0.140095 | 1.0761 | 0.143135 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.242672 | -1.864 | 0.03365 |
| 2 | -0.365324 | -2.8061 | 0.003391 |
| 3 | -0.153949 | -1.1825 | 0.120874 |
| 4 | -0.339766 | -2.6098 | 0.005732 |
| 5 | 0.032404 | 0.2489 | 0.40215 |
| 6 | -0.110409 | -0.8481 | 0.199914 |
| 7 | 0.166182 | 1.2765 | 0.103396 |
| 8 | 0.038739 | 0.2976 | 0.383542 |
| 9 | 0.233191 | 1.7912 | 0.039197 |
| 10 | -0.424608 | -3.2615 | 0.000922 |
| 11 | -0.286821 | -2.2031 | 0.015752 |
| 12 | 0.046949 | 0.3606 | 0.359836 |
| 13 | -0.033531 | -0.2576 | 0.398822 |
| 14 | -0.0526 | -0.404 | 0.343826 |
| 15 | 0.026561 | 0.204 | 0.419519 |
| 16 | -0.028952 | -0.2224 | 0.41239 |
| 17 | -0.105581 | -0.811 | 0.210317 |
| 18 | 0.039061 | 0.3 | 0.382604 |
| 19 | -0.078638 | -0.604 | 0.27407 |
| 20 | -0.03725 | -0.2861 | 0.387894 |
| 21 | 0.093516 | 0.7183 | 0.237701 |
| 22 | -0.079653 | -0.6118 | 0.271502 |
| 23 | -0.102112 | -0.7843 | 0.21799 |
| 24 | 0.060846 | 0.4674 | 0.320978 |
| 25 | 0.023073 | 0.1772 | 0.429968 |
| 26 | 0.002119 | 0.0163 | 0.493535 |
| 27 | 0.015878 | 0.122 | 0.451673 |
| 28 | 0.075758 | 0.5819 | 0.281424 |
| 29 | -0.025375 | -0.1949 | 0.423068 |
| 30 | -0.044649 | -0.343 | 0.366427 |
| 31 | -0.065194 | -0.5008 | 0.309199 |
| 32 | -0.001093 | -0.0084 | 0.496665 |
| 33 | -0.076508 | -0.5877 | 0.279497 |
| 34 | 0.024999 | 0.192 | 0.424192 |
| 35 | -0.016685 | -0.1282 | 0.449229 |
| 36 | -0.040012 | -0.3073 | 0.379834 |
