| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.333732 | -2.4066 | 0.009845 |
| 2 | -0.134352 | -0.9688 | 0.168559 |
| 3 | -0.087628 | -0.6319 | 0.265112 |
| 4 | 0.027964 | 0.2017 | 0.420487 |
| 5 | 0.242956 | 1.752 | 0.042836 |
| 6 | -0.622555 | -4.4893 | 2e-05 |
| 7 | 0.422267 | 3.045 | 0.001824 |
| 8 | 0.145176 | 1.0469 | 0.149999 |
| 9 | -0.009098 | -0.0656 | 0.47397 |
| 10 | -0.131013 | -0.9447 | 0.174578 |
| 11 | -0.190606 | -1.3745 | 0.087594 |
| 12 | 0.404472 | 2.9167 | 0.002606 |
| 13 | -0.315151 | -2.2726 | 0.013607 |
| 14 | -9.2e-05 | -7e-04 | 0.499736 |
| 15 | 0.073408 | 0.5294 | 0.299406 |
| 16 | 0.076385 | 0.5508 | 0.292057 |
| 17 | 0.095641 | 0.6897 | 0.246732 |
| 18 | -0.379262 | -2.7349 | 0.004257 |
| 19 | 0.281992 | 2.0335 | 0.023561 |
| 20 | -0.015775 | -0.1138 | 0.454935 |
| 21 | -0.007215 | -0.052 | 0.479352 |
| 22 | -0.042155 | -0.304 | 0.381176 |
| 23 | -0.103403 | -0.7456 | 0.229619 |
| 24 | 0.299001 | 2.1561 | 0.01786 |
| 25 | -0.28123 | -2.028 | 0.02385 |
| 26 | 0.024097 | 0.1738 | 0.431363 |
| 27 | 0.102068 | 0.736 | 0.232512 |
| 28 | 0.007374 | 0.0532 | 0.478897 |
| 29 | 0.055259 | 0.3985 | 0.345954 |
| 30 | -0.282154 | -2.0346 | 0.0235 |
| 31 | 0.214685 | 1.5481 | 0.06383 |
| 32 | 0.011304 | 0.0815 | 0.467673 |
| 33 | -0.066815 | -0.4818 | 0.315982 |
| 34 | -0.005418 | -0.0391 | 0.484492 |
| 35 | -0.001206 | -0.0087 | 0.496547 |
| 36 | 0.152921 | 1.1027 | 0.137612 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.333732 | -2.4066 | 0.009845 |
| 2 | -0.276528 | -1.9941 | 0.0257 |
| 3 | -0.288971 | -2.0838 | 0.021055 |
| 4 | -0.221367 | -1.5963 | 0.058241 |
| 5 | 0.12355 | 0.8909 | 0.188534 |
| 6 | -0.691936 | -4.9896 | 4e-06 |
| 7 | -0.051227 | -0.3694 | 0.356663 |
| 8 | 0.078016 | 0.5626 | 0.288069 |
| 9 | -0.017552 | -0.1266 | 0.449885 |
| 10 | -0.041243 | -0.2974 | 0.383671 |
| 11 | 0.081575 | 0.5882 | 0.279458 |
| 12 | -0.012992 | -0.0937 | 0.462859 |
| 13 | 0.000976 | 0.007 | 0.497206 |
| 14 | 0.103623 | 0.7472 | 0.229144 |
| 15 | 0.036427 | 0.2627 | 0.396919 |
| 16 | -0.081864 | -0.5903 | 0.278762 |
| 17 | 0.051371 | 0.3704 | 0.356278 |
| 18 | -0.17082 | -1.2318 | 0.111783 |
| 19 | -0.053466 | -0.3855 | 0.350701 |
| 20 | -0.005897 | -0.0425 | 0.483123 |
| 21 | 0.059056 | 0.4259 | 0.335985 |
| 22 | -0.012749 | -0.0919 | 0.463552 |
| 23 | -0.008576 | -0.0618 | 0.475462 |
| 24 | 0.047001 | 0.3389 | 0.368015 |
| 25 | -0.019644 | -0.1417 | 0.443949 |
| 26 | -0.07586 | -0.547 | 0.293348 |
| 27 | 0.198156 | 1.4289 | 0.079503 |
| 28 | -0.033626 | -0.2425 | 0.40468 |
| 29 | -0.086082 | -0.6207 | 0.268739 |
| 30 | -0.055776 | -0.4022 | 0.344592 |
| 31 | -0.129022 | -0.9304 | 0.178234 |
| 32 | -0.112688 | -0.8126 | 0.210074 |
| 33 | 0.085318 | 0.6152 | 0.270542 |
| 34 | -0.123626 | -0.8915 | 0.188389 |
| 35 | -0.022861 | -0.1649 | 0.43485 |
| 36 | -0.097871 | -0.7058 | 0.241744 |
