| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.371247 | -2.2582 | 0.014959 |
| 2 | 0.074797 | 0.455 | 0.325894 |
| 3 | -0.185341 | -1.1274 | 0.133419 |
| 4 | -0.0811 | -0.4933 | 0.312353 |
| 5 | -0.018618 | -0.1132 | 0.455223 |
| 6 | 0.0316 | 0.1922 | 0.424311 |
| 7 | -0.010277 | -0.0625 | 0.475245 |
| 8 | 0.083603 | 0.5085 | 0.307048 |
| 9 | 0.240426 | 1.4625 | 0.076029 |
| 10 | -0.146041 | -0.8883 | 0.19005 |
| 11 | -0.042748 | -0.26 | 0.398143 |
| 12 | -0.225041 | -1.3689 | 0.089646 |
| 13 | -0.058094 | -0.3534 | 0.362907 |
| 14 | 0.205694 | 1.2512 | 0.10936 |
| 15 | -0.000943 | -0.0057 | 0.497727 |
| 16 | 0.070477 | 0.4287 | 0.335315 |
| 17 | -0.073805 | -0.4489 | 0.328048 |
| 18 | 0.131239 | 0.7983 | 0.214897 |
| 19 | -0.205406 | -1.2494 | 0.109676 |
| 20 | -0.007347 | -0.0447 | 0.482298 |
| 21 | 0.073211 | 0.4453 | 0.329339 |
| 22 | -0.156215 | -0.9502 | 0.174083 |
| 23 | 0.306085 | 1.8618 | 0.035292 |
| 24 | -0.167981 | -1.0218 | 0.156757 |
| 25 | 0.09042 | 0.55 | 0.29281 |
| 26 | -0.037919 | -0.2307 | 0.409427 |
| 27 | 0.025996 | 0.1581 | 0.437607 |
| 28 | -0.124629 | -0.7581 | 0.2266 |
| 29 | 0.140264 | 0.8532 | 0.199522 |
| 30 | -0.110634 | -0.673 | 0.252578 |
| 31 | 0.082737 | 0.5033 | 0.308879 |
| 32 | -0.000198 | -0.0012 | 0.499522 |
| 33 | -0.069761 | -0.4243 | 0.336889 |
| 34 | 0.052611 | 0.32 | 0.375376 |
| 35 | -0.014369 | -0.0874 | 0.465412 |
| 36 | -0.001447 | -0.0088 | 0.496513 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.371247 | -2.2582 | 0.014959 |
| 2 | -0.073103 | -0.4447 | 0.329575 |
| 3 | -0.213023 | -1.2958 | 0.10154 |
| 4 | -0.274955 | -1.6725 | 0.051433 |
| 5 | -0.227149 | -1.3817 | 0.087676 |
| 6 | -0.174869 | -1.0637 | 0.147182 |
| 7 | -0.222364 | -1.3526 | 0.092198 |
| 8 | -0.144903 | -0.8814 | 0.191892 |
| 9 | 0.248599 | 1.5122 | 0.069493 |
| 10 | 0.121123 | 0.7368 | 0.232956 |
| 11 | 0.030224 | 0.1838 | 0.42757 |
| 12 | -0.147543 | -0.8975 | 0.187636 |
| 13 | -0.270543 | -1.6456 | 0.054153 |
| 14 | -0.020677 | -0.1258 | 0.450295 |
| 15 | -0.058311 | -0.3547 | 0.362416 |
| 16 | -0.079747 | -0.4851 | 0.315239 |
| 17 | -0.221183 | -1.3454 | 0.093342 |
| 18 | -0.033867 | -0.206 | 0.418958 |
| 19 | -0.168699 | -1.0262 | 0.15574 |
| 20 | -0.216864 | -1.3191 | 0.097616 |
| 21 | 0.195177 | 1.1872 | 0.121355 |
| 22 | -0.131459 | -0.7996 | 0.214514 |
| 23 | 0.006595 | 0.0401 | 0.484108 |
| 24 | -0.198549 | -1.2077 | 0.117408 |
| 25 | -0.179043 | -1.0891 | 0.141581 |
| 26 | 0.01938 | 0.1179 | 0.453399 |
| 27 | 0.053459 | 0.3252 | 0.373439 |
| 28 | -0.037515 | -0.2282 | 0.410376 |
| 29 | 0.016353 | 0.0995 | 0.460651 |
| 30 | -0.08305 | -0.5052 | 0.308217 |
| 31 | -0.003563 | -0.0217 | 0.491414 |
| 32 | -0.148624 | -0.904 | 0.18591 |
| 33 | 0.008941 | 0.0544 | 0.478461 |
| 34 | -0.053634 | -0.3262 | 0.37304 |
| 35 | -0.149629 | -0.9102 | 0.184316 |
| 36 | -0.129448 | -0.7874 | 0.218031 |
