| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.555188 | -3.8062 | 0.000204 |
| 2 | 0.041272 | 0.2829 | 0.38923 |
| 3 | 0.349761 | 2.3978 | 0.010258 |
| 4 | -0.357931 | -2.4538 | 0.008948 |
| 5 | 0.208081 | 1.4265 | 0.080163 |
| 6 | 0.052032 | 0.3567 | 0.36145 |
| 7 | -0.264565 | -1.8138 | 0.03805 |
| 8 | 0.25531 | 1.7503 | 0.043295 |
| 9 | -0.157721 | -1.0813 | 0.142544 |
| 10 | -0.003235 | -0.0222 | 0.491199 |
| 11 | 0.09321 | 0.639 | 0.262959 |
| 12 | -0.139034 | -0.9532 | 0.17269 |
| 13 | 0.077157 | 0.529 | 0.299661 |
| 14 | 0.007767 | 0.0532 | 0.478881 |
| 15 | 0.031658 | 0.217 | 0.414561 |
| 16 | -0.147148 | -1.0088 | 0.159119 |
| 17 | 0.151204 | 1.0366 | 0.152613 |
| 18 | -0.051974 | -0.3563 | 0.3616 |
| 19 | -0.125289 | -0.8589 | 0.197367 |
| 20 | 0.184575 | 1.2654 | 0.105985 |
| 21 | -0.075842 | -0.5199 | 0.30277 |
| 22 | -0.142865 | -0.9794 | 0.166191 |
| 23 | 0.246164 | 1.6876 | 0.049056 |
| 24 | -0.198012 | -1.3575 | 0.090553 |
| 25 | 0.102095 | 0.6999 | 0.243711 |
| 26 | -0.015801 | -0.1083 | 0.457099 |
| 27 | -0.01906 | -0.1307 | 0.448297 |
| 28 | 0.019637 | 0.1346 | 0.446742 |
| 29 | -0.034356 | -0.2355 | 0.407408 |
| 30 | -0.016845 | -0.1155 | 0.454278 |
| 31 | 0.028943 | 0.1984 | 0.421784 |
| 32 | -0.07883 | -0.5404 | 0.295727 |
| 33 | 0.036766 | 0.2521 | 0.401049 |
| 34 | -0.009697 | -0.0665 | 0.473639 |
| 35 | 0.000831 | 0.0057 | 0.497738 |
| 36 | -0.044309 | -0.3038 | 0.381322 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.555188 | -3.8062 | 0.000204 |
| 2 | -0.385913 | -2.6457 | 0.005527 |
| 3 | 0.284104 | 1.9477 | 0.028718 |
| 4 | 0.069249 | 0.4747 | 0.318583 |
| 5 | 0.082017 | 0.5623 | 0.288298 |
| 6 | 0.092971 | 0.6374 | 0.263485 |
| 7 | -0.152545 | -1.0458 | 0.150502 |
| 8 | -0.07993 | -0.548 | 0.293153 |
| 9 | -0.122463 | -0.8396 | 0.202702 |
| 10 | 0.008058 | 0.0552 | 0.478091 |
| 11 | 0.007673 | 0.0526 | 0.479136 |
| 12 | -0.002373 | -0.0163 | 0.493544 |
| 13 | -0.010293 | -0.0706 | 0.472021 |
| 14 | -0.007169 | -0.0491 | 0.480505 |
| 15 | 0.201562 | 1.3818 | 0.086777 |
| 16 | -0.18068 | -1.2387 | 0.110808 |
| 17 | -0.055226 | -0.3786 | 0.35334 |
| 18 | -0.037415 | -0.2565 | 0.399341 |
| 19 | -0.128795 | -0.883 | 0.190872 |
| 20 | -0.012861 | -0.0882 | 0.465059 |
| 21 | 0.149803 | 1.027 | 0.154839 |
| 22 | -0.04985 | -0.3418 | 0.367031 |
| 23 | -0.037308 | -0.2558 | 0.399621 |
| 24 | -0.005354 | -0.0367 | 0.485439 |
| 25 | 0.093749 | 0.6427 | 0.261767 |
| 26 | -0.10827 | -0.7423 | 0.230811 |
| 27 | 0.087961 | 0.603 | 0.274694 |
| 28 | -0.090951 | -0.6235 | 0.267975 |
| 29 | -0.111723 | -0.7659 | 0.223773 |
| 30 | -0.091886 | -0.6299 | 0.265892 |
| 31 | -0.018883 | -0.1295 | 0.448775 |
| 32 | -0.073075 | -0.501 | 0.309364 |
| 33 | -0.010155 | -0.0696 | 0.472397 |
| 34 | 0.008901 | 0.061 | 0.4758 |
| 35 | 0.009976 | 0.0684 | 0.472882 |
| 36 | -0.034613 | -0.2373 | 0.40673 |
