| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.524425 | -3.6333 | 0.00034 |
| 2 | 0.178155 | 1.2343 | 0.111552 |
| 3 | -0.233147 | -1.6153 | 0.056402 |
| 4 | 0.23854 | 1.6527 | 0.052464 |
| 5 | -0.187512 | -1.2991 | 0.100054 |
| 6 | 0.040555 | 0.281 | 0.38997 |
| 7 | -0.03089 | -0.214 | 0.415722 |
| 8 | 0.084877 | 0.588 | 0.279628 |
| 9 | 0.089204 | 0.618 | 0.269741 |
| 10 | -0.183819 | -1.2735 | 0.104481 |
| 11 | 0.320628 | 2.2214 | 0.015538 |
| 12 | -0.432367 | -2.9955 | 0.002162 |
| 13 | 0.144866 | 1.0037 | 0.160287 |
| 14 | -0.12782 | -0.8856 | 0.190134 |
| 15 | 0.291288 | 2.0181 | 0.024594 |
| 16 | -0.295212 | -2.0453 | 0.023164 |
| 17 | 0.18003 | 1.2473 | 0.109173 |
| 18 | -0.144745 | -1.0028 | 0.160488 |
| 19 | 0.251965 | 1.7457 | 0.043634 |
| 20 | -0.257572 | -1.7845 | 0.040331 |
| 21 | 0.083571 | 0.579 | 0.282648 |
| 22 | -0.021517 | -0.1491 | 0.441061 |
| 23 | 0.051192 | 0.3547 | 0.362195 |
| 24 | -0.045435 | -0.3148 | 0.377146 |
| 25 | 0.004542 | 0.0315 | 0.487513 |
| 26 | 0.111594 | 0.7731 | 0.221614 |
| 27 | -0.138896 | -0.9623 | 0.170361 |
| 28 | 0.072009 | 0.4989 | 0.310068 |
| 29 | -0.042142 | -0.292 | 0.385784 |
| 30 | 0.141257 | 0.9787 | 0.166328 |
| 31 | -0.228237 | -1.5813 | 0.060192 |
| 32 | 0.164588 | 1.1403 | 0.12991 |
| 33 | -0.036751 | -0.2546 | 0.400053 |
| 34 | 0.0326 | 0.2259 | 0.411135 |
| 35 | -0.103359 | -0.7161 | 0.238701 |
| 36 | 0.081352 | 0.5636 | 0.287818 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.524425 | -3.6333 | 0.00034 |
| 2 | -0.133613 | -0.9257 | 0.179617 |
| 3 | -0.277099 | -1.9198 | 0.030419 |
| 4 | -0.001312 | -0.0091 | 0.496393 |
| 5 | -0.087633 | -0.6071 | 0.273311 |
| 6 | -0.165014 | -1.1432 | 0.129302 |
| 7 | -0.095328 | -0.6605 | 0.25606 |
| 8 | -0.027366 | -0.1896 | 0.425212 |
| 9 | 0.20444 | 1.4164 | 0.081558 |
| 10 | -0.039922 | -0.2766 | 0.391643 |
| 11 | 0.356986 | 2.4733 | 0.00849 |
| 12 | -0.178325 | -1.2355 | 0.111334 |
| 13 | -0.305166 | -2.1143 | 0.019857 |
| 14 | -0.19975 | -1.3839 | 0.086395 |
| 15 | 0.015315 | 0.1061 | 0.457969 |
| 16 | -0.085629 | -0.5933 | 0.277899 |
| 17 | -0.097931 | -0.6785 | 0.250362 |
| 18 | -0.207615 | -1.4384 | 0.078405 |
| 19 | -0.016954 | -0.1175 | 0.453493 |
| 20 | -0.09849 | -0.6824 | 0.249145 |
| 21 | 0.126958 | 0.8796 | 0.191732 |
| 22 | 0.055088 | 0.3817 | 0.352199 |
| 23 | 0.153572 | 1.064 | 0.146331 |
| 24 | -0.028516 | -0.1976 | 0.422111 |
| 25 | -0.142003 | -0.9838 | 0.165068 |
| 26 | -0.027577 | -0.1911 | 0.424644 |
| 27 | 0.035377 | 0.2451 | 0.403712 |
| 28 | -0.083773 | -0.5804 | 0.282182 |
| 29 | -0.024636 | -0.1707 | 0.432596 |
| 30 | -0.102384 | -0.7093 | 0.240774 |
| 31 | -0.088922 | -0.6161 | 0.27038 |
| 32 | -0.064212 | -0.4449 | 0.329205 |
| 33 | 0.188553 | 1.3063 | 0.098832 |
| 34 | -0.006803 | -0.0471 | 0.481301 |
| 35 | 0.047202 | 0.327 | 0.372536 |
| 36 | -0.02273 | -0.1575 | 0.437763 |
