| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.327468 | -2.5153 | 0.007318 |
| 2 | -0.249242 | -1.9145 | 0.030207 |
| 3 | 0.087682 | 0.6735 | 0.251631 |
| 4 | 0.079031 | 0.607 | 0.273074 |
| 5 | 0.012583 | 0.0967 | 0.461665 |
| 6 | 0.008393 | 0.0645 | 0.474407 |
| 7 | -0.109457 | -0.8408 | 0.201941 |
| 8 | 0.189915 | 1.4588 | 0.074967 |
| 9 | -0.00138 | -0.0106 | 0.495791 |
| 10 | -0.242202 | -1.8604 | 0.033908 |
| 11 | -0.175154 | -1.3454 | 0.091825 |
| 12 | 0.59878 | 4.5993 | 1.1e-05 |
| 13 | -0.194408 | -1.4933 | 0.070347 |
| 14 | -0.178789 | -1.3733 | 0.087428 |
| 15 | -0.017188 | -0.132 | 0.447707 |
| 16 | 0.158854 | 1.2202 | 0.113625 |
| 17 | -0.037938 | -0.2914 | 0.385881 |
| 18 | -0.03994 | -0.3068 | 0.380042 |
| 19 | 0.003865 | 0.0297 | 0.488209 |
| 20 | 0.114658 | 0.8807 | 0.191026 |
| 21 | -0.068105 | -0.5231 | 0.301425 |
| 22 | -0.097471 | -0.7487 | 0.228509 |
| 23 | -0.132272 | -1.016 | 0.156888 |
| 24 | 0.346003 | 2.6577 | 0.005054 |
| 25 | -0.011311 | -0.0869 | 0.465531 |
| 26 | -0.223471 | -1.7165 | 0.045658 |
| 27 | -0.020705 | -0.159 | 0.437092 |
| 28 | 0.174031 | 1.3368 | 0.093217 |
| 29 | -0.070771 | -0.5436 | 0.294382 |
| 30 | -0.026483 | -0.2034 | 0.419754 |
| 31 | 0.08777 | 0.6742 | 0.251416 |
| 32 | -0.032261 | -0.2478 | 0.402574 |
| 33 | -0.029191 | -0.2242 | 0.41168 |
| 34 | -0.004981 | -0.0383 | 0.484806 |
| 35 | -0.121643 | -0.9344 | 0.176964 |
| 36 | 0.198147 | 1.522 | 0.066676 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.327468 | -2.5153 | 0.007318 |
| 2 | -0.399296 | -3.067 | 0.00163 |
| 3 | -0.209593 | -1.6099 | 0.056377 |
| 4 | -0.091359 | -0.7017 | 0.242798 |
| 5 | 0.013813 | 0.1061 | 0.45793 |
| 6 | 0.089446 | 0.687 | 0.247372 |
| 7 | -0.044843 | -0.3444 | 0.365867 |
| 8 | 0.19555 | 1.502 | 0.069209 |
| 9 | 0.154717 | 1.1884 | 0.119717 |
| 10 | -0.116329 | -0.8935 | 0.187599 |
| 11 | -0.483647 | -3.715 | 0.000227 |
| 12 | 0.279895 | 2.1499 | 0.017836 |
| 13 | 0.083418 | 0.6407 | 0.262085 |
| 14 | 0.086292 | 0.6628 | 0.255013 |
| 15 | -0.100422 | -0.7714 | 0.221787 |
| 16 | 0.141274 | 1.0851 | 0.141136 |
| 17 | -0.059584 | -0.4577 | 0.324433 |
| 18 | -0.073777 | -0.5667 | 0.286536 |
| 19 | 0.12054 | 0.9259 | 0.179139 |
| 20 | -0.002671 | -0.0205 | 0.49185 |
| 21 | -0.136424 | -1.0479 | 0.14948 |
| 22 | 0.00368 | 0.0283 | 0.488773 |
| 23 | 0.040021 | 0.3074 | 0.379808 |
| 24 | -0.11617 | -0.8923 | 0.187924 |
| 25 | 0.107008 | 0.8219 | 0.207209 |
| 26 | 0.021221 | 0.163 | 0.435537 |
| 27 | 0.000408 | 0.0031 | 0.498754 |
| 28 | -0.077638 | -0.5964 | 0.276611 |
| 29 | 0.079403 | 0.6099 | 0.272133 |
| 30 | -0.016552 | -0.1271 | 0.449632 |
| 31 | 0.088802 | 0.6821 | 0.248921 |
| 32 | -0.083277 | -0.6397 | 0.262433 |
| 33 | -0.020051 | -0.154 | 0.439061 |
| 34 | -0.004121 | -0.0317 | 0.487427 |
| 35 | 0.02109 | 0.162 | 0.43593 |
| 36 | -0.055115 | -0.4233 | 0.336791 |
