| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.502576 | -3.4086 | 0.000684 |
| 2 | -0.166225 | -1.1274 | 0.132711 |
| 3 | 0.350346 | 2.3762 | 0.010857 |
| 4 | -0.152992 | -1.0376 | 0.152431 |
| 5 | -0.048813 | -0.3311 | 0.371049 |
| 6 | 0.134647 | 0.9132 | 0.182945 |
| 7 | -0.259862 | -1.7625 | 0.042317 |
| 8 | 0.361909 | 2.4546 | 0.008974 |
| 9 | -0.179109 | -1.2148 | 0.115325 |
| 10 | -0.279255 | -1.894 | 0.032261 |
| 11 | 0.493156 | 3.3447 | 0.000823 |
| 12 | -0.231257 | -1.5685 | 0.061813 |
| 13 | -0.173571 | -1.1772 | 0.122582 |
| 14 | 0.198565 | 1.3467 | 0.092333 |
| 15 | 0.003667 | 0.0249 | 0.490133 |
| 16 | -0.053988 | -0.3662 | 0.35796 |
| 17 | 0.070813 | 0.4803 | 0.316654 |
| 18 | -0.136915 | -0.9286 | 0.178971 |
| 19 | 0.203194 | 1.3781 | 0.087415 |
| 20 | -0.112682 | -0.7642 | 0.224311 |
| 21 | -0.094232 | -0.6391 | 0.262961 |
| 22 | 0.133582 | 0.906 | 0.184829 |
| 23 | -0.015665 | -0.1062 | 0.457925 |
| 24 | -0.092257 | -0.6257 | 0.267296 |
| 25 | 0.056195 | 0.3811 | 0.35243 |
| 26 | 0.037759 | 0.2561 | 0.39951 |
| 27 | -0.072447 | -0.4914 | 0.312754 |
| 28 | -0.009172 | -0.0622 | 0.475332 |
| 29 | 0.015223 | 0.1032 | 0.459107 |
| 30 | 0.001048 | 0.0071 | 0.49718 |
| 31 | 0.020147 | 0.1366 | 0.445955 |
| 32 | -0.022734 | -0.1542 | 0.439066 |
| 33 | 0.005873 | 0.0398 | 0.484198 |
| 34 | 0.020712 | 0.1405 | 0.44445 |
| 35 | -0.001742 | -0.0118 | 0.495313 |
| 36 | -0.019594 | -0.1329 | 0.447428 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.502576 | -3.4086 | 0.000684 |
| 2 | -0.560341 | -3.8004 | 0.000211 |
| 3 | -0.120178 | -0.8151 | 0.209611 |
| 4 | -0.047232 | -0.3203 | 0.37508 |
| 5 | 0.019445 | 0.1319 | 0.447826 |
| 6 | 0.088622 | 0.6011 | 0.275375 |
| 7 | -0.296185 | -2.0088 | 0.025223 |
| 8 | 0.189904 | 1.288 | 0.102095 |
| 9 | 0.065334 | 0.4431 | 0.329879 |
| 10 | -0.291821 | -1.9792 | 0.026897 |
| 11 | 0.056756 | 0.3849 | 0.351028 |
| 12 | -0.037512 | -0.2544 | 0.400153 |
| 13 | -0.022801 | -0.1546 | 0.43889 |
| 14 | -0.279024 | -1.8924 | 0.032368 |
| 15 | -0.009201 | -0.0624 | 0.475256 |
| 16 | 0.06802 | 0.4613 | 0.323366 |
| 17 | 0.130286 | 0.8836 | 0.190742 |
| 18 | 0.12843 | 0.8711 | 0.194124 |
| 19 | -0.016323 | -0.1107 | 0.456164 |
| 20 | -0.012961 | -0.0879 | 0.465167 |
| 21 | 0.040615 | 0.2755 | 0.392096 |
| 22 | -0.119025 | -0.8073 | 0.211834 |
| 23 | -0.177094 | -1.2011 | 0.117929 |
| 24 | -0.088335 | -0.5991 | 0.276017 |
| 25 | -0.005495 | -0.0373 | 0.485216 |
| 26 | 0.054249 | 0.3679 | 0.357304 |
| 27 | -0.107565 | -0.7295 | 0.234684 |
| 28 | -0.131134 | -0.8894 | 0.18921 |
| 29 | -0.013921 | -0.0944 | 0.462594 |
| 30 | -0.093134 | -0.6317 | 0.265366 |
| 31 | -0.012748 | -0.0865 | 0.465738 |
| 32 | -0.111992 | -0.7596 | 0.225695 |
| 33 | 0.01442 | 0.0978 | 0.461259 |
| 34 | -0.085482 | -0.5798 | 0.28245 |
| 35 | -0.036868 | -0.25 | 0.401831 |
| 36 | 0.002232 | 0.0151 | 0.493994 |
