| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.308281 | -2.3478 | 0.011159 |
| 2 | 0.181197 | 1.38 | 0.086448 |
| 3 | -0.199232 | -1.5173 | 0.06731 |
| 4 | 0.134036 | 1.0208 | 0.155796 |
| 5 | -0.248027 | -1.8889 | 0.031953 |
| 6 | -0.128053 | -0.9752 | 0.166749 |
| 7 | 0.080104 | 0.6101 | 0.272104 |
| 8 | -0.047506 | -0.3618 | 0.359409 |
| 9 | -0.091371 | -0.6959 | 0.244648 |
| 10 | -0.064027 | -0.4876 | 0.31383 |
| 11 | 0.226552 | 1.7254 | 0.044893 |
| 12 | -0.043449 | -0.3309 | 0.370958 |
| 13 | -0.077056 | -0.5868 | 0.279794 |
| 14 | 0.064782 | 0.4934 | 0.311809 |
| 15 | 0.146736 | 1.1175 | 0.134192 |
| 16 | -0.073457 | -0.5594 | 0.289012 |
| 17 | -0.062925 | -0.4792 | 0.316792 |
| 18 | -0.019699 | -0.15 | 0.440635 |
| 19 | 0.109039 | 0.8304 | 0.204855 |
| 20 | -0.21455 | -1.634 | 0.053841 |
| 21 | 0.13105 | 0.9981 | 0.1612 |
| 22 | -0.080116 | -0.6101 | 0.272074 |
| 23 | 0.171871 | 1.3089 | 0.09786 |
| 24 | -0.209297 | -1.594 | 0.05819 |
| 25 | 0.18541 | 1.412 | 0.081641 |
| 26 | 0.043321 | 0.3299 | 0.371324 |
| 27 | -0.021212 | -0.1615 | 0.436112 |
| 28 | -0.043075 | -0.3281 | 0.372028 |
| 29 | -0.041011 | -0.3123 | 0.377953 |
| 30 | 0.092103 | 0.7014 | 0.242918 |
| 31 | -0.171572 | -1.3067 | 0.098244 |
| 32 | 0.076475 | 0.5824 | 0.281273 |
| 33 | -0.061217 | -0.4662 | 0.321405 |
| 34 | 0.052495 | 0.3998 | 0.34539 |
| 35 | -0.000999 | -0.0076 | 0.496979 |
| 36 | 0.016622 | 0.1266 | 0.449852 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.308281 | -2.3478 | 0.011159 |
| 2 | 0.095209 | 0.7251 | 0.235657 |
| 3 | -0.133079 | -1.0135 | 0.157515 |
| 4 | 0.033418 | 0.2545 | 0.400002 |
| 5 | -0.192005 | -1.4623 | 0.074533 |
| 6 | -0.323863 | -2.4665 | 0.008311 |
| 7 | 0.01962 | 0.1494 | 0.440869 |
| 8 | -0.061226 | -0.4663 | 0.321381 |
| 9 | -0.22919 | -1.7455 | 0.0431 |
| 10 | -0.212343 | -1.6172 | 0.055636 |
| 11 | 0.051043 | 0.3887 | 0.349448 |
| 12 | -0.015743 | -0.1199 | 0.45249 |
| 13 | -0.225997 | -1.7211 | 0.045278 |
| 14 | -0.108751 | -0.8282 | 0.205471 |
| 15 | 0.069301 | 0.5278 | 0.299833 |
| 16 | -0.019469 | -0.1483 | 0.441321 |
| 17 | -0.105306 | -0.802 | 0.212918 |
| 18 | -0.220419 | -1.6787 | 0.049299 |
| 19 | 0.01626 | 0.1238 | 0.450938 |
| 20 | -0.090054 | -0.6858 | 0.247776 |
| 21 | 0.002818 | 0.0215 | 0.491475 |
| 22 | -0.202774 | -1.5443 | 0.06398 |
| 23 | -0.029237 | -0.2227 | 0.412291 |
| 24 | -0.030228 | -0.2302 | 0.409369 |
| 25 | 0.006812 | 0.0519 | 0.479402 |
| 26 | 0.021794 | 0.166 | 0.434376 |
| 27 | -0.080023 | -0.6094 | 0.272306 |
| 28 | 0.030365 | 0.2313 | 0.408966 |
| 29 | -0.029418 | -0.224 | 0.411756 |
| 30 | -0.016021 | -0.122 | 0.451655 |
| 31 | -0.046732 | -0.3559 | 0.361604 |
| 32 | 0.024672 | 0.1879 | 0.425807 |
| 33 | -0.009038 | -0.0688 | 0.472681 |
| 34 | -0.069234 | -0.5273 | 0.30001 |
| 35 | 0.130728 | 0.9956 | 0.161791 |
| 36 | 0.02547 | 0.194 | 0.423436 |
