| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.310514 | -2.3851 | 0.010153 |
| 2 | -0.300295 | -2.3066 | 0.012303 |
| 3 | 0.152613 | 1.1722 | 0.122905 |
| 4 | 0.102525 | 0.7875 | 0.217069 |
| 5 | -0.123981 | -0.9523 | 0.172412 |
| 6 | 0.143622 | 1.1032 | 0.137214 |
| 7 | -0.262263 | -2.0145 | 0.024262 |
| 8 | 0.287862 | 2.2111 | 0.015458 |
| 9 | 0.010516 | 0.0808 | 0.467946 |
| 10 | -0.273878 | -2.1037 | 0.019839 |
| 11 | -0.106017 | -0.8143 | 0.209366 |
| 12 | 0.511827 | 3.9314 | 0.000112 |
| 13 | -0.127142 | -0.9766 | 0.166377 |
| 14 | -0.231154 | -1.7755 | 0.040484 |
| 15 | 0.012073 | 0.0927 | 0.463215 |
| 16 | 0.194593 | 1.4947 | 0.070161 |
| 17 | -0.114814 | -0.8819 | 0.190705 |
| 18 | -0.026112 | -0.2006 | 0.420863 |
| 19 | 0.003359 | 0.0258 | 0.489752 |
| 20 | 0.126426 | 0.9711 | 0.167732 |
| 21 | -0.084366 | -0.648 | 0.25974 |
| 22 | -0.103921 | -0.7982 | 0.213969 |
| 23 | -0.064286 | -0.4938 | 0.311643 |
| 24 | 0.221145 | 1.6986 | 0.047327 |
| 25 | 0.075533 | 0.5802 | 0.282002 |
| 26 | -0.267702 | -2.0563 | 0.022095 |
| 27 | -0.00839 | -0.0644 | 0.474416 |
| 28 | 0.244423 | 1.8775 | 0.032701 |
| 29 | -0.150878 | -1.1589 | 0.12558 |
| 30 | -0.054318 | -0.4172 | 0.339015 |
| 31 | 0.157543 | 1.2101 | 0.115532 |
| 32 | -0.075274 | -0.5782 | 0.282669 |
| 33 | -0.028737 | -0.2207 | 0.413032 |
| 34 | 0.038433 | 0.2952 | 0.384436 |
| 35 | -0.166597 | -1.2797 | 0.102838 |
| 36 | 0.168377 | 1.2933 | 0.10047 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.310514 | -2.3851 | 0.010153 |
| 2 | -0.439046 | -3.3724 | 0.00066 |
| 3 | -0.16164 | -1.2416 | 0.109652 |
| 4 | -0.031217 | -0.2398 | 0.405665 |
| 5 | -0.074683 | -0.5736 | 0.284193 |
| 6 | 0.173983 | 1.3364 | 0.093277 |
| 7 | -0.26361 | -2.0248 | 0.023709 |
| 8 | 0.267441 | 2.0543 | 0.022195 |
| 9 | 0.040895 | 0.3141 | 0.377268 |
| 10 | -0.113026 | -0.8682 | 0.194409 |
| 11 | -0.317692 | -2.4402 | 0.00885 |
| 12 | 0.249609 | 1.9173 | 0.030024 |
| 13 | 0.231669 | 1.7795 | 0.040156 |
| 14 | -0.05041 | -0.3872 | 0.35 |
| 15 | -0.04888 | -0.3755 | 0.354333 |
| 16 | 0.006482 | 0.0498 | 0.480228 |
| 17 | -0.017105 | -0.1314 | 0.447958 |
| 18 | -0.15059 | -1.1567 | 0.126028 |
| 19 | 0.175802 | 1.3504 | 0.091028 |
| 20 | -0.012728 | -0.0978 | 0.461225 |
| 21 | -0.154702 | -1.1883 | 0.11974 |
| 22 | -0.025461 | -0.1956 | 0.422808 |
| 23 | 0.033364 | 0.2563 | 0.399317 |
| 24 | -0.13008 | -0.9992 | 0.160898 |
| 25 | 0.044591 | 0.3425 | 0.366591 |
| 26 | 0.0148 | 0.1137 | 0.45494 |
| 27 | -0.036899 | -0.2834 | 0.38892 |
| 28 | -0.02225 | -0.1709 | 0.432442 |
| 29 | 0.025814 | 0.1983 | 0.421752 |
| 30 | 0.062108 | 0.4771 | 0.317539 |
| 31 | 0.012962 | 0.0996 | 0.460515 |
| 32 | -0.071014 | -0.5455 | 0.293743 |
| 33 | -0.039453 | -0.303 | 0.381462 |
| 34 | 0.115149 | 0.8845 | 0.190014 |
| 35 | -0.143876 | -1.1051 | 0.136794 |
| 36 | -0.006101 | -0.0469 | 0.481392 |
