| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.532113 | -3.9102 | 0.00013 |
| 2 | 0.068167 | 0.5009 | 0.309231 |
| 3 | 0.033092 | 0.2432 | 0.404396 |
| 4 | 0.03849 | 0.2828 | 0.389189 |
| 5 | -0.161177 | -1.1844 | 0.12072 |
| 6 | 0.09252 | 0.6799 | 0.249742 |
| 7 | -0.068861 | -0.506 | 0.307449 |
| 8 | 0.12552 | 0.9224 | 0.180217 |
| 9 | -0.056448 | -0.4148 | 0.339963 |
| 10 | 0.01475 | 0.1084 | 0.457044 |
| 11 | 0.16511 | 1.2133 | 0.115146 |
| 12 | -0.372932 | -2.7405 | 0.00415 |
| 13 | 0.18535 | 1.362 | 0.08942 |
| 14 | -0.062123 | -0.4565 | 0.324926 |
| 15 | 0.066554 | 0.4891 | 0.313387 |
| 16 | -0.171038 | -1.2569 | 0.107106 |
| 17 | 0.214798 | 1.5784 | 0.060153 |
| 18 | -0.107223 | -0.7879 | 0.217093 |
| 19 | 0.101997 | 0.7495 | 0.228398 |
| 20 | -0.175159 | -1.2871 | 0.101766 |
| 21 | 0.10564 | 0.7763 | 0.220481 |
| 22 | -0.131927 | -0.9695 | 0.168319 |
| 23 | 0.175487 | 1.2896 | 0.101349 |
| 24 | -0.150083 | -1.1029 | 0.137485 |
| 25 | 0.104299 | 0.7664 | 0.223376 |
| 26 | 0.005473 | 0.0402 | 0.484032 |
| 27 | 0.024565 | 0.1805 | 0.428711 |
| 28 | -0.024734 | -0.1818 | 0.428227 |
| 29 | -0.020733 | -0.1524 | 0.439737 |
| 30 | 0.035594 | 0.2616 | 0.397328 |
| 31 | -0.109378 | -0.8038 | 0.212531 |
| 32 | 0.134367 | 0.9874 | 0.163927 |
| 33 | 0.016718 | 0.1229 | 0.45134 |
| 34 | -0.058311 | -0.4285 | 0.334998 |
| 35 | -0.019176 | -0.1409 | 0.444232 |
| 36 | 0.138271 | 1.0161 | 0.157061 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.532113 | -3.9102 | 0.00013 |
| 2 | -0.29989 | -2.2037 | 0.015914 |
| 3 | -0.121604 | -0.8936 | 0.187749 |
| 4 | 0.037426 | 0.275 | 0.392174 |
| 5 | -0.147618 | -1.0848 | 0.141423 |
| 6 | -0.123191 | -0.9053 | 0.184673 |
| 7 | -0.166743 | -1.2253 | 0.112889 |
| 8 | 0.0446 | 0.3277 | 0.372188 |
| 9 | 0.090032 | 0.6616 | 0.255522 |
| 10 | 0.049756 | 0.3656 | 0.358034 |
| 11 | 0.291199 | 2.1399 | 0.018451 |
| 12 | -0.239314 | -1.7586 | 0.042156 |
| 13 | -0.212012 | -1.558 | 0.062542 |
| 14 | -0.228016 | -1.6756 | 0.049802 |
| 15 | 0.020504 | 0.1507 | 0.440399 |
| 16 | -0.118388 | -0.87 | 0.194084 |
| 17 | -0.07652 | -0.5623 | 0.288117 |
| 18 | -0.101825 | -0.7483 | 0.228776 |
| 19 | -0.031265 | -0.2298 | 0.409576 |
| 20 | -0.082152 | -0.6037 | 0.274289 |
| 21 | -0.091251 | -0.6706 | 0.252681 |
| 22 | -0.199131 | -1.4633 | 0.07459 |
| 23 | 0.144889 | 1.0647 | 0.145873 |
| 24 | -0.100504 | -0.7386 | 0.231689 |
| 25 | -0.094046 | -0.6911 | 0.246233 |
| 26 | -0.102582 | -0.7538 | 0.227116 |
| 27 | 0.079738 | 0.5859 | 0.280175 |
| 28 | -0.010614 | -0.078 | 0.46906 |
| 29 | -0.035011 | -0.2573 | 0.39897 |
| 30 | 0.037383 | 0.2747 | 0.392296 |
| 31 | -0.097677 | -0.7178 | 0.237994 |
| 32 | -0.075635 | -0.5558 | 0.290321 |
| 33 | 0.128044 | 0.9409 | 0.175467 |
| 34 | -0.078325 | -0.5756 | 0.283648 |
| 35 | 0.050523 | 0.3713 | 0.355945 |
| 36 | -0.061789 | -0.4541 | 0.325804 |
