| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.46731 | -3.5895 | 0.000337 |
| 2 | 0.039629 | 0.3044 | 0.380947 |
| 3 | 0.062388 | 0.4792 | 0.31678 |
| 4 | -0.179264 | -1.377 | 0.086864 |
| 5 | 0.097938 | 0.7523 | 0.227439 |
| 6 | 0.055953 | 0.4298 | 0.334458 |
| 7 | -0.021221 | -0.163 | 0.435536 |
| 8 | -0.056992 | -0.4378 | 0.331577 |
| 9 | 0.088661 | 0.681 | 0.249263 |
| 10 | -0.270216 | -2.0756 | 0.021151 |
| 11 | 0.044845 | 0.3445 | 0.365863 |
| 12 | 0.284541 | 2.1856 | 0.016413 |
| 13 | -0.251845 | -1.9345 | 0.028928 |
| 14 | 0.256492 | 1.9702 | 0.02676 |
| 15 | -0.30243 | -2.323 | 0.011823 |
| 16 | 0.177615 | 1.3643 | 0.088829 |
| 17 | 0.006254 | 0.048 | 0.480924 |
| 18 | -0.065386 | -0.5022 | 0.308685 |
| 19 | 0.091033 | 0.6992 | 0.243576 |
| 20 | -0.047239 | -0.3628 | 0.359007 |
| 21 | 0.052317 | 0.4019 | 0.344621 |
| 22 | -0.112402 | -0.8634 | 0.195714 |
| 23 | 0.024597 | 0.1889 | 0.425398 |
| 24 | -0.003275 | -0.0252 | 0.490007 |
| 25 | 0.029684 | 0.228 | 0.410214 |
| 26 | 0.035239 | 0.2707 | 0.393792 |
| 27 | -0.183573 | -1.4101 | 0.081887 |
| 28 | 0.25831 | 1.9841 | 0.025951 |
| 29 | -0.187406 | -1.4395 | 0.077648 |
| 30 | 0.083776 | 0.6435 | 0.261197 |
| 31 | 0.012386 | 0.0951 | 0.462262 |
| 32 | -0.059039 | -0.4535 | 0.325931 |
| 33 | 0.075727 | 0.5817 | 0.281503 |
| 34 | -0.045018 | -0.3458 | 0.365365 |
| 35 | -0.082364 | -0.6326 | 0.264704 |
| 36 | 0.08385 | 0.6441 | 0.261016 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.46731 | -3.5895 | 0.000337 |
| 2 | -0.22869 | -1.7566 | 0.042088 |
| 3 | -0.029331 | -0.2253 | 0.411265 |
| 4 | -0.19862 | -1.5256 | 0.066222 |
| 5 | -0.10685 | -0.8207 | 0.207552 |
| 6 | 0.044647 | 0.3429 | 0.366432 |
| 7 | 0.072737 | 0.5587 | 0.28924 |
| 8 | -0.067158 | -0.5159 | 0.303943 |
| 9 | 0.046583 | 0.3578 | 0.36088 |
| 10 | -0.264613 | -2.0325 | 0.023304 |
| 11 | -0.323669 | -2.4861 | 0.007882 |
| 12 | 0.146207 | 1.123 | 0.132986 |
| 13 | -0.004996 | -0.0384 | 0.484758 |
| 14 | 0.15867 | 1.2188 | 0.113891 |
| 15 | -0.221189 | -1.699 | 0.047295 |
| 16 | 0.117755 | 0.9045 | 0.184706 |
| 17 | 0.103259 | 0.7931 | 0.215434 |
| 18 | -0.044774 | -0.3439 | 0.366066 |
| 19 | -0.041437 | -0.3183 | 0.375696 |
| 20 | -0.056811 | -0.4364 | 0.332079 |
| 21 | 0.066068 | 0.5075 | 0.306856 |
| 22 | 0.073516 | 0.5647 | 0.287215 |
| 23 | -0.057645 | -0.4428 | 0.329772 |
| 24 | -0.074242 | -0.5703 | 0.285331 |
| 25 | -0.056584 | -0.4346 | 0.332708 |
| 26 | 0.033135 | 0.2545 | 0.399992 |
| 27 | -0.03243 | -0.2491 | 0.402074 |
| 28 | 0.030945 | 0.2377 | 0.406471 |
| 29 | 0.008125 | 0.0624 | 0.475225 |
| 30 | -0.007545 | -0.058 | 0.476992 |
| 31 | 0.075664 | 0.5812 | 0.281665 |
| 32 | -0.010464 | -0.0804 | 0.468104 |
| 33 | -0.098766 | -0.7586 | 0.225544 |
| 34 | -0.02404 | -0.1847 | 0.427066 |
| 35 | -0.148467 | -1.1404 | 0.129365 |
| 36 | 0.049981 | 0.3839 | 0.351211 |
