| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.426011 | -2.9206 | 0.002676 |
| 2 | 0.112052 | 0.7682 | 0.223108 |
| 3 | 0.050572 | 0.3467 | 0.36518 |
| 4 | 0.008941 | 0.0613 | 0.475692 |
| 5 | -0.163559 | -1.1213 | 0.133927 |
| 6 | 0.076513 | 0.5246 | 0.301181 |
| 7 | 0.118096 | 0.8096 | 0.211119 |
| 8 | -0.248836 | -1.7059 | 0.047311 |
| 9 | 0.185986 | 1.2751 | 0.104279 |
| 10 | -0.223247 | -1.5305 | 0.066298 |
| 11 | 0.169332 | 1.1609 | 0.125777 |
| 12 | -0.133129 | -0.9127 | 0.183033 |
| 13 | 0.059831 | 0.4102 | 0.341769 |
| 14 | 0.009325 | 0.0639 | 0.47465 |
| 15 | 0.004533 | 0.0311 | 0.487669 |
| 16 | -0.020022 | -0.1373 | 0.445705 |
| 17 | 0.044542 | 0.3054 | 0.380718 |
| 18 | -0.045555 | -0.3123 | 0.378093 |
| 19 | -0.016281 | -0.1116 | 0.455801 |
| 20 | 0.000953 | 0.0065 | 0.497408 |
| 21 | 0.042457 | 0.2911 | 0.386139 |
| 22 | -0.041428 | -0.284 | 0.388823 |
| 23 | 0.09822 | 0.6734 | 0.252008 |
| 24 | -0.120621 | -0.8269 | 0.206226 |
| 25 | 0.043307 | 0.2969 | 0.383927 |
| 26 | 0.131736 | 0.9031 | 0.18553 |
| 27 | -0.191721 | -1.3144 | 0.097549 |
| 28 | 0.148087 | 1.0152 | 0.157596 |
| 29 | -0.024112 | -0.1653 | 0.434708 |
| 30 | -0.028114 | -0.1927 | 0.423996 |
| 31 | -0.088824 | -0.6089 | 0.272745 |
| 32 | 0.159609 | 1.0942 | 0.139717 |
| 33 | -0.202196 | -1.3862 | 0.086116 |
| 34 | 0.012319 | 0.0845 | 0.466526 |
| 35 | -0.02033 | -0.1394 | 0.444873 |
| 36 | -0.104854 | -0.7188 | 0.237898 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.426011 | -2.9206 | 0.002676 |
| 2 | -0.084828 | -0.5816 | 0.281823 |
| 3 | 0.081488 | 0.5587 | 0.289524 |
| 4 | 0.089149 | 0.6112 | 0.272015 |
| 5 | -0.166021 | -1.1382 | 0.130407 |
| 6 | -0.095582 | -0.6553 | 0.257741 |
| 7 | 0.169879 | 1.1646 | 0.125022 |
| 8 | -0.122813 | -0.842 | 0.202036 |
| 9 | 0.008256 | 0.0566 | 0.477553 |
| 10 | -0.233176 | -1.5986 | 0.058309 |
| 11 | 0.059315 | 0.4066 | 0.343059 |
| 12 | 0.011638 | 0.0798 | 0.468373 |
| 13 | -0.056399 | -0.3867 | 0.350379 |
| 14 | 0.009745 | 0.0668 | 0.473508 |
| 15 | 0.013934 | 0.0955 | 0.462153 |
| 16 | -0.007537 | -0.0517 | 0.479505 |
| 17 | 0.074171 | 0.5085 | 0.306744 |
| 18 | -0.136238 | -0.934 | 0.17754 |
| 19 | 0.009962 | 0.0683 | 0.472919 |
| 20 | -0.089182 | -0.6114 | 0.27194 |
| 21 | 0.087761 | 0.6017 | 0.275146 |
| 22 | -0.004778 | -0.0328 | 0.487003 |
| 23 | 0.085401 | 0.5855 | 0.280512 |
| 24 | -0.103576 | -0.7101 | 0.240582 |
| 25 | -0.016269 | -0.1115 | 0.455834 |
| 26 | 0.191512 | 1.3129 | 0.097789 |
| 27 | -0.065389 | -0.4483 | 0.328004 |
| 28 | -0.022543 | -0.1545 | 0.438921 |
| 29 | 0.028874 | 0.198 | 0.421968 |
| 30 | -0.038965 | -0.2671 | 0.395268 |
| 31 | 0.012973 | 0.0889 | 0.464756 |
| 32 | -0.029295 | -0.2008 | 0.420845 |
| 33 | -0.106515 | -0.7302 | 0.234438 |
| 34 | -0.092064 | -0.6312 | 0.265496 |
| 35 | -0.143307 | -0.9825 | 0.165451 |
| 36 | -0.112534 | -0.7715 | 0.222138 |
