| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.350712 | -2.6478 | 0.00523 |
| 2 | -0.221817 | -1.6747 | 0.049737 |
| 3 | 0.281317 | 2.1239 | 0.019015 |
| 4 | -0.323783 | -2.4445 | 0.00881 |
| 5 | 0.045943 | 0.3469 | 0.364987 |
| 6 | 0.199778 | 1.5083 | 0.068501 |
| 7 | -0.274462 | -2.0721 | 0.021393 |
| 8 | 0.223587 | 1.688 | 0.048433 |
| 9 | 0.052425 | 0.3958 | 0.346866 |
| 10 | -0.158966 | -1.2002 | 0.117519 |
| 11 | 0.221946 | 1.6757 | 0.049641 |
| 12 | -0.166046 | -1.2536 | 0.107549 |
| 13 | -0.227083 | -1.7144 | 0.045941 |
| 14 | 0.267953 | 2.023 | 0.023886 |
| 15 | 0.018278 | 0.138 | 0.445364 |
| 16 | -0.167855 | -1.2673 | 0.105104 |
| 17 | 0.149104 | 1.1257 | 0.132503 |
| 18 | 0.02377 | 0.1795 | 0.429107 |
| 19 | -0.149324 | -1.1274 | 0.132155 |
| 20 | 0.150989 | 1.1399 | 0.12954 |
| 21 | -0.040564 | -0.3062 | 0.380265 |
| 22 | -0.095519 | -0.7212 | 0.236882 |
| 23 | 0.16726 | 1.2628 | 0.105903 |
| 24 | -0.196251 | -1.4817 | 0.071969 |
| 25 | 0.08366 | 0.6316 | 0.265079 |
| 26 | 0.039414 | 0.2976 | 0.383558 |
| 27 | -0.158683 | -1.198 | 0.117932 |
| 28 | 0.150349 | 1.1351 | 0.13054 |
| 29 | 0.091482 | 0.6907 | 0.246286 |
| 30 | -0.165854 | -1.2522 | 0.10781 |
| 31 | 0.092996 | 0.7021 | 0.242736 |
| 32 | -0.117392 | -0.8863 | 0.189592 |
| 33 | -0.05055 | -0.3816 | 0.352071 |
| 34 | 0.126556 | 0.9555 | 0.171685 |
| 35 | -0.046795 | -0.3533 | 0.362586 |
| 36 | 0.008017 | 0.0605 | 0.475972 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.350712 | -2.6478 | 0.00523 |
| 2 | -0.393176 | -2.9684 | 0.002186 |
| 3 | 0.047266 | 0.3569 | 0.361261 |
| 4 | -0.347502 | -2.6236 | 0.005572 |
| 5 | -0.166432 | -1.2565 | 0.107024 |
| 6 | -0.064266 | -0.4852 | 0.314699 |
| 7 | -0.241482 | -1.8231 | 0.036763 |
| 8 | 0.018949 | 0.1431 | 0.443372 |
| 9 | -0.006307 | -0.0476 | 0.481095 |
| 10 | 0.06381 | 0.4818 | 0.315911 |
| 11 | 0.19306 | 1.4576 | 0.075223 |
| 12 | 0.042498 | 0.3208 | 0.374749 |
| 13 | -0.175121 | -1.3221 | 0.095702 |
| 14 | -0.058391 | -0.4408 | 0.330496 |
| 15 | 0.130761 | 0.9872 | 0.163853 |
| 16 | -0.11578 | -0.8741 | 0.19286 |
| 17 | -0.114922 | -0.8676 | 0.194615 |
| 18 | 0.082935 | 0.6261 | 0.26686 |
| 19 | -0.094119 | -0.7106 | 0.240119 |
| 20 | 0.01784 | 0.1347 | 0.446667 |
| 21 | 0.087517 | 0.6607 | 0.255721 |
| 22 | 0.058747 | 0.4435 | 0.329529 |
| 23 | 0.142651 | 1.077 | 0.14301 |
| 24 | -0.086169 | -0.6506 | 0.258971 |
| 25 | 0.036196 | 0.2733 | 0.392815 |
| 26 | -0.213871 | -1.6147 | 0.055951 |
| 27 | -0.066033 | -0.4985 | 0.310013 |
| 28 | -0.074031 | -0.5589 | 0.289201 |
| 29 | -0.02281 | -0.1722 | 0.43194 |
| 30 | 0.05042 | 0.3807 | 0.352436 |
| 31 | 0.018765 | 0.1417 | 0.44392 |
| 32 | -0.146253 | -1.1042 | 0.137077 |
| 33 | -0.086941 | -0.6564 | 0.257106 |
| 34 | -0.017332 | -0.1309 | 0.448177 |
| 35 | -0.012511 | -0.0945 | 0.462538 |
| 36 | -0.097009 | -0.7324 | 0.233463 |
