| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.402133 | -3.1149 | 0.00141 |
| 2 | -0.226814 | -1.7569 | 0.042019 |
| 3 | 0.400886 | 3.1052 | 0.001451 |
| 4 | -0.34663 | -2.685 | 0.004682 |
| 5 | -0.06968 | -0.5397 | 0.295687 |
| 6 | 0.403334 | 3.1242 | 0.001373 |
| 7 | -0.21625 | -1.6751 | 0.049563 |
| 8 | -0.051543 | -0.3993 | 0.345562 |
| 9 | 0.154543 | 1.1971 | 0.117992 |
| 10 | -0.188616 | -1.461 | 0.074614 |
| 11 | -0.103204 | -0.7994 | 0.213602 |
| 12 | 0.359736 | 2.7865 | 0.003561 |
| 13 | -0.111755 | -0.8657 | 0.195064 |
| 14 | -0.075649 | -0.586 | 0.280046 |
| 15 | 0.084913 | 0.6577 | 0.256612 |
| 16 | -0.151482 | -1.1734 | 0.122642 |
| 17 | 0.025782 | 0.1997 | 0.421193 |
| 18 | 0.12385 | 0.9593 | 0.170619 |
| 19 | -0.032708 | -0.2534 | 0.40043 |
| 20 | -0.132388 | -1.0255 | 0.154628 |
| 21 | 0.059008 | 0.4571 | 0.324634 |
| 22 | -0.009639 | -0.0747 | 0.470365 |
| 23 | -0.094769 | -0.7341 | 0.232881 |
| 24 | 0.14454 | 1.1196 | 0.133673 |
| 25 | 0.107628 | 0.8337 | 0.203884 |
| 26 | -0.214699 | -1.6631 | 0.050759 |
| 27 | 0.078822 | 0.6106 | 0.2719 |
| 28 | 0.00545 | 0.0422 | 0.483233 |
| 29 | -0.080968 | -0.6272 | 0.266463 |
| 30 | 0.072791 | 0.5638 | 0.287484 |
| 31 | 0.126739 | 0.9817 | 0.165091 |
| 32 | -0.238999 | -1.8513 | 0.034526 |
| 33 | 0.032959 | 0.2553 | 0.399681 |
| 34 | 0.107536 | 0.833 | 0.204082 |
| 35 | -0.197234 | -1.5278 | 0.065912 |
| 36 | 0.148238 | 1.1482 | 0.127712 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.402133 | -3.1149 | 0.00141 |
| 2 | -0.463475 | -3.5901 | 0.000333 |
| 3 | 0.123096 | 0.9535 | 0.172081 |
| 4 | -0.266513 | -2.0644 | 0.021655 |
| 5 | -0.258007 | -1.9985 | 0.025099 |
| 6 | 0.099172 | 0.7682 | 0.222696 |
| 7 | 0.102678 | 0.7953 | 0.214776 |
| 8 | 0.041943 | 0.3249 | 0.373197 |
| 9 | -0.059697 | -0.4624 | 0.322729 |
| 10 | -0.048027 | -0.372 | 0.355597 |
| 11 | -0.241406 | -1.8699 | 0.033188 |
| 12 | 0.12817 | 0.9928 | 0.162397 |
| 13 | 0.139088 | 1.0774 | 0.142813 |
| 14 | 0.146444 | 1.1344 | 0.130579 |
| 15 | -0.099158 | -0.7681 | 0.222727 |
| 16 | -0.083711 | -0.6484 | 0.259594 |
| 17 | 0.06005 | 0.4651 | 0.321756 |
| 18 | -0.012827 | -0.0994 | 0.460593 |
| 19 | 0.036172 | 0.2802 | 0.390149 |
| 20 | -0.294147 | -2.2785 | 0.013137 |
| 21 | -0.162771 | -1.2608 | 0.106128 |
| 22 | -0.059831 | -0.4634 | 0.32236 |
| 23 | 0.026896 | 0.2083 | 0.417836 |
| 24 | -0.066727 | -0.5169 | 0.303576 |
| 25 | 0.084615 | 0.6554 | 0.257349 |
| 26 | -0.054763 | -0.4242 | 0.336473 |
| 27 | 0.016913 | 0.131 | 0.448104 |
| 28 | 0.03651 | 0.2828 | 0.389151 |
| 29 | 0.06504 | 0.5038 | 0.308125 |
| 30 | -0.125809 | -0.9745 | 0.166858 |
| 31 | -0.003262 | -0.0253 | 0.489964 |
| 32 | -0.059615 | -0.4618 | 0.322957 |
| 33 | -0.058249 | -0.4512 | 0.326737 |
| 34 | -0.020199 | -0.1565 | 0.438097 |
| 35 | -0.179141 | -1.3876 | 0.085193 |
| 36 | -0.067941 | -0.5263 | 0.30032 |
