| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.522543 | -3.6203 | 0.000354 |
| 2 | -0.077373 | -0.5361 | 0.297198 |
| 3 | 0.417831 | 2.8948 | 0.002847 |
| 4 | -0.447255 | -3.0987 | 0.001623 |
| 5 | 0.112119 | 0.7768 | 0.22055 |
| 6 | 0.167584 | 1.1611 | 0.125681 |
| 7 | -0.294356 | -2.0394 | 0.02347 |
| 8 | 0.330962 | 2.293 | 0.013136 |
| 9 | -0.138835 | -0.9619 | 0.170467 |
| 10 | -0.043515 | -0.3015 | 0.382174 |
| 11 | 0.172211 | 1.1931 | 0.119345 |
| 12 | -0.299081 | -2.0721 | 0.021826 |
| 13 | 0.088337 | 0.612 | 0.271707 |
| 14 | 0.10097 | 0.6995 | 0.243795 |
| 15 | -0.131818 | -0.9133 | 0.182834 |
| 16 | 0.068387 | 0.4738 | 0.318895 |
| 17 | 0.095805 | 0.6638 | 0.255011 |
| 18 | -0.086115 | -0.5966 | 0.276783 |
| 19 | -0.069418 | -0.4809 | 0.316372 |
| 20 | 0.115731 | 0.8018 | 0.213308 |
| 21 | -0.084837 | -0.5878 | 0.279722 |
| 22 | -0.03875 | -0.2685 | 0.394745 |
| 23 | 0.212825 | 1.4745 | 0.073438 |
| 24 | -0.208725 | -1.4461 | 0.077326 |
| 25 | 0.050046 | 0.3467 | 0.365155 |
| 26 | 0.08899 | 0.6165 | 0.270225 |
| 27 | -0.123334 | -0.8545 | 0.198541 |
| 28 | 0.011899 | 0.0824 | 0.46732 |
| 29 | 0.06011 | 0.4165 | 0.339466 |
| 30 | -0.119137 | -0.8254 | 0.206613 |
| 31 | 0.152632 | 1.0575 | 0.147796 |
| 32 | -0.097371 | -0.6746 | 0.251581 |
| 33 | 0.014199 | 0.0984 | 0.461024 |
| 34 | 0.044208 | 0.3063 | 0.380356 |
| 35 | -0.083169 | -0.5762 | 0.283582 |
| 36 | 0.051287 | 0.3553 | 0.361949 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.522543 | -3.6203 | 0.000354 |
| 2 | -0.482047 | -3.3397 | 0.000814 |
| 3 | 0.189992 | 1.3163 | 0.097161 |
| 4 | -0.16467 | -1.1409 | 0.129793 |
| 5 | -0.184144 | -1.2758 | 0.104085 |
| 6 | -0.088362 | -0.6122 | 0.271651 |
| 7 | -0.123388 | -0.8549 | 0.198438 |
| 8 | 0.204829 | 1.4191 | 0.081166 |
| 9 | 0.023546 | 0.1631 | 0.43555 |
| 10 | 0.107156 | 0.7424 | 0.230733 |
| 11 | 0.044307 | 0.307 | 0.380099 |
| 12 | -0.179285 | -1.2421 | 0.110113 |
| 13 | -0.237292 | -1.644 | 0.053355 |
| 14 | -0.161785 | -1.1209 | 0.133958 |
| 15 | 0.07893 | 0.5468 | 0.29351 |
| 16 | -0.134561 | -0.9323 | 0.177932 |
| 17 | 0.016285 | 0.1128 | 0.455321 |
| 18 | 0.083113 | 0.5758 | 0.283711 |
| 19 | -0.122751 | -0.8504 | 0.199651 |
| 20 | 0.043074 | 0.2984 | 0.383333 |
| 21 | 0.019478 | 0.1349 | 0.446609 |
| 22 | 0.037483 | 0.2597 | 0.398106 |
| 23 | 0.163437 | 1.1323 | 0.131562 |
| 24 | -0.112163 | -0.7771 | 0.220461 |
| 25 | -0.181758 | -1.2593 | 0.107013 |
| 26 | -0.204323 | -1.4156 | 0.081676 |
| 27 | 0.111499 | 0.7725 | 0.221807 |
| 28 | -0.122468 | -0.8485 | 0.200189 |
| 29 | -0.038728 | -0.2683 | 0.394803 |
| 30 | -0.105989 | -0.7343 | 0.233166 |
| 31 | -0.073563 | -0.5097 | 0.306312 |
| 32 | -0.027897 | -0.1933 | 0.42378 |
| 33 | 0.026985 | 0.187 | 0.42624 |
| 34 | 0.032811 | 0.2273 | 0.410569 |
| 35 | 0.025208 | 0.1746 | 0.431046 |
| 36 | -0.007293 | -0.0505 | 0.479956 |
