| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.399843 | -2.7119 | 0.004689 |
| 2 | 0.120517 | 0.8174 | 0.208961 |
| 3 | -0.09434 | -0.6398 | 0.262725 |
| 4 | 0.116402 | 0.7895 | 0.216941 |
| 5 | -0.174372 | -1.1826 | 0.121513 |
| 6 | 0.123805 | 0.8397 | 0.202714 |
| 7 | 0.079361 | 0.5382 | 0.2965 |
| 8 | -0.310185 | -2.1038 | 0.020447 |
| 9 | 0.067047 | 0.4547 | 0.325719 |
| 10 | 0.028741 | 0.1949 | 0.423152 |
| 11 | 0.044278 | 0.3003 | 0.382648 |
| 12 | -0.197039 | -1.3364 | 0.093999 |
| 13 | 0.084551 | 0.5735 | 0.284566 |
| 14 | -0.131561 | -0.8923 | 0.18844 |
| 15 | 0.033021 | 0.224 | 0.411891 |
| 16 | 0.092842 | 0.6297 | 0.266008 |
| 17 | 0.177383 | 1.2031 | 0.117553 |
| 18 | -0.187051 | -1.2686 | 0.105476 |
| 19 | 0.058791 | 0.3987 | 0.345965 |
| 20 | 0.047006 | 0.3188 | 0.375656 |
| 21 | -0.030281 | -0.2054 | 0.419092 |
| 22 | -0.043296 | -0.2936 | 0.385175 |
| 23 | 0.057344 | 0.3889 | 0.349563 |
| 24 | -0.042276 | -0.2867 | 0.387804 |
| 25 | -0.073423 | -0.498 | 0.310437 |
| 26 | 0.161614 | 1.0961 | 0.139365 |
| 27 | -0.055675 | -0.3776 | 0.353731 |
| 28 | -0.037824 | -0.2565 | 0.39934 |
| 29 | -0.075314 | -0.5108 | 0.305966 |
| 30 | 0.0326 | 0.2211 | 0.412996 |
| 31 | 0.018667 | 0.1266 | 0.449903 |
| 32 | 0.006658 | 0.0452 | 0.482088 |
| 33 | 0.068669 | 0.4657 | 0.321801 |
| 34 | -0.094187 | -0.6388 | 0.263059 |
| 35 | 0.089546 | 0.6073 | 0.27331 |
| 36 | -0.028304 | -0.192 | 0.424306 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.399843 | -2.7119 | 0.004689 |
| 2 | -0.046847 | -0.3177 | 0.376063 |
| 3 | -0.074707 | -0.5067 | 0.307397 |
| 4 | 0.067331 | 0.4567 | 0.325032 |
| 5 | -0.120748 | -0.819 | 0.208517 |
| 6 | 0.007473 | 0.0507 | 0.479899 |
| 7 | 0.172887 | 1.1726 | 0.123502 |
| 8 | -0.294737 | -1.999 | 0.025768 |
| 9 | -0.177509 | -1.2039 | 0.117389 |
| 10 | 0.005659 | 0.0384 | 0.484776 |
| 11 | 0.055088 | 0.3736 | 0.3552 |
| 12 | -0.167268 | -1.1345 | 0.131239 |
| 13 | -0.195531 | -1.3262 | 0.095668 |
| 14 | -0.153899 | -1.0438 | 0.151017 |
| 15 | -0.019276 | -0.1307 | 0.448276 |
| 16 | 0.024555 | 0.1665 | 0.434231 |
| 17 | 0.184173 | 1.2491 | 0.10897 |
| 18 | -0.017774 | -0.1205 | 0.452286 |
| 19 | -0.018984 | -0.1288 | 0.449057 |
| 20 | 0.002843 | 0.0193 | 0.492348 |
| 21 | -0.071495 | -0.4849 | 0.315024 |
| 22 | -0.142551 | -0.9668 | 0.169342 |
| 23 | -0.082843 | -0.5619 | 0.288466 |
| 24 | -0.001904 | -0.0129 | 0.494877 |
| 25 | 0.026593 | 0.1804 | 0.428829 |
| 26 | 0.058143 | 0.3943 | 0.347574 |
| 27 | -0.021931 | -0.1487 | 0.441204 |
| 28 | -0.015833 | -0.1074 | 0.457476 |
| 29 | -0.034953 | -0.2371 | 0.40683 |
| 30 | -0.093612 | -0.6349 | 0.264316 |
| 31 | 0.076323 | 0.5177 | 0.303591 |
| 32 | 0.007293 | 0.0495 | 0.480382 |
| 33 | -0.008656 | -0.0587 | 0.476719 |
| 34 | -0.086317 | -0.5854 | 0.28056 |
| 35 | 0.061788 | 0.4191 | 0.338559 |
| 36 | 0.025214 | 0.171 | 0.432482 |
