| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.370095 | -3.0742 | 0.001511 |
| 2 | -0.048806 | -0.4054 | 0.343214 |
| 3 | 0.064691 | 0.5374 | 0.296374 |
| 4 | -0.009779 | -0.0812 | 0.467747 |
| 5 | -0.17833 | -1.4813 | 0.071537 |
| 6 | 0.245089 | 2.0359 | 0.022803 |
| 7 | -0.259298 | -2.1539 | 0.017372 |
| 8 | -0.073696 | -0.6122 | 0.271219 |
| 9 | 0.085302 | 0.7086 | 0.24049 |
| 10 | -0.011456 | -0.0952 | 0.462231 |
| 11 | 0.042743 | 0.3551 | 0.361817 |
| 12 | 0.037315 | 0.31 | 0.378761 |
| 13 | -0.136912 | -1.1373 | 0.129679 |
| 14 | 0.206925 | 1.7188 | 0.045063 |
| 15 | -0.063792 | -0.5299 | 0.298944 |
| 16 | 0.021666 | 0.18 | 0.428851 |
| 17 | -0.028109 | -0.2335 | 0.408036 |
| 18 | 0.074338 | 0.6175 | 0.269469 |
| 19 | -0.173857 | -1.4442 | 0.076609 |
| 20 | 0.114949 | 0.9548 | 0.171497 |
| 21 | -0.075108 | -0.6239 | 0.267377 |
| 22 | 0.031204 | 0.2592 | 0.398128 |
| 23 | 0.005279 | 0.0438 | 0.482575 |
| 24 | -0.078808 | -0.6546 | 0.257441 |
| 25 | 0.03586 | 0.2979 | 0.383345 |
| 26 | 0.097581 | 0.8106 | 0.210199 |
| 27 | -0.063349 | -0.5262 | 0.300213 |
| 28 | 0.030828 | 0.2561 | 0.399328 |
| 29 | 0.012791 | 0.1063 | 0.457845 |
| 30 | -0.068529 | -0.5692 | 0.28552 |
| 31 | 0.063708 | 0.5292 | 0.299183 |
| 32 | 0.001021 | 0.0085 | 0.496628 |
| 33 | -0.002122 | -0.0176 | 0.492994 |
| 34 | -0.022169 | -0.1841 | 0.427219 |
| 35 | 0.022715 | 0.1887 | 0.425447 |
| 36 | -0.094198 | -0.7825 | 0.21831 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.370095 | -3.0742 | 0.001511 |
| 2 | -0.215261 | -1.7881 | 0.039076 |
| 3 | -0.044867 | -0.3727 | 0.355259 |
| 4 | -0.009928 | -0.0825 | 0.467256 |
| 5 | -0.211289 | -1.7551 | 0.041841 |
| 6 | 0.106168 | 0.8819 | 0.190447 |
| 7 | -0.203773 | -1.6927 | 0.047515 |
| 8 | -0.264503 | -2.1971 | 0.015686 |
| 9 | -0.163578 | -1.3588 | 0.089321 |
| 10 | -0.142382 | -1.1827 | 0.120491 |
| 11 | 0.025482 | 0.2117 | 0.416494 |
| 12 | -0.066083 | -0.5489 | 0.292413 |
| 13 | -0.194988 | -1.6197 | 0.05493 |
| 14 | 0.080606 | 0.6696 | 0.252685 |
| 15 | -0.093125 | -0.7736 | 0.220919 |
| 16 | 0.000992 | 0.0082 | 0.496726 |
| 17 | -0.082549 | -0.6857 | 0.2476 |
| 18 | 0.058386 | 0.485 | 0.31461 |
| 19 | -0.050122 | -0.4163 | 0.339224 |
| 20 | -0.100497 | -0.8348 | 0.203359 |
| 21 | -0.058441 | -0.4854 | 0.314448 |
| 22 | 0.007011 | 0.0582 | 0.476864 |
| 23 | 0.039061 | 0.3245 | 0.373284 |
| 24 | -0.163135 | -1.3551 | 0.089903 |
| 25 | -0.064491 | -0.5357 | 0.296945 |
| 26 | 0.048861 | 0.4059 | 0.343048 |
| 27 | -0.017503 | -0.1454 | 0.442415 |
| 28 | -0.042121 | -0.3499 | 0.363747 |
| 29 | -0.043348 | -0.3601 | 0.359946 |
| 30 | -0.028424 | -0.2361 | 0.407024 |
| 31 | 0.016334 | 0.1357 | 0.446234 |
| 32 | -0.127289 | -1.0573 | 0.147022 |
| 33 | 0.10254 | 0.8518 | 0.198648 |
| 34 | 0.018637 | 0.1548 | 0.438711 |
| 35 | 0.068622 | 0.57 | 0.285258 |
| 36 | -0.141908 | -1.1788 | 0.121269 |
