| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.311923 | -3.1657 | 0.001018 |
| 2 | -0.243894 | -2.4752 | 0.007473 |
| 3 | 0.029015 | 0.2945 | 0.384495 |
| 4 | 0.0624 | 0.6333 | 0.263972 |
| 5 | 0.061302 | 0.6222 | 0.267608 |
| 6 | -0.088935 | -0.9026 | 0.184424 |
| 7 | 0.021292 | 0.2161 | 0.414672 |
| 8 | -0.045757 | -0.4644 | 0.321677 |
| 9 | -0.122762 | -1.2459 | 0.107814 |
| 10 | 0.195568 | 1.9848 | 0.024913 |
| 11 | 0.209204 | 2.1232 | 0.018067 |
| 12 | -0.304162 | -3.0869 | 0.001299 |
| 13 | -0.112764 | -1.1444 | 0.127548 |
| 14 | 0.06639 | 0.6738 | 0.25098 |
| 15 | 0.157076 | 1.5941 | 0.056984 |
| 16 | -0.132939 | -1.3492 | 0.090118 |
| 17 | 0.080144 | 0.8134 | 0.208941 |
| 18 | -0.045149 | -0.4582 | 0.323882 |
| 19 | -0.061402 | -0.6232 | 0.267276 |
| 20 | 0.13913 | 1.412 | 0.08048 |
| 21 | -0.036035 | -0.3657 | 0.357663 |
| 22 | 0.101054 | 1.0256 | 0.153744 |
| 23 | -0.153559 | -1.5585 | 0.061097 |
| 24 | -0.106713 | -1.083 | 0.140665 |
| 25 | 0.215191 | 2.1839 | 0.015617 |
| 26 | -0.021138 | -0.2145 | 0.41528 |
| 27 | -0.039896 | -0.4049 | 0.343194 |
| 28 | 0.057205 | 0.5806 | 0.2814 |
| 29 | -0.193429 | -1.9631 | 0.026166 |
| 30 | 0.162131 | 1.6455 | 0.051462 |
| 31 | 0.015305 | 0.1553 | 0.438432 |
| 32 | -0.035065 | -0.3559 | 0.361333 |
| 33 | 0.019185 | 0.1947 | 0.423005 |
| 34 | -0.166351 | -1.6883 | 0.047192 |
| 35 | 0.156072 | 1.584 | 0.058135 |
| 36 | -0.007216 | -0.0732 | 0.47088 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.311923 | -3.1657 | 0.001018 |
| 2 | -0.377964 | -3.8359 | 0.000108 |
| 3 | -0.250354 | -2.5408 | 0.006275 |
| 4 | -0.163946 | -1.6639 | 0.049589 |
| 5 | -0.028594 | -0.2902 | 0.386124 |
| 6 | -0.086127 | -0.8741 | 0.192051 |
| 7 | -0.012446 | -0.1263 | 0.449866 |
| 8 | -0.102901 | -1.0443 | 0.149389 |
| 9 | -0.278423 | -2.8257 | 0.002834 |
| 10 | -0.061432 | -0.6235 | 0.267179 |
| 11 | 0.261231 | 2.6512 | 0.004644 |
| 12 | -0.017288 | -0.1755 | 0.430534 |
| 13 | -0.134542 | -1.3655 | 0.087542 |
| 14 | -0.239046 | -2.4261 | 0.008501 |
| 15 | -0.128355 | -1.3027 | 0.097798 |
| 16 | -0.25712 | -2.6095 | 0.005209 |
| 17 | 0.038701 | 0.3928 | 0.347649 |
| 18 | -0.049642 | -0.5038 | 0.307735 |
| 19 | -0.098734 | -1.002 | 0.159336 |
| 20 | 0.003184 | 0.0323 | 0.487144 |
| 21 | -0.215431 | -2.1864 | 0.015526 |
| 22 | 0.011094 | 0.1126 | 0.455288 |
| 23 | 0.096355 | 0.9779 | 0.165209 |
| 24 | -0.06969 | -0.7073 | 0.240495 |
| 25 | 0.003663 | 0.0372 | 0.48521 |
| 26 | -0.082341 | -0.8357 | 0.202639 |
| 27 | -0.072682 | -0.7376 | 0.231206 |
| 28 | 0.051608 | 0.5238 | 0.300784 |
| 29 | -0.125387 | -1.2725 | 0.103024 |
| 30 | 0.003927 | 0.0399 | 0.484141 |
| 31 | -0.015915 | -0.1615 | 0.436 |
| 32 | -0.045232 | -0.4591 | 0.323581 |
| 33 | 0.008616 | 0.0874 | 0.465244 |
| 34 | -0.078184 | -0.7935 | 0.214661 |
| 35 | 0.084238 | 0.8549 | 0.197288 |
| 36 | -0.052099 | -0.5287 | 0.29906 |
