| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.51351 | -3.5577 | 0.000427 |
| 2 | 0.131834 | 0.9134 | 0.182806 |
| 3 | -0.111059 | -0.7694 | 0.222701 |
| 4 | 0.138352 | 0.9585 | 0.171299 |
| 5 | -0.116163 | -0.8048 | 0.212451 |
| 6 | -0.042263 | -0.2928 | 0.385466 |
| 7 | 0.015315 | 0.1061 | 0.457971 |
| 8 | 0.138925 | 0.9625 | 0.17031 |
| 9 | -0.068382 | -0.4738 | 0.318908 |
| 10 | 0.043762 | 0.3032 | 0.381528 |
| 11 | 0.090087 | 0.6241 | 0.267746 |
| 12 | -0.296238 | -2.0524 | 0.022803 |
| 13 | 0.121462 | 0.8415 | 0.202116 |
| 14 | -0.084623 | -0.5863 | 0.280216 |
| 15 | 0.154156 | 1.068 | 0.145427 |
| 16 | -0.257832 | -1.7863 | 0.040183 |
| 17 | 0.213739 | 1.4808 | 0.072593 |
| 18 | -0.038852 | -0.2692 | 0.394474 |
| 19 | 0.077938 | 0.54 | 0.295857 |
| 20 | -0.210732 | -1.46 | 0.075403 |
| 21 | 0.068286 | 0.4731 | 0.319143 |
| 22 | -0.0084 | -0.0582 | 0.476918 |
| 23 | 0.044382 | 0.3075 | 0.379902 |
| 24 | -0.099791 | -0.6914 | 0.246331 |
| 25 | 0.069129 | 0.4789 | 0.317077 |
| 26 | 0.070944 | 0.4915 | 0.312652 |
| 27 | -0.025111 | -0.174 | 0.431308 |
| 28 | -0.001348 | -0.0093 | 0.496293 |
| 29 | -0.031881 | -0.2209 | 0.413063 |
| 30 | 0.051281 | 0.3553 | 0.361967 |
| 31 | -0.094619 | -0.6555 | 0.257625 |
| 32 | 0.087272 | 0.6046 | 0.274134 |
| 33 | 0.092995 | 0.6443 | 0.261227 |
| 34 | -0.148665 | -1.03 | 0.154091 |
| 35 | 0.093679 | 0.649 | 0.259708 |
| 36 | 0.06309 | 0.4371 | 0.332 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.51351 | -3.5577 | 0.000427 |
| 2 | -0.17908 | -1.2407 | 0.110373 |
| 3 | -0.172861 | -1.1976 | 0.118474 |
| 4 | 0.023594 | 0.1635 | 0.435421 |
| 5 | -0.038379 | -0.2659 | 0.395728 |
| 6 | -0.166342 | -1.1524 | 0.127422 |
| 7 | -0.132911 | -0.9208 | 0.180871 |
| 8 | 0.102665 | 0.7113 | 0.240176 |
| 9 | 0.106095 | 0.735 | 0.232944 |
| 10 | 0.115594 | 0.8009 | 0.213579 |
| 11 | 0.241504 | 1.6732 | 0.050398 |
| 12 | -0.257746 | -1.7857 | 0.040232 |
| 13 | -0.249162 | -1.7262 | 0.045368 |
| 14 | -0.193673 | -1.3418 | 0.092986 |
| 15 | 0.045303 | 0.3139 | 0.37749 |
| 16 | -0.161948 | -1.122 | 0.13372 |
| 17 | -0.072426 | -0.5018 | 0.309058 |
| 18 | -0.092288 | -0.6394 | 0.262804 |
| 19 | -0.011409 | -0.079 | 0.468663 |
| 20 | -0.040015 | -0.2772 | 0.391396 |
| 21 | -0.097276 | -0.6739 | 0.251788 |
| 22 | -0.047783 | -0.3311 | 0.371023 |
| 23 | 0.082522 | 0.5717 | 0.285087 |
| 24 | -0.076763 | -0.5318 | 0.298649 |
| 25 | -0.166572 | -1.154 | 0.127097 |
| 26 | -0.038475 | -0.2666 | 0.395473 |
| 27 | 0.066591 | 0.4614 | 0.323314 |
| 28 | -0.031578 | -0.2188 | 0.413874 |
| 29 | -0.008743 | -0.0606 | 0.475977 |
| 30 | 0.030595 | 0.212 | 0.416514 |
| 31 | -0.024993 | -0.1732 | 0.431629 |
| 32 | -0.082021 | -0.5683 | 0.286255 |
| 33 | 0.199092 | 1.3794 | 0.08709 |
| 34 | -0.056226 | -0.3895 | 0.349297 |
| 35 | 0.026243 | 0.1818 | 0.428246 |
| 36 | 0.063797 | 0.442 | 0.330238 |
