| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.322076 | -2.4529 | 0.0086 |
| 2 | -0.290326 | -2.2111 | 0.015494 |
| 3 | 0.150722 | 1.1479 | 0.127869 |
| 4 | 0.094362 | 0.7186 | 0.237623 |
| 5 | -0.11169 | -0.8506 | 0.199244 |
| 6 | 0.150809 | 1.1485 | 0.127733 |
| 7 | -0.269987 | -2.0562 | 0.022138 |
| 8 | 0.276662 | 2.107 | 0.019727 |
| 9 | -0.035236 | -0.2683 | 0.394692 |
| 10 | -0.283073 | -2.1558 | 0.017629 |
| 11 | -0.069146 | -0.5266 | 0.30024 |
| 12 | 0.48426 | 3.688 | 0.00025 |
| 13 | -0.143033 | -1.0893 | 0.140262 |
| 14 | -0.213384 | -1.6251 | 0.054783 |
| 15 | -0.004658 | -0.0355 | 0.485911 |
| 16 | 0.215577 | 1.6418 | 0.053023 |
| 17 | -0.119529 | -0.9103 | 0.183215 |
| 18 | -0.018822 | -0.1433 | 0.443256 |
| 19 | 0.032701 | 0.249 | 0.402105 |
| 20 | 0.098723 | 0.7519 | 0.22759 |
| 21 | -0.100812 | -0.7678 | 0.222871 |
| 22 | -0.080915 | -0.6162 | 0.270078 |
| 23 | -0.046701 | -0.3557 | 0.361692 |
| 24 | 0.208425 | 1.5873 | 0.058939 |
| 25 | 0.064642 | 0.4923 | 0.312183 |
| 26 | -0.2625 | -1.9991 | 0.025143 |
| 27 | 0.000741 | 0.0056 | 0.497759 |
| 28 | 0.22305 | 1.6987 | 0.047367 |
| 29 | -0.126254 | -0.9615 | 0.17014 |
| 30 | -0.053904 | -0.4105 | 0.341468 |
| 31 | 0.174543 | 1.3293 | 0.094481 |
| 32 | -0.104083 | -0.7927 | 0.2156 |
| 33 | -0.02956 | -0.2251 | 0.411338 |
| 34 | 0.046196 | 0.3518 | 0.363124 |
| 35 | -0.134916 | -1.0275 | 0.154228 |
| 36 | 0.156354 | 1.1908 | 0.1193 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.322076 | -2.4529 | 0.0086 |
| 2 | -0.439667 | -3.3484 | 0.000716 |
| 3 | -0.173584 | -1.322 | 0.095683 |
| 4 | -0.04445 | -0.3385 | 0.368097 |
| 5 | -0.071163 | -0.542 | 0.29496 |
| 6 | 0.18719 | 1.4256 | 0.079673 |
| 7 | -0.245402 | -1.8689 | 0.033343 |
| 8 | 0.250656 | 1.9089 | 0.030611 |
| 9 | -0.03393 | -0.2584 | 0.398505 |
| 10 | -0.217436 | -1.6559 | 0.051567 |
| 11 | -0.407219 | -3.1013 | 0.001487 |
| 12 | 0.13399 | 1.0204 | 0.155879 |
| 13 | 0.213408 | 1.6253 | 0.054764 |
| 14 | -0.034372 | -0.2618 | 0.397212 |
| 15 | -0.062954 | -0.4794 | 0.316712 |
| 16 | 0.02957 | 0.2252 | 0.411307 |
| 17 | -0.052664 | -0.4011 | 0.344918 |
| 18 | -0.157112 | -1.1965 | 0.118179 |
| 19 | 0.142499 | 1.0852 | 0.141153 |
| 20 | -0.011607 | -0.0884 | 0.464934 |
| 21 | -0.114832 | -0.8745 | 0.192717 |
| 22 | -0.008722 | -0.0664 | 0.473634 |
| 23 | 0.062466 | 0.4757 | 0.318027 |
| 24 | -0.168826 | -1.2857 | 0.101822 |
| 25 | 0.049228 | 0.3749 | 0.354548 |
| 26 | 0.025565 | 0.1947 | 0.423155 |
| 27 | -0.02898 | -0.2207 | 0.413049 |
| 28 | -0.056529 | -0.4305 | 0.33421 |
| 29 | 0.066521 | 0.5066 | 0.307175 |
| 30 | 0.030539 | 0.2326 | 0.408455 |
| 31 | 0.013717 | 0.1045 | 0.458579 |
| 32 | -0.082658 | -0.6295 | 0.265744 |
| 33 | -0.045403 | -0.3458 | 0.365379 |
| 34 | 0.076604 | 0.5834 | 0.280944 |
| 35 | -0.142109 | -1.0823 | 0.141806 |
| 36 | 0.04846 | 0.3691 | 0.356714 |
