| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.569446 | -3.8622 | 0.000175 |
| 2 | 0.087153 | 0.5911 | 0.278672 |
| 3 | 0.351637 | 2.3849 | 0.01063 |
| 4 | -0.350206 | -2.3752 | 0.010881 |
| 5 | 0.15499 | 1.0512 | 0.149331 |
| 6 | 0.156007 | 1.0581 | 0.147769 |
| 7 | -0.381841 | -2.5898 | 0.006409 |
| 8 | 0.305933 | 2.0749 | 0.021806 |
| 9 | -0.153486 | -1.041 | 0.151659 |
| 10 | -0.078724 | -0.5339 | 0.29798 |
| 11 | 0.156064 | 1.0585 | 0.147683 |
| 12 | -0.12861 | -0.8723 | 0.193795 |
| 13 | 0.004633 | 0.0314 | 0.487535 |
| 14 | 0.041246 | 0.2797 | 0.390463 |
| 15 | 0.049561 | 0.3361 | 0.369148 |
| 16 | -0.167768 | -1.1379 | 0.130536 |
| 17 | 0.163933 | 1.1118 | 0.13599 |
| 18 | -0.090215 | -0.6119 | 0.271818 |
| 19 | -0.070066 | -0.4752 | 0.318443 |
| 20 | 0.16377 | 1.1107 | 0.136226 |
| 21 | -0.085068 | -0.577 | 0.28339 |
| 22 | -0.192005 | -1.3022 | 0.099658 |
| 23 | 0.372149 | 2.524 | 0.007559 |
| 24 | -0.330426 | -2.2411 | 0.014946 |
| 25 | 0.147494 | 1.0004 | 0.161186 |
| 26 | 0.051784 | 0.3512 | 0.363515 |
| 27 | -0.143873 | -0.9758 | 0.167136 |
| 28 | 0.102456 | 0.6949 | 0.245311 |
| 29 | 0.016165 | 0.1096 | 0.456587 |
| 30 | -0.1305 | -0.8851 | 0.190355 |
| 31 | 0.152337 | 1.0332 | 0.153456 |
| 32 | -0.14042 | -0.9524 | 0.172943 |
| 33 | 0.045621 | 0.3094 | 0.379202 |
| 34 | 0.065453 | 0.4439 | 0.32959 |
| 35 | -0.13652 | -0.9259 | 0.179659 |
| 36 | 0.063023 | 0.4274 | 0.335526 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.569446 | -3.8622 | 0.000175 |
| 2 | -0.350902 | -2.3799 | 0.010759 |
| 3 | 0.369371 | 2.5052 | 0.007921 |
| 4 | 0.177597 | 1.2045 | 0.117274 |
| 5 | -0.027544 | -0.1868 | 0.426316 |
| 6 | 0.103437 | 0.7015 | 0.243249 |
| 7 | -0.234786 | -1.5924 | 0.059073 |
| 8 | -0.137404 | -0.9319 | 0.178121 |
| 9 | -0.158649 | -1.076 | 0.143767 |
| 10 | 0.001479 | 0.01 | 0.496019 |
| 11 | 0.048477 | 0.3288 | 0.371905 |
| 12 | 0.091623 | 0.6214 | 0.268697 |
| 13 | 0.063567 | 0.4311 | 0.334192 |
| 14 | -0.147252 | -0.9987 | 0.161579 |
| 15 | 0.164672 | 1.1169 | 0.134927 |
| 16 | -0.172743 | -1.1716 | 0.123696 |
| 17 | -0.091275 | -0.6191 | 0.269465 |
| 18 | -0.114055 | -0.7736 | 0.221575 |
| 19 | -0.092512 | -0.6274 | 0.266734 |
| 20 | 0.10816 | 0.7336 | 0.233464 |
| 21 | 0.203797 | 1.3822 | 0.08679 |
| 22 | -0.16002 | -1.0853 | 0.14172 |
| 23 | -0.030454 | -0.2065 | 0.418638 |
| 24 | -0.017742 | -0.1203 | 0.452371 |
| 25 | 0.048662 | 0.33 | 0.371434 |
| 26 | -0.12331 | -0.8363 | 0.203647 |
| 27 | 0.056375 | 0.3824 | 0.35198 |
| 28 | -0.01781 | -0.1208 | 0.452192 |
| 29 | -0.072111 | -0.4891 | 0.313554 |
| 30 | -0.008074 | -0.0548 | 0.478284 |
| 31 | -0.022178 | -0.1504 | 0.440545 |
| 32 | -0.082616 | -0.5603 | 0.288988 |
| 33 | 0.011369 | 0.0771 | 0.469435 |
| 34 | 0.092203 | 0.6254 | 0.267415 |
| 35 | -0.078205 | -0.5304 | 0.299188 |
| 36 | -0.114782 | -0.7785 | 0.220134 |
