| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.384921 | -2.9566 | 0.002233 |
| 2 | -0.213969 | -1.6435 | 0.052797 |
| 3 | 0.347229 | 2.6671 | 0.00493 |
| 4 | -0.160154 | -1.2302 | 0.111759 |
| 5 | -0.0569 | -0.4371 | 0.331834 |
| 6 | 0.244776 | 1.8802 | 0.032513 |
| 7 | -0.245877 | -1.8886 | 0.031931 |
| 8 | 0.067141 | 0.5157 | 0.303988 |
| 9 | 0.183011 | 1.4057 | 0.082524 |
| 10 | -0.283996 | -2.1814 | 0.016575 |
| 11 | -0.074876 | -0.5751 | 0.283694 |
| 12 | 0.422339 | 3.244 | 0.000971 |
| 13 | -0.233336 | -1.7923 | 0.039107 |
| 14 | -0.090318 | -0.6937 | 0.245282 |
| 15 | 0.031995 | 0.2458 | 0.40336 |
| 16 | 0.032521 | 0.2498 | 0.401806 |
| 17 | -0.00164 | -0.0126 | 0.494996 |
| 18 | -0.074183 | -0.5698 | 0.285485 |
| 19 | 0.08251 | 0.6338 | 0.264339 |
| 20 | 0.033727 | 0.2591 | 0.398245 |
| 21 | -0.121398 | -0.9325 | 0.177446 |
| 22 | 0.049826 | 0.3827 | 0.35165 |
| 23 | -0.098184 | -0.7542 | 0.226874 |
| 24 | 0.099756 | 0.7662 | 0.223294 |
| 25 | 0.150414 | 1.1554 | 0.126301 |
| 26 | -0.258431 | -1.985 | 0.025897 |
| 27 | 0.021057 | 0.1617 | 0.436031 |
| 28 | 0.175716 | 1.3497 | 0.091134 |
| 29 | -0.128513 | -0.9871 | 0.163805 |
| 30 | -0.049035 | -0.3766 | 0.353893 |
| 31 | 0.243843 | 1.873 | 0.033013 |
| 32 | -0.168172 | -1.2918 | 0.100739 |
| 33 | -0.022336 | -0.1716 | 0.432182 |
| 34 | 0.152582 | 1.172 | 0.122953 |
| 35 | -0.231682 | -1.7796 | 0.040148 |
| 36 | 0.125491 | 0.9639 | 0.169512 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.384921 | -2.9566 | 0.002233 |
| 2 | -0.425121 | -3.2654 | 0.000911 |
| 3 | 0.094882 | 0.7288 | 0.234503 |
| 4 | -0.039022 | -0.2997 | 0.382717 |
| 5 | -0.002992 | -0.023 | 0.490872 |
| 6 | 0.171657 | 1.3185 | 0.096212 |
| 7 | -0.08859 | -0.6805 | 0.249434 |
| 8 | 0.034013 | 0.2613 | 0.397401 |
| 9 | 0.099809 | 0.7667 | 0.223173 |
| 10 | -0.109756 | -0.843 | 0.201303 |
| 11 | -0.298142 | -2.2901 | 0.012805 |
| 12 | 0.200398 | 1.5393 | 0.064541 |
| 13 | 0.127977 | 0.983 | 0.164808 |
| 14 | 0.0125 | 0.096 | 0.461917 |
| 15 | -0.310537 | -2.3853 | 0.010148 |
| 16 | 0.029816 | 0.229 | 0.409821 |
| 17 | 0.04862 | 0.3735 | 0.355073 |
| 18 | -0.193704 | -1.4879 | 0.071056 |
| 19 | 0.143099 | 1.0992 | 0.138081 |
| 20 | 0.126291 | 0.9701 | 0.167988 |
| 21 | -0.171067 | -1.314 | 0.096968 |
| 22 | -0.062744 | -0.4819 | 0.315813 |
| 23 | 0.009292 | 0.0714 | 0.471672 |
| 24 | -0.062203 | -0.4778 | 0.317282 |
| 25 | 0.056105 | 0.431 | 0.334036 |
| 26 | -0.008023 | -0.0616 | 0.475534 |
| 27 | 0.103353 | 0.7939 | 0.215227 |
| 28 | -0.156726 | -1.2038 | 0.116731 |
| 29 | 0.005287 | 0.0406 | 0.483871 |
| 30 | 0.057817 | 0.4441 | 0.329296 |
| 31 | 0.106292 | 0.8164 | 0.208765 |
| 32 | -0.069767 | -0.5359 | 0.297024 |
| 33 | 0.025052 | 0.1924 | 0.424035 |
| 34 | 0.144217 | 1.1078 | 0.136233 |
| 35 | -0.137462 | -1.0559 | 0.147667 |
| 36 | -0.142143 | -1.0918 | 0.139675 |
