| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.487788 | -3.3795 | 0.000725 |
| 2 | 0.067217 | 0.4657 | 0.321771 |
| 3 | 0.392045 | 2.7162 | 0.004577 |
| 4 | -0.327154 | -2.2666 | 0.01398 |
| 5 | 0.096154 | 0.6662 | 0.254244 |
| 6 | 0.248398 | 1.721 | 0.04585 |
| 7 | -0.393011 | -2.7229 | 0.004498 |
| 8 | 0.23528 | 1.6301 | 0.054816 |
| 9 | 0.053482 | 0.3705 | 0.356307 |
| 10 | -0.280161 | -1.941 | 0.029071 |
| 11 | 0.265357 | 1.8384 | 0.036094 |
| 12 | -0.145572 | -1.0086 | 0.159124 |
| 13 | -0.157012 | -1.0878 | 0.141055 |
| 14 | 0.222879 | 1.5441 | 0.06456 |
| 15 | -0.112807 | -0.7816 | 0.219158 |
| 16 | -0.120318 | -0.8336 | 0.204322 |
| 17 | 0.188725 | 1.3075 | 0.098632 |
| 18 | -0.167186 | -1.1583 | 0.126236 |
| 19 | -0.065734 | -0.4554 | 0.325432 |
| 20 | 0.208625 | 1.4454 | 0.077422 |
| 21 | -0.234928 | -1.6276 | 0.055076 |
| 22 | 0.00481 | 0.0333 | 0.486777 |
| 23 | 0.256149 | 1.7747 | 0.041148 |
| 24 | -0.318896 | -2.2094 | 0.015977 |
| 25 | 0.247428 | 1.7142 | 0.046469 |
| 26 | -0.043049 | -0.2982 | 0.3834 |
| 27 | -0.10915 | -0.7562 | 0.226608 |
| 28 | 0.109926 | 0.7616 | 0.225016 |
| 29 | 0.035824 | 0.2482 | 0.402522 |
| 30 | -0.137071 | -0.9497 | 0.173523 |
| 31 | 0.162409 | 1.1252 | 0.133049 |
| 32 | -0.10134 | -0.7021 | 0.243003 |
| 33 | 0.046638 | 0.3231 | 0.374006 |
| 34 | 0.025386 | 0.1759 | 0.430565 |
| 35 | -0.101221 | -0.7013 | 0.243257 |
| 36 | 0.0463 | 0.3208 | 0.374886 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.487788 | -3.3795 | 0.000725 |
| 2 | -0.224024 | -1.5521 | 0.063606 |
| 3 | 0.446108 | 3.0907 | 0.00166 |
| 4 | 0.142302 | 0.9859 | 0.164564 |
| 5 | -0.117622 | -0.8149 | 0.209575 |
| 6 | 0.117197 | 0.812 | 0.210411 |
| 7 | -0.152036 | -1.0533 | 0.14873 |
| 8 | -0.088388 | -0.6124 | 0.271593 |
| 9 | 0.062145 | 0.4306 | 0.33436 |
| 10 | -0.018788 | -0.1302 | 0.448488 |
| 11 | 0.018616 | 0.129 | 0.448957 |
| 12 | -0.114959 | -0.7965 | 0.214844 |
| 13 | -0.162133 | -1.1233 | 0.13345 |
| 14 | -0.056676 | -0.3927 | 0.348155 |
| 15 | 0.169995 | 1.1778 | 0.122349 |
| 16 | 0.031209 | 0.2162 | 0.414866 |
| 17 | -0.091025 | -0.6306 | 0.265633 |
| 18 | -0.072986 | -0.5057 | 0.307704 |
| 19 | -0.180196 | -1.2484 | 0.108964 |
| 20 | 0.036495 | 0.2528 | 0.400733 |
| 21 | 0.07065 | 0.4895 | 0.313367 |
| 22 | -0.066058 | -0.4577 | 0.32463 |
| 23 | 0.167981 | 1.1638 | 0.125127 |
| 24 | -0.038236 | -0.2649 | 0.396108 |
| 25 | 0.077387 | 0.5362 | 0.297165 |
| 26 | -0.154411 | -1.0698 | 0.145032 |
| 27 | 0.051854 | 0.3593 | 0.360489 |
| 28 | -0.070238 | -0.4866 | 0.314371 |
| 29 | 0.027863 | 0.193 | 0.42387 |
| 30 | 0.088336 | 0.612 | 0.27171 |
| 31 | -0.062989 | -0.4364 | 0.332252 |
| 32 | -0.073631 | -0.5101 | 0.30615 |
| 33 | 0.08681 | 0.6014 | 0.27519 |
| 34 | -0.035839 | -0.2483 | 0.402482 |
| 35 | -0.100184 | -0.6941 | 0.245484 |
| 36 | -0.044972 | -0.3116 | 0.378358 |
