| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.337414 | -2.5697 | 0.006386 |
| 2 | -0.023667 | -0.1802 | 0.428795 |
| 3 | -0.091633 | -0.6979 | 0.244027 |
| 4 | 0.049147 | 0.3743 | 0.354776 |
| 5 | 0.168091 | 1.2801 | 0.102795 |
| 6 | -0.116691 | -0.8887 | 0.188921 |
| 7 | 0.120156 | 0.9151 | 0.18197 |
| 8 | -0.143384 | -1.092 | 0.139679 |
| 9 | 0.038695 | 0.2947 | 0.384642 |
| 10 | -0.098695 | -0.7516 | 0.227653 |
| 11 | 0.146814 | 1.1181 | 0.134066 |
| 12 | -0.067773 | -0.5161 | 0.303859 |
| 13 | -0.104765 | -0.7979 | 0.214101 |
| 14 | -0.134281 | -1.0227 | 0.155359 |
| 15 | 0.068447 | 0.5213 | 0.30208 |
| 16 | 0.085926 | 0.6544 | 0.257724 |
| 17 | -0.089321 | -0.6802 | 0.249527 |
| 18 | 0.062674 | 0.4773 | 0.317468 |
| 19 | -0.171375 | -1.3052 | 0.098497 |
| 20 | 0.097038 | 0.739 | 0.231438 |
| 21 | -0.120397 | -0.9169 | 0.181492 |
| 22 | 0.154306 | 1.1752 | 0.122367 |
| 23 | -0.090365 | -0.6882 | 0.247036 |
| 24 | -0.079176 | -0.603 | 0.274435 |
| 25 | 0.075667 | 0.5763 | 0.283332 |
| 26 | -0.041073 | -0.3128 | 0.377776 |
| 27 | 0.116618 | 0.8881 | 0.189068 |
| 28 | -0.045159 | -0.3439 | 0.366074 |
| 29 | 0.023349 | 0.1778 | 0.429742 |
| 30 | -0.097427 | -0.742 | 0.230547 |
| 31 | 0.136571 | 1.0401 | 0.151306 |
| 32 | -0.008592 | -0.0654 | 0.474028 |
| 33 | 0.094925 | 0.7229 | 0.236314 |
| 34 | -0.056527 | -0.4305 | 0.334214 |
| 35 | 0.051024 | 0.3886 | 0.349501 |
| 36 | -0.097283 | -0.7409 | 0.230875 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.337414 | -2.5697 | 0.006386 |
| 2 | -0.155182 | -1.1818 | 0.121048 |
| 3 | -0.17717 | -1.3493 | 0.091245 |
| 4 | -0.064674 | -0.4925 | 0.312098 |
| 5 | 0.16859 | 1.2839 | 0.102133 |
| 6 | 0.006946 | 0.0529 | 0.478998 |
| 7 | 0.149116 | 1.1356 | 0.130391 |
| 8 | -0.029448 | -0.2243 | 0.411669 |
| 9 | -0.03585 | -0.273 | 0.392902 |
| 10 | -0.16251 | -1.2376 | 0.110419 |
| 11 | 0.045517 | 0.3466 | 0.365056 |
| 12 | -0.063054 | -0.4802 | 0.316445 |
| 13 | -0.119495 | -0.91 | 0.183282 |
| 14 | -0.272624 | -2.0762 | 0.021157 |
| 15 | -0.103928 | -0.7915 | 0.21594 |
| 16 | -0.043326 | -0.33 | 0.37131 |
| 17 | -0.041933 | -0.3193 | 0.375305 |
| 18 | 0.074191 | 0.565 | 0.287119 |
| 19 | -0.05745 | -0.4375 | 0.331677 |
| 20 | -0.0112 | -0.0853 | 0.46616 |
| 21 | -0.149047 | -1.1351 | 0.1305 |
| 22 | -0.009882 | -0.0753 | 0.470134 |
| 23 | -0.145986 | -1.1118 | 0.135407 |
| 24 | -0.176769 | -1.3462 | 0.091733 |
| 25 | -0.081661 | -0.6219 | 0.268219 |
| 26 | -0.099363 | -0.7567 | 0.226139 |
| 27 | -0.094304 | -0.7182 | 0.23776 |
| 28 | 0.011815 | 0.09 | 0.464306 |
| 29 | -0.007947 | -0.0605 | 0.475973 |
| 30 | -0.088948 | -0.6774 | 0.250419 |
| 31 | 0.039064 | 0.2975 | 0.383572 |
| 32 | -0.014487 | -0.1103 | 0.456264 |
| 33 | 0.025371 | 0.1932 | 0.42373 |
| 34 | -0.059275 | -0.4514 | 0.326683 |
| 35 | 0.065146 | 0.4961 | 0.310836 |
| 36 | -0.203725 | -1.5515 | 0.063108 |
