| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.478999 | -3.6793 | 0.000254 |
| 2 | 0.095088 | 0.7304 | 0.234022 |
| 3 | 0.030484 | 0.2342 | 0.407839 |
| 4 | -0.044619 | -0.3427 | 0.366512 |
| 5 | 0.036958 | 0.2839 | 0.388749 |
| 6 | -0.023833 | -0.1831 | 0.427688 |
| 7 | -0.062737 | -0.4819 | 0.315832 |
| 8 | 0.015656 | 0.1203 | 0.452343 |
| 9 | 0.132876 | 1.0206 | 0.155796 |
| 10 | -0.212252 | -1.6303 | 0.054179 |
| 11 | 0.117679 | 0.9039 | 0.184859 |
| 12 | -0.263882 | -2.0269 | 0.023599 |
| 13 | 0.162787 | 1.2504 | 0.108046 |
| 14 | 0.056197 | 0.4317 | 0.333783 |
| 15 | -0.146649 | -1.1264 | 0.132273 |
| 16 | 0.092378 | 0.7096 | 0.240382 |
| 17 | -0.076303 | -0.5861 | 0.280025 |
| 18 | 0.112397 | 0.8633 | 0.195725 |
| 19 | -0.003333 | -0.0256 | 0.489832 |
| 20 | -0.162355 | -1.2471 | 0.108649 |
| 21 | 0.156071 | 1.1988 | 0.117699 |
| 22 | 0.037252 | 0.2861 | 0.387888 |
| 23 | 0.091007 | 0.699 | 0.243638 |
| 24 | -0.053264 | -0.4091 | 0.341962 |
| 25 | -0.056126 | -0.4311 | 0.33398 |
| 26 | -0.034868 | -0.2678 | 0.394884 |
| 27 | 0.09311 | 0.7152 | 0.238657 |
| 28 | -0.166261 | -1.2771 | 0.10329 |
| 29 | 0.006515 | 0.05 | 0.48013 |
| 30 | 0.128204 | 0.9848 | 0.164383 |
| 31 | -0.154399 | -1.186 | 0.120196 |
| 32 | 0.191654 | 1.4721 | 0.073151 |
| 33 | -0.246038 | -1.8899 | 0.031847 |
| 34 | 0.050728 | 0.3897 | 0.349098 |
| 35 | 0.09249 | 0.7104 | 0.240118 |
| 36 | -0.126073 | -0.9684 | 0.168403 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.478999 | -3.6793 | 0.000254 |
| 2 | -0.174356 | -1.3393 | 0.092812 |
| 3 | 0.00061 | 0.0047 | 0.498138 |
| 4 | -0.014235 | -0.1093 | 0.456651 |
| 5 | 0.014898 | 0.1144 | 0.45464 |
| 6 | -0.004134 | -0.0318 | 0.487389 |
| 7 | -0.097486 | -0.7488 | 0.228475 |
| 8 | -0.087704 | -0.6737 | 0.251577 |
| 9 | 0.142551 | 1.095 | 0.138992 |
| 10 | -0.091724 | -0.7045 | 0.241932 |
| 11 | -0.045348 | -0.3483 | 0.364417 |
| 12 | -0.341405 | -2.6224 | 0.005546 |
| 13 | -0.151519 | -1.1638 | 0.124587 |
| 14 | 0.094971 | 0.7295 | 0.234296 |
| 15 | -0.017485 | -0.1343 | 0.446809 |
| 16 | -0.013288 | -0.1021 | 0.459524 |
| 17 | -0.146345 | -1.1241 | 0.132763 |
| 18 | -0.004328 | -0.0332 | 0.486797 |
| 19 | 0.109585 | 0.8417 | 0.201667 |
| 20 | -0.161485 | -1.2404 | 0.109871 |
| 21 | 0.04438 | 0.3409 | 0.367198 |
| 22 | 0.018903 | 0.1452 | 0.442524 |
| 23 | 0.226721 | 1.7415 | 0.043406 |
| 24 | 0.116995 | 0.8987 | 0.186245 |
| 25 | -0.085158 | -0.6541 | 0.25779 |
| 26 | -0.133555 | -1.0259 | 0.154574 |
| 27 | -0.121888 | -0.9362 | 0.176484 |
| 28 | -0.126426 | -0.9711 | 0.167732 |
| 29 | -0.106076 | -0.8148 | 0.209237 |
| 30 | 0.094678 | 0.7272 | 0.234979 |
| 31 | -0.030807 | -0.2366 | 0.406882 |
| 32 | -0.012485 | -0.0959 | 0.461962 |
| 33 | -0.07876 | -0.605 | 0.27376 |
| 34 | -0.040257 | -0.3092 | 0.379121 |
| 35 | 0.148452 | 1.1403 | 0.129389 |
| 36 | -0.136938 | -1.0518 | 0.148582 |
