| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.424701 | -2.9116 | 0.002742 |
| 2 | -0.021552 | -0.1478 | 0.441586 |
| 3 | -0.06177 | -0.4235 | 0.336941 |
| 4 | 0.034865 | 0.239 | 0.406064 |
| 5 | -0.011522 | -0.079 | 0.468688 |
| 6 | 0.018374 | 0.126 | 0.450148 |
| 7 | 0.062755 | 0.4302 | 0.334498 |
| 8 | -0.162278 | -1.1125 | 0.135786 |
| 9 | 0.154756 | 1.061 | 0.147067 |
| 10 | -0.056244 | -0.3856 | 0.35077 |
| 11 | 0.088735 | 0.6083 | 0.272947 |
| 12 | -0.36406 | -2.4959 | 0.008066 |
| 13 | 0.259213 | 1.7771 | 0.041014 |
| 14 | 0.12258 | 0.8404 | 0.202479 |
| 15 | -0.138654 | -0.9506 | 0.173344 |
| 16 | -0.026434 | -0.1812 | 0.428486 |
| 17 | 0.049211 | 0.3374 | 0.368669 |
| 18 | 0.076458 | 0.5242 | 0.301313 |
| 19 | -0.129399 | -0.8871 | 0.189768 |
| 20 | 0.129379 | 0.887 | 0.189804 |
| 21 | -0.079425 | -0.5445 | 0.294333 |
| 22 | -0.097885 | -0.6711 | 0.252731 |
| 23 | 0.146192 | 1.0022 | 0.160679 |
| 24 | -0.036503 | -0.2503 | 0.401742 |
| 25 | -0.03594 | -0.2464 | 0.403225 |
| 26 | -0.062904 | -0.4312 | 0.334131 |
| 27 | 0.117454 | 0.8052 | 0.212373 |
| 28 | -0.083338 | -0.5713 | 0.285246 |
| 29 | 0.039259 | 0.2691 | 0.394498 |
| 30 | -0.077153 | -0.5289 | 0.299671 |
| 31 | 0.135554 | 0.9293 | 0.178738 |
| 32 | -0.050687 | -0.3475 | 0.364887 |
| 33 | 0.01781 | 0.1221 | 0.451671 |
| 34 | 0.032301 | 0.2214 | 0.412853 |
| 35 | -0.091733 | -0.6289 | 0.266234 |
| 36 | -0.027932 | -0.1915 | 0.424482 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.424701 | -2.9116 | 0.002742 |
| 2 | -0.246359 | -1.689 | 0.048927 |
| 3 | -0.230953 | -1.5833 | 0.060026 |
| 4 | -0.147329 | -1.01 | 0.158824 |
| 5 | -0.119818 | -0.8214 | 0.207775 |
| 6 | -0.072997 | -0.5004 | 0.309549 |
| 7 | 0.046564 | 0.3192 | 0.375485 |
| 8 | -0.142642 | -0.9779 | 0.166565 |
| 9 | 0.035378 | 0.2425 | 0.404707 |
| 10 | 0.009309 | 0.0638 | 0.474693 |
| 11 | 0.115716 | 0.7933 | 0.215793 |
| 12 | -0.364585 | -2.4995 | 0.007994 |
| 13 | -0.130544 | -0.895 | 0.187683 |
| 14 | 0.147915 | 1.0141 | 0.157874 |
| 15 | -0.023184 | -0.1589 | 0.437198 |
| 16 | -0.127526 | -0.8743 | 0.193207 |
| 17 | 0.024862 | 0.1704 | 0.432696 |
| 18 | 0.193624 | 1.3274 | 0.095391 |
| 19 | 0.002856 | 0.0196 | 0.49223 |
| 20 | -0.037055 | -0.254 | 0.400287 |
| 21 | 0.115614 | 0.7926 | 0.215995 |
| 22 | -0.09648 | -0.6614 | 0.255781 |
| 23 | -0.014985 | -0.1027 | 0.459305 |
| 24 | -0.178828 | -1.226 | 0.113157 |
| 25 | 0.004797 | 0.0329 | 0.486951 |
| 26 | 0.02588 | 0.1774 | 0.429969 |
| 27 | -0.103488 | -0.7095 | 0.240766 |
| 28 | -0.156698 | -1.0743 | 0.144093 |
| 29 | 0.083399 | 0.5718 | 0.285107 |
| 30 | -0.024907 | -0.1708 | 0.432576 |
| 31 | -0.036014 | -0.2469 | 0.403029 |
| 32 | -0.009274 | -0.0636 | 0.474786 |
| 33 | 0.173295 | 1.1881 | 0.120391 |
| 34 | -0.02487 | -0.1705 | 0.432673 |
| 35 | -0.038901 | -0.2667 | 0.395436 |
| 36 | -0.15538 | -1.0652 | 0.146106 |
