| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.372967 | -2.584 | 0.006433 |
| 2 | -0.340915 | -2.3619 | 0.011142 |
| 3 | 0.291181 | 2.0174 | 0.024634 |
| 4 | 0.078774 | 0.5458 | 0.293878 |
| 5 | -0.164526 | -1.1399 | 0.129999 |
| 6 | -0.07345 | -0.5089 | 0.306586 |
| 7 | 0.168138 | 1.1649 | 0.124909 |
| 8 | 0.012016 | 0.0832 | 0.467001 |
| 9 | -0.168575 | -1.1679 | 0.124304 |
| 10 | 0.249664 | 1.7297 | 0.045053 |
| 11 | -0.072002 | -0.4988 | 0.310084 |
| 12 | -0.255633 | -1.7711 | 0.041449 |
| 13 | 0.215307 | 1.4917 | 0.071162 |
| 14 | -0.009583 | -0.0664 | 0.47367 |
| 15 | -0.086835 | -0.6016 | 0.275133 |
| 16 | -0.034596 | -0.2397 | 0.405795 |
| 17 | 0.092566 | 0.6413 | 0.262184 |
| 18 | -0.033412 | -0.2315 | 0.408961 |
| 19 | 0.036568 | 0.2533 | 0.400541 |
| 20 | -0.050074 | -0.3469 | 0.365084 |
| 21 | -0.067705 | -0.4691 | 0.32057 |
| 22 | 0.063962 | 0.4431 | 0.329828 |
| 23 | 0.130333 | 0.903 | 0.185524 |
| 24 | -0.252941 | -1.7524 | 0.043043 |
| 25 | 0.042795 | 0.2965 | 0.384068 |
| 26 | 0.20539 | 1.423 | 0.080604 |
| 27 | -0.048944 | -0.3391 | 0.368009 |
| 28 | -0.164978 | -1.143 | 0.129353 |
| 29 | 0.113942 | 0.7894 | 0.216876 |
| 30 | 0.11679 | 0.8091 | 0.211212 |
| 31 | -0.207994 | -1.441 | 0.078035 |
| 32 | 0.034577 | 0.2396 | 0.405847 |
| 33 | 0.149743 | 1.0374 | 0.152363 |
| 34 | -0.137109 | -0.9499 | 0.173455 |
| 35 | 0.02316 | 0.1605 | 0.436596 |
| 36 | 0.113249 | 0.7846 | 0.218268 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.372967 | -2.584 | 0.006433 |
| 2 | -0.557581 | -3.863 | 0.000168 |
| 3 | -0.193553 | -1.341 | 0.09312 |
| 4 | -0.037224 | -0.2579 | 0.398796 |
| 5 | 0.007112 | 0.0493 | 0.480453 |
| 6 | -0.139014 | -0.9631 | 0.170158 |
| 7 | -0.04189 | -0.2902 | 0.386448 |
| 8 | 0.017652 | 0.1223 | 0.451587 |
| 9 | -0.058104 | -0.4026 | 0.34453 |
| 10 | 0.282362 | 1.9563 | 0.028133 |
| 11 | 0.144894 | 1.0039 | 0.160241 |
| 12 | -0.137826 | -0.9549 | 0.17221 |
| 13 | -0.090992 | -0.6304 | 0.265707 |
| 14 | -0.214195 | -1.484 | 0.072175 |
| 15 | -0.085407 | -0.5917 | 0.278409 |
| 16 | -0.144535 | -1.0014 | 0.160835 |
| 17 | -0.130308 | -0.9028 | 0.18557 |
| 18 | -0.276307 | -1.9143 | 0.030776 |
| 19 | 0.02701 | 0.1871 | 0.426174 |
| 20 | -0.034101 | -0.2363 | 0.407119 |
| 21 | -0.093982 | -0.6511 | 0.259034 |
| 22 | 0.001764 | 0.0122 | 0.49515 |
| 23 | 0.176157 | 1.2204 | 0.114128 |
| 24 | -0.115226 | -0.7983 | 0.214312 |
| 25 | -0.090088 | -0.6241 | 0.267743 |
| 26 | -0.040581 | -0.2812 | 0.389901 |
| 27 | 0.067349 | 0.4666 | 0.321447 |
| 28 | -0.015148 | -0.1049 | 0.458426 |
| 29 | -0.012495 | -0.0866 | 0.465688 |
| 30 | 0.004606 | 0.0319 | 0.487337 |
| 31 | -0.049467 | -0.3427 | 0.366654 |
| 32 | -0.060424 | -0.4186 | 0.338678 |
| 33 | -0.065686 | -0.4551 | 0.32555 |
| 34 | -0.089496 | -0.62 | 0.269079 |
| 35 | 0.057448 | 0.398 | 0.346194 |
| 36 | -0.065273 | -0.4522 | 0.326573 |
