| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.332096 | -2.2767 | 0.013699 |
| 2 | -0.296166 | -2.0304 | 0.023997 |
| 3 | 0.246967 | 1.6931 | 0.048526 |
| 4 | 0.062674 | 0.4297 | 0.334699 |
| 5 | -0.106958 | -0.7333 | 0.233519 |
| 6 | -0.03588 | -0.246 | 0.403384 |
| 7 | 0.128652 | 0.882 | 0.191134 |
| 8 | -0.099995 | -0.6855 | 0.248189 |
| 9 | -0.136634 | -0.9367 | 0.176846 |
| 10 | 0.256528 | 1.7587 | 0.042572 |
| 11 | -0.099043 | -0.679 | 0.250233 |
| 12 | -0.201336 | -1.3803 | 0.087014 |
| 13 | 0.256896 | 1.7612 | 0.042355 |
| 14 | -0.052207 | -0.3579 | 0.361006 |
| 15 | -0.121016 | -0.8296 | 0.205466 |
| 16 | 0.007233 | 0.0496 | 0.480332 |
| 17 | 0.002989 | 0.0205 | 0.49187 |
| 18 | -0.016257 | -0.1115 | 0.455867 |
| 19 | 0.049461 | 0.3391 | 0.368028 |
| 20 | -0.013607 | -0.0933 | 0.463036 |
| 21 | -0.123024 | -0.8434 | 0.201636 |
| 22 | 0.166468 | 1.1412 | 0.129774 |
| 23 | 0.063709 | 0.4368 | 0.332141 |
| 24 | -0.22736 | -1.5587 | 0.062888 |
| 25 | 0.050135 | 0.3437 | 0.3663 |
| 26 | 0.253285 | 1.7364 | 0.044519 |
| 27 | -0.190285 | -1.3045 | 0.099203 |
| 28 | -0.033741 | -0.2313 | 0.409035 |
| 29 | 0.086065 | 0.59 | 0.278998 |
| 30 | 0.060627 | 0.4156 | 0.339782 |
| 31 | -0.162222 | -1.1121 | 0.135868 |
| 32 | 0.085668 | 0.5873 | 0.279903 |
| 33 | 0.100101 | 0.6863 | 0.247961 |
| 34 | -0.181853 | -1.2467 | 0.109339 |
| 35 | 0.081187 | 0.5566 | 0.290225 |
| 36 | 0.07467 | 0.5119 | 0.305555 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.332096 | -2.2767 | 0.013699 |
| 2 | -0.456837 | -3.1319 | 0.001493 |
| 3 | -0.068228 | -0.4677 | 0.321063 |
| 4 | 0.03157 | 0.2164 | 0.414794 |
| 5 | 0.053471 | 0.3666 | 0.35779 |
| 6 | -0.028014 | -0.1921 | 0.424265 |
| 7 | 0.075487 | 0.5175 | 0.303613 |
| 8 | -0.068769 | -0.4715 | 0.319749 |
| 9 | -0.191161 | -1.3105 | 0.098191 |
| 10 | 0.083714 | 0.5739 | 0.28438 |
| 11 | -0.038295 | -0.2625 | 0.397026 |
| 12 | -0.139028 | -0.9531 | 0.172701 |
| 13 | 0.09369 | 0.6423 | 0.261897 |
| 14 | -0.041895 | -0.2872 | 0.387605 |
| 15 | -0.022645 | -0.1552 | 0.438647 |
| 16 | -0.10032 | -0.6878 | 0.247493 |
| 17 | -0.197698 | -1.3554 | 0.090892 |
| 18 | -0.151636 | -1.0396 | 0.15193 |
| 19 | 0.060343 | 0.4137 | 0.340492 |
| 20 | -0.031696 | -0.2173 | 0.41446 |
| 21 | -0.138117 | -0.9469 | 0.174271 |
| 22 | 0.15693 | 1.0759 | 0.143742 |
| 23 | 0.060999 | 0.4182 | 0.338857 |
| 24 | -0.152269 | -1.0439 | 0.150934 |
| 25 | -0.078451 | -0.5378 | 0.296615 |
| 26 | 0.118186 | 0.8102 | 0.210943 |
| 27 | -0.035005 | -0.24 | 0.405693 |
| 28 | 0.082642 | 0.5666 | 0.286854 |
| 29 | -0.058098 | -0.3983 | 0.346106 |
| 30 | 0.067787 | 0.4647 | 0.322138 |
| 31 | -0.027548 | -0.1889 | 0.425508 |
| 32 | -0.07415 | -0.5083 | 0.306793 |
| 33 | -0.071008 | -0.4868 | 0.314329 |
| 34 | 0.032222 | 0.2209 | 0.413061 |
| 35 | 0.068703 | 0.471 | 0.319908 |
| 36 | -0.072214 | -0.4951 | 0.311428 |
