| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.321274 | -3.2606 | 0.000754 |
| 2 | -0.031363 | -0.3183 | 0.375451 |
| 3 | -0.108156 | -1.0977 | 0.137456 |
| 4 | 0.141022 | 1.4312 | 0.077697 |
| 5 | -0.124603 | -1.2646 | 0.104437 |
| 6 | -0.089813 | -0.9115 | 0.18208 |
| 7 | 0.149633 | 1.5186 | 0.065962 |
| 8 | 0.065825 | 0.668 | 0.252798 |
| 9 | -0.148699 | -1.5091 | 0.067163 |
| 10 | 0.003994 | 0.0405 | 0.483873 |
| 11 | 0.204788 | 2.0784 | 0.02008 |
| 12 | -0.279131 | -2.8329 | 0.002775 |
| 13 | -0.106308 | -1.0789 | 0.141575 |
| 14 | 0.011086 | 0.1125 | 0.455319 |
| 15 | 0.259523 | 2.6339 | 0.004871 |
| 16 | -0.168189 | -1.7069 | 0.045424 |
| 17 | 0.030357 | 0.3081 | 0.379317 |
| 18 | -0.027652 | -0.2806 | 0.389775 |
| 19 | 0.092011 | 0.9338 | 0.176293 |
| 20 | -0.15566 | -1.5798 | 0.058612 |
| 21 | 0.131843 | 1.3381 | 0.091912 |
| 22 | 0.003098 | 0.0314 | 0.487491 |
| 23 | -0.021554 | -0.2188 | 0.413638 |
| 24 | -0.123081 | -1.2491 | 0.107224 |
| 25 | 0.13818 | 1.4024 | 0.081905 |
| 26 | 0.098516 | 0.9998 | 0.159869 |
| 27 | -0.092048 | -0.9342 | 0.176197 |
| 28 | -0.016183 | -0.1642 | 0.434933 |
| 29 | -0.053125 | -0.5392 | 0.29547 |
| 30 | 0.114771 | 1.1648 | 0.123396 |
| 31 | -0.087845 | -0.8915 | 0.18736 |
| 32 | 0.043623 | 0.4427 | 0.329447 |
| 33 | 0.006645 | 0.0674 | 0.47318 |
| 34 | -0.084479 | -0.8574 | 0.196615 |
| 35 | 0.068718 | 0.6974 | 0.243559 |
| 36 | -0.010339 | -0.1049 | 0.458317 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.321274 | -3.2606 | 0.000754 |
| 2 | -0.15007 | -1.523 | 0.065406 |
| 3 | -0.191604 | -1.9446 | 0.027277 |
| 4 | 0.034895 | 0.3541 | 0.361976 |
| 5 | -0.102922 | -1.0445 | 0.14934 |
| 6 | -0.192156 | -1.9502 | 0.026937 |
| 7 | 0.055888 | 0.5672 | 0.285906 |
| 8 | 0.094796 | 0.9621 | 0.169133 |
| 9 | -0.09795 | -0.9941 | 0.161256 |
| 10 | -0.033861 | -0.3437 | 0.365904 |
| 11 | 0.187517 | 1.9031 | 0.02991 |
| 12 | -0.231516 | -2.3496 | 0.010349 |
| 13 | -0.251951 | -2.557 | 0.006007 |
| 14 | -0.161743 | -1.6415 | 0.05187 |
| 15 | 0.062977 | 0.6391 | 0.262072 |
| 16 | -0.054743 | -0.5556 | 0.289852 |
| 17 | -0.004126 | -0.0419 | 0.48334 |
| 18 | -0.150344 | -1.5258 | 0.065059 |
| 19 | -0.01974 | -0.2003 | 0.420805 |
| 20 | -0.003526 | -0.0358 | 0.485762 |
| 21 | 0.082074 | 0.833 | 0.203397 |
| 22 | -0.050692 | -0.5145 | 0.304015 |
| 23 | -0.003331 | -0.0338 | 0.486548 |
| 24 | -0.13676 | -1.388 | 0.084072 |
| 25 | -0.069794 | -0.7083 | 0.240171 |
| 26 | 0.031183 | 0.3165 | 0.376141 |
| 27 | 0.070369 | 0.7142 | 0.238369 |
| 28 | 0.026115 | 0.265 | 0.395755 |
| 29 | -0.119293 | -1.2107 | 0.114391 |
| 30 | -0.04025 | -0.4085 | 0.341881 |
| 31 | 0.030361 | 0.3081 | 0.379303 |
| 32 | 0.005967 | 0.0606 | 0.475913 |
| 33 | 0.064791 | 0.6576 | 0.256145 |
| 34 | -0.150575 | -1.5282 | 0.064768 |
| 35 | 0.05711 | 0.5796 | 0.281722 |
| 36 | -0.085526 | -0.868 | 0.193709 |
