| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.4023 | -2.758 | 0.004129 |
| 2 | -0.283584 | -1.9442 | 0.028938 |
| 3 | 0.28441 | 1.9498 | 0.028589 |
| 4 | 0.001611 | 0.011 | 0.495617 |
| 5 | -0.11238 | -0.7704 | 0.222447 |
| 6 | -0.027384 | -0.1877 | 0.425945 |
| 7 | 0.152371 | 1.0446 | 0.150774 |
| 8 | -0.046572 | -0.3193 | 0.375463 |
| 9 | -0.170663 | -1.17 | 0.123948 |
| 10 | 0.266215 | 1.8251 | 0.037174 |
| 11 | -0.093095 | -0.6382 | 0.263212 |
| 12 | -0.231322 | -1.5859 | 0.059738 |
| 13 | 0.282338 | 1.9356 | 0.029472 |
| 14 | -0.085947 | -0.5892 | 0.279266 |
| 15 | -0.080273 | -0.5503 | 0.292351 |
| 16 | 0.016083 | 0.1103 | 0.456335 |
| 17 | 0.034325 | 0.2353 | 0.407491 |
| 18 | -0.067438 | -0.4623 | 0.322989 |
| 19 | 0.098107 | 0.6726 | 0.252251 |
| 20 | -0.044895 | -0.3078 | 0.379803 |
| 21 | -0.08297 | -0.5688 | 0.286095 |
| 22 | 0.092393 | 0.6334 | 0.264767 |
| 23 | 0.11216 | 0.7689 | 0.222891 |
| 24 | -0.254424 | -1.7442 | 0.043827 |
| 25 | 0.06151 | 0.4217 | 0.337587 |
| 26 | 0.218045 | 1.4948 | 0.07082 |
| 27 | -0.128128 | -0.8784 | 0.192098 |
| 28 | -0.095631 | -0.6556 | 0.257634 |
| 29 | 0.120101 | 0.8234 | 0.207228 |
| 30 | 0.045365 | 0.311 | 0.378586 |
| 31 | -0.180486 | -1.2373 | 0.111052 |
| 32 | 0.1067 | 0.7315 | 0.234053 |
| 33 | 0.053074 | 0.3639 | 0.358797 |
| 34 | -0.084175 | -0.5771 | 0.283322 |
| 35 | 0.019895 | 0.1364 | 0.446047 |
| 36 | 0.078723 | 0.5397 | 0.295978 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.4023 | -2.758 | 0.004129 |
| 2 | -0.53144 | -3.6434 | 0.000335 |
| 3 | -0.173093 | -1.1867 | 0.120661 |
| 4 | -0.081568 | -0.5592 | 0.28934 |
| 5 | -0.022807 | -0.1564 | 0.438211 |
| 6 | -0.128583 | -0.8815 | 0.19126 |
| 7 | 0.038726 | 0.2655 | 0.395895 |
| 8 | 0.046185 | 0.3166 | 0.376465 |
| 9 | -0.115699 | -0.7932 | 0.215826 |
| 10 | 0.148556 | 1.0184 | 0.15684 |
| 11 | 0.031124 | 0.2134 | 0.415979 |
| 12 | -0.178955 | -1.2269 | 0.112994 |
| 13 | 0.016566 | 0.1136 | 0.455031 |
| 14 | -0.123151 | -0.8443 | 0.201395 |
| 15 | -0.041695 | -0.2858 | 0.388127 |
| 16 | -0.127825 | -0.8763 | 0.192655 |
| 17 | -0.143179 | -0.9816 | 0.165666 |
| 18 | -0.26515 | -1.8178 | 0.037738 |
| 19 | 0.0573 | 0.3928 | 0.34811 |
| 20 | -0.098872 | -0.6778 | 0.250601 |
| 21 | -0.159876 | -1.0961 | 0.139319 |
| 22 | -0.007967 | -0.0546 | 0.478336 |
| 23 | 0.115451 | 0.7915 | 0.216317 |
| 24 | -0.165919 | -1.1375 | 0.13055 |
| 25 | -0.073241 | -0.5021 | 0.308965 |
| 26 | 0.027518 | 0.1887 | 0.425589 |
| 27 | 0.053335 | 0.3656 | 0.358134 |
| 28 | 0.01538 | 0.1054 | 0.458236 |
| 29 | -0.042116 | -0.2887 | 0.387029 |
| 30 | -0.041331 | -0.2834 | 0.389076 |
| 31 | -0.062586 | -0.4291 | 0.334916 |
| 32 | -0.104285 | -0.7149 | 0.239091 |
| 33 | -0.201443 | -1.381 | 0.086901 |
| 34 | -0.039151 | -0.2684 | 0.39478 |
| 35 | 0.023441 | 0.1607 | 0.436508 |
| 36 | -0.09161 | -0.628 | 0.266507 |
