| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.46822 | -3.6268 | 0.000297 |
| 2 | -0.18352 | -1.4215 | 0.080169 |
| 3 | 0.258421 | 2.0017 | 0.024921 |
| 4 | -0.025749 | -0.1995 | 0.421292 |
| 5 | -0.058696 | -0.4547 | 0.325497 |
| 6 | -0.025517 | -0.1977 | 0.421991 |
| 7 | 0.045906 | 0.3556 | 0.361699 |
| 8 | -0.042326 | -0.3279 | 0.372082 |
| 9 | 0.042638 | 0.3303 | 0.371172 |
| 10 | 0.078568 | 0.6086 | 0.272549 |
| 11 | -0.259105 | -2.007 | 0.02463 |
| 12 | 0.277943 | 2.1529 | 0.017677 |
| 13 | -0.153632 | -1.19 | 0.119362 |
| 14 | -0.017885 | -0.1385 | 0.44514 |
| 15 | 0.095154 | 0.7371 | 0.23198 |
| 16 | -0.065119 | -0.5044 | 0.307911 |
| 17 | -0.026902 | -0.2084 | 0.417818 |
| 18 | 0.058064 | 0.4498 | 0.327253 |
| 19 | 0.032462 | 0.2514 | 0.401163 |
| 20 | -0.182005 | -1.4098 | 0.08188 |
| 21 | 0.161767 | 1.253 | 0.107526 |
| 22 | -0.011797 | -0.0914 | 0.463747 |
| 23 | -0.144702 | -1.1209 | 0.133408 |
| 24 | 0.154938 | 1.2001 | 0.117401 |
| 25 | -0.061236 | -0.4743 | 0.318493 |
| 26 | -0.000694 | -0.0054 | 0.497865 |
| 27 | 0.034391 | 0.2664 | 0.395424 |
| 28 | -0.008969 | -0.0695 | 0.472422 |
| 29 | -0.02265 | -0.1754 | 0.43066 |
| 30 | 0.056055 | 0.4342 | 0.33285 |
| 31 | -0.032592 | -0.2525 | 0.400775 |
| 32 | -0.075926 | -0.5881 | 0.279329 |
| 33 | 0.14972 | 1.1597 | 0.125378 |
| 34 | -0.055971 | -0.4336 | 0.333084 |
| 35 | -0.124252 | -0.9625 | 0.169843 |
| 36 | 0.194292 | 1.505 | 0.068788 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.46822 | -3.6268 | 0.000297 |
| 2 | -0.515836 | -3.9957 | 8.9e-05 |
| 3 | -0.197824 | -1.5323 | 0.065348 |
| 4 | -0.052715 | -0.4083 | 0.342244 |
| 5 | 0.054307 | 0.4207 | 0.337753 |
| 6 | -0.026723 | -0.207 | 0.418357 |
| 7 | -0.03643 | -0.2822 | 0.389385 |
| 8 | -0.118231 | -0.9158 | 0.181716 |
| 9 | -0.02475 | -0.1917 | 0.424307 |
| 10 | 0.168204 | 1.3029 | 0.098793 |
| 11 | -0.151148 | -1.1708 | 0.123156 |
| 12 | 0.103186 | 0.7993 | 0.213642 |
| 13 | -0.162362 | -1.2577 | 0.106695 |
| 14 | -0.052807 | -0.409 | 0.341983 |
| 15 | -0.030539 | -0.2366 | 0.406904 |
| 16 | -0.000494 | -0.0038 | 0.498478 |
| 17 | -0.079454 | -0.6155 | 0.270292 |
| 18 | -0.027648 | -0.2142 | 0.415574 |
| 19 | 0.032433 | 0.2512 | 0.401248 |
| 20 | -0.186344 | -1.4434 | 0.077052 |
| 21 | 0.015256 | 0.1182 | 0.453162 |
| 22 | -0.142095 | -1.1007 | 0.13772 |
| 23 | -0.07273 | -0.5634 | 0.287643 |
| 24 | -0.094026 | -0.7283 | 0.234626 |
| 25 | -0.059688 | -0.4623 | 0.322755 |
| 26 | -0.020765 | -0.1608 | 0.436378 |
| 27 | 0.005516 | 0.0427 | 0.483031 |
| 28 | 0.029529 | 0.2287 | 0.409927 |
| 29 | -0.022961 | -0.1779 | 0.429717 |
| 30 | 0.118677 | 0.9193 | 0.180818 |
| 31 | -0.08249 | -0.639 | 0.262639 |
| 32 | -0.017513 | -0.1357 | 0.446273 |
| 33 | -0.025479 | -0.1974 | 0.422107 |
| 34 | 0.022538 | 0.1746 | 0.430999 |
| 35 | -0.100132 | -0.7756 | 0.22051 |
| 36 | 0.025999 | 0.2014 | 0.420538 |
