| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.309815 | -3.546 | 0.000272 |
| 2 | 0.095351 | 1.0913 | 0.138562 |
| 3 | -0.096891 | -1.109 | 0.134738 |
| 4 | -0.098995 | -1.133 | 0.129631 |
| 5 | 0.061001 | 0.6982 | 0.24315 |
| 6 | -0.000288 | -0.0033 | 0.498688 |
| 7 | -0.056108 | -0.6422 | 0.260936 |
| 8 | -0.060966 | -0.6978 | 0.243274 |
| 9 | 0.175917 | 2.0135 | 0.023057 |
| 10 | -0.140279 | -1.6056 | 0.055389 |
| 11 | 0.069735 | 0.7982 | 0.213112 |
| 12 | -0.133673 | -1.53 | 0.064219 |
| 13 | 0.087177 | 0.9978 | 0.160111 |
| 14 | 0.002494 | 0.0286 | 0.488633 |
| 15 | 0.065332 | 0.7478 | 0.227972 |
| 16 | -0.109162 | -1.2494 | 0.106871 |
| 17 | -0.000338 | -0.0039 | 0.498462 |
| 18 | 0.044028 | 0.5039 | 0.307582 |
| 19 | -0.113945 | -1.3042 | 0.097232 |
| 20 | -0.091271 | -1.0446 | 0.149054 |
| 21 | 0.041943 | 0.4801 | 0.315994 |
| 22 | -0.157296 | -1.8003 | 0.037054 |
| 23 | 0.257604 | 2.9484 | 0.001892 |
| 24 | 0.052836 | 0.6047 | 0.2732 |
| 25 | -0.051097 | -0.5848 | 0.279833 |
| 26 | 0.081446 | 0.9322 | 0.176475 |
| 27 | -0.101947 | -1.1668 | 0.122698 |
| 28 | 0.001517 | 0.0174 | 0.493086 |
| 29 | 0.000483 | 0.0055 | 0.497798 |
| 30 | -0.039331 | -0.4502 | 0.326667 |
| 31 | -0.092981 | -1.0642 | 0.144595 |
| 32 | 0.115897 | 1.3265 | 0.093491 |
| 33 | -0.099039 | -1.1336 | 0.129525 |
| 34 | 0.057306 | 0.6559 | 0.256519 |
| 35 | 0.009944 | 0.1138 | 0.454782 |
| 36 | -0.018646 | -0.2134 | 0.415666 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.309815 | -3.546 | 0.000272 |
| 2 | -0.000701 | -0.008 | 0.496806 |
| 3 | -0.074718 | -0.8552 | 0.197005 |
| 4 | -0.166761 | -1.9087 | 0.029247 |
| 5 | -0.015146 | -0.1734 | 0.431319 |
| 6 | 0.018288 | 0.2093 | 0.417265 |
| 7 | -0.088086 | -1.0082 | 0.157611 |
| 8 | -0.133888 | -1.5324 | 0.063916 |
| 9 | 0.156405 | 1.7901 | 0.03787 |
| 10 | -0.05875 | -0.6724 | 0.251251 |
| 11 | -0.052428 | -0.6001 | 0.274749 |
| 12 | -0.115013 | -1.3164 | 0.095172 |
| 13 | 0.059956 | 0.6862 | 0.246893 |
| 14 | 0.004318 | 0.0494 | 0.48033 |
| 15 | 0.036587 | 0.4188 | 0.338041 |
| 16 | -0.086599 | -0.9912 | 0.161715 |
| 17 | -0.027835 | -0.3186 | 0.375275 |
| 18 | 0.019117 | 0.2188 | 0.41357 |
| 19 | -0.113792 | -1.3024 | 0.097531 |
| 20 | -0.256883 | -2.9402 | 0.00194 |
| 21 | 0.006843 | 0.0783 | 0.468846 |
| 22 | -0.224572 | -2.5703 | 0.005639 |
| 23 | 0.084529 | 0.9675 | 0.167543 |
| 24 | 0.117491 | 1.3447 | 0.090515 |
| 25 | 0.040033 | 0.4582 | 0.323783 |
| 26 | 0.029843 | 0.3416 | 0.366613 |
| 27 | -0.020427 | -0.2338 | 0.407752 |
| 28 | -0.054766 | -0.6268 | 0.265931 |
| 29 | -0.012173 | -0.1393 | 0.444701 |
| 30 | -0.090212 | -1.0325 | 0.151865 |
| 31 | -0.122453 | -1.4015 | 0.081708 |
| 32 | -0.068406 | -0.7829 | 0.217539 |
| 33 | -0.061903 | -0.7085 | 0.239943 |
| 34 | -0.050578 | -0.5789 | 0.281827 |
| 35 | 0.036523 | 0.418 | 0.338305 |
| 36 | -0.021203 | -0.2427 | 0.404318 |
