| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.200333 | -1.8251 | 0.03579 |
| 2 | -0.067335 | -0.6134 | 0.270629 |
| 3 | -0.110482 | -1.0065 | 0.15854 |
| 4 | -0.005098 | -0.0464 | 0.481533 |
| 5 | -0.150417 | -1.3704 | 0.087134 |
| 6 | -0.019136 | -0.1743 | 0.431013 |
| 7 | 0.147315 | 1.3421 | 0.091612 |
| 8 | -0.088189 | -0.8034 | 0.212008 |
| 9 | 0.196833 | 1.7932 | 0.038289 |
| 10 | 0.086703 | 0.7899 | 0.215917 |
| 11 | -0.092256 | -0.8405 | 0.201524 |
| 12 | -0.387897 | -3.5339 | 0.000336 |
| 13 | 0.033429 | 0.3046 | 0.380734 |
| 14 | 0.171766 | 1.5649 | 0.06071 |
| 15 | -0.011596 | -0.1056 | 0.45806 |
| 16 | 0.129247 | 1.1775 | 0.121182 |
| 17 | 0.047783 | 0.4353 | 0.33223 |
| 18 | -0.029536 | -0.2691 | 0.394264 |
| 19 | -0.028214 | -0.257 | 0.39889 |
| 20 | -0.062359 | -0.5681 | 0.285745 |
| 21 | -0.031694 | -0.2887 | 0.38675 |
| 22 | -0.118948 | -1.0837 | 0.140825 |
| 23 | 0.175072 | 1.595 | 0.057258 |
| 24 | 0.159151 | 1.4499 | 0.075423 |
| 25 | -0.03796 | -0.3458 | 0.365172 |
| 26 | -0.209823 | -1.9116 | 0.029691 |
| 27 | 0.071529 | 0.6517 | 0.258211 |
| 28 | -0.106703 | -0.9721 | 0.166911 |
| 29 | -0.002382 | -0.0217 | 0.49137 |
| 30 | 0.060588 | 0.552 | 0.291221 |
| 31 | 0.095334 | 0.8685 | 0.193804 |
| 32 | 0.063539 | 0.5789 | 0.282124 |
| 33 | -0.040903 | -0.3726 | 0.355183 |
| 34 | -0.008402 | -0.0765 | 0.469583 |
| 35 | -0.08198 | -0.7469 | 0.228626 |
| 36 | -0.160019 | -1.4578 | 0.074329 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.200333 | -1.8251 | 0.03579 |
| 2 | -0.111961 | -1.02 | 0.155343 |
| 3 | -0.156052 | -1.4217 | 0.07943 |
| 4 | -0.078704 | -0.717 | 0.237685 |
| 5 | -0.214073 | -1.9503 | 0.027258 |
| 6 | -0.154576 | -1.4083 | 0.081395 |
| 7 | 0.048572 | 0.4425 | 0.329636 |
| 8 | -0.130301 | -1.1871 | 0.119288 |
| 9 | 0.152577 | 1.39 | 0.084116 |
| 10 | 0.175855 | 1.6021 | 0.056465 |
| 11 | -0.0091 | -0.0829 | 0.467064 |
| 12 | -0.358682 | -3.2677 | 0.000789 |
| 13 | -0.189175 | -1.7235 | 0.044264 |
| 14 | 0.10647 | 0.97 | 0.167435 |
| 15 | 0.035264 | 0.3213 | 0.374408 |
| 16 | 0.08795 | 0.8013 | 0.212634 |
| 17 | 0.028488 | 0.2595 | 0.397932 |
| 18 | -0.048859 | -0.4451 | 0.328695 |
| 19 | 0.057314 | 0.5222 | 0.301476 |
| 20 | -0.06217 | -0.5664 | 0.286327 |
| 21 | 0.118061 | 1.0756 | 0.142615 |
| 22 | 0.028583 | 0.2604 | 0.397597 |
| 23 | 0.004223 | 0.0385 | 0.484701 |
| 24 | 0.038279 | 0.3487 | 0.364085 |
| 25 | -0.045372 | -0.4134 | 0.340204 |
| 26 | -0.178879 | -1.6297 | 0.053481 |
| 27 | 0.05008 | 0.4562 | 0.324701 |
| 28 | -0.045275 | -0.4125 | 0.340528 |
| 29 | 0.041588 | 0.3789 | 0.352869 |
| 30 | 0.001351 | 0.0123 | 0.495103 |
| 31 | 0.07309 | 0.6659 | 0.253667 |
| 32 | 0.102367 | 0.9326 | 0.176863 |
| 33 | -0.068271 | -0.622 | 0.267832 |
| 34 | -0.112277 | -1.0229 | 0.154666 |
| 35 | 0.081538 | 0.7429 | 0.229835 |
| 36 | -0.073927 | -0.6735 | 0.251247 |
