| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.329629 | -3.5958 | 0.000236 |
| 2 | 0.178432 | 1.9465 | 0.026978 |
| 3 | -0.230428 | -2.5137 | 0.006642 |
| 4 | 0.034732 | 0.3789 | 0.352726 |
| 5 | 0.039093 | 0.4265 | 0.335274 |
| 6 | 0.004661 | 0.0508 | 0.479768 |
| 7 | -0.005397 | -0.0589 | 0.476577 |
| 8 | -0.002115 | -0.0231 | 0.490815 |
| 9 | 0.18432 | 2.0107 | 0.023309 |
| 10 | -0.084244 | -0.919 | 0.179979 |
| 11 | 0.030515 | 0.3329 | 0.369905 |
| 12 | -0.47527 | -5.1846 | 0 |
| 13 | 0.193866 | 2.1148 | 0.018265 |
| 14 | -0.08359 | -0.9119 | 0.181845 |
| 15 | 0.147839 | 1.6127 | 0.054726 |
| 16 | -0.080622 | -0.8795 | 0.190457 |
| 17 | -0.010919 | -0.1191 | 0.452692 |
| 18 | 0.020548 | 0.2242 | 0.411512 |
| 19 | 0.030763 | 0.3356 | 0.368886 |
| 20 | -0.132702 | -1.4476 | 0.075178 |
| 21 | 0.046814 | 0.5107 | 0.305262 |
| 22 | -0.113142 | -1.2342 | 0.109773 |
| 23 | 0.167117 | 1.823 | 0.035404 |
| 24 | 0.083244 | 0.9081 | 0.182835 |
| 25 | -0.135599 | -1.4792 | 0.070862 |
| 26 | 0.071644 | 0.7815 | 0.218016 |
| 27 | -0.084005 | -0.9164 | 0.180658 |
| 28 | 0.04742 | 0.5173 | 0.302955 |
| 29 | 0.052034 | 0.5676 | 0.285678 |
| 30 | -0.031459 | -0.3432 | 0.366034 |
| 31 | -0.063029 | -0.6876 | 0.246531 |
| 32 | 0.136905 | 1.4935 | 0.068982 |
| 33 | -0.081533 | -0.8894 | 0.187786 |
| 34 | 0.091634 | 0.9996 | 0.159765 |
| 35 | -0.112415 | -1.2263 | 0.111252 |
| 36 | -0.009871 | -0.1077 | 0.457213 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.329629 | -3.5958 | 0.000236 |
| 2 | 0.078283 | 0.854 | 0.197421 |
| 3 | -0.169788 | -1.8522 | 0.03324 |
| 4 | -0.108033 | -1.1785 | 0.120475 |
| 5 | 0.066944 | 0.7303 | 0.233331 |
| 6 | 0.00685 | 0.0747 | 0.470278 |
| 7 | -0.03419 | -0.373 | 0.354919 |
| 8 | 0.015289 | 0.1668 | 0.433911 |
| 9 | 0.231082 | 2.5208 | 0.006516 |
| 10 | 0.02249 | 0.2453 | 0.403309 |
| 11 | -0.028475 | -0.3106 | 0.378314 |
| 12 | -0.477566 | -5.2096 | 0 |
| 13 | -0.124903 | -1.3625 | 0.087802 |
| 14 | 0.000215 | 0.0023 | 0.499064 |
| 15 | -0.04792 | -0.5227 | 0.301063 |
| 16 | -0.075143 | -0.8197 | 0.207008 |
| 17 | 8.4e-05 | 9e-04 | 0.499636 |
| 18 | 0.054891 | 0.5988 | 0.275227 |
| 19 | 0.078545 | 0.8568 | 0.196633 |
| 20 | -0.127948 | -1.3958 | 0.082694 |
| 21 | 0.175398 | 1.9134 | 0.029052 |
| 22 | -0.073161 | -0.7981 | 0.213205 |
| 23 | -0.020337 | -0.2219 | 0.412405 |
| 24 | -0.102572 | -1.1189 | 0.132711 |
| 25 | -0.169383 | -1.8478 | 0.033561 |
| 26 | 0.000361 | 0.0039 | 0.498433 |
| 27 | -0.001823 | -0.0199 | 0.492084 |
| 28 | -0.119813 | -1.307 | 0.096866 |
| 29 | 0.141339 | 1.5418 | 0.062886 |
| 30 | 0.085505 | 0.9328 | 0.176419 |
| 31 | -0.061376 | -0.6695 | 0.252227 |
| 32 | 0.0015 | 0.0164 | 0.493487 |
| 33 | 0.071227 | 0.777 | 0.219353 |
| 34 | -0.018495 | -0.2018 | 0.420227 |
| 35 | -0.006699 | -0.0731 | 0.470932 |
| 36 | -0.138925 | -1.5155 | 0.066149 |
