| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.453276 | -3.1404 | 0.001443 |
| 2 | 0.031128 | 0.2157 | 0.415084 |
| 3 | 0.006192 | 0.0429 | 0.482978 |
| 4 | -0.01479 | -0.1025 | 0.459405 |
| 5 | 0.103529 | 0.7173 | 0.238341 |
| 6 | -0.019381 | -0.1343 | 0.446873 |
| 7 | -0.048778 | -0.3379 | 0.368439 |
| 8 | -0.044518 | -0.3084 | 0.379544 |
| 9 | 0.081429 | 0.5642 | 0.287636 |
| 10 | -0.065661 | -0.4549 | 0.325611 |
| 11 | 0.222601 | 1.5422 | 0.064793 |
| 12 | -0.324443 | -2.2478 | 0.01461 |
| 13 | 0.082618 | 0.5724 | 0.284864 |
| 14 | 0.181963 | 1.2607 | 0.10676 |
| 15 | -0.209885 | -1.4541 | 0.07621 |
| 16 | 0.132496 | 0.918 | 0.181615 |
| 17 | -0.06134 | -0.425 | 0.336376 |
| 18 | -0.00277 | -0.0192 | 0.492383 |
| 19 | -0.042154 | -0.2921 | 0.385753 |
| 20 | 0.022918 | 0.1588 | 0.437254 |
| 21 | -0.088922 | -0.6161 | 0.27038 |
| 22 | 0.0451 | 0.3125 | 0.378021 |
| 23 | 0.011942 | 0.0827 | 0.467203 |
| 24 | -0.008425 | -0.0584 | 0.476848 |
| 25 | -0.04205 | -0.2913 | 0.386026 |
| 26 | -0.104786 | -0.726 | 0.235689 |
| 27 | 0.090431 | 0.6265 | 0.266971 |
| 28 | 0.030606 | 0.212 | 0.416485 |
| 29 | -0.003253 | -0.0225 | 0.491056 |
| 30 | -0.002861 | -0.0198 | 0.492135 |
| 31 | -0.107476 | -0.7446 | 0.230067 |
| 32 | 0.111751 | 0.7742 | 0.221295 |
| 33 | 0.02679 | 0.1856 | 0.426768 |
| 34 | -0.042766 | -0.2963 | 0.384142 |
| 35 | -0.051532 | -0.357 | 0.36132 |
| 36 | -0.031017 | -0.2149 | 0.415381 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.453276 | -3.1404 | 0.001443 |
| 2 | -0.219411 | -1.5201 | 0.06752 |
| 3 | -0.100565 | -0.6967 | 0.244665 |
| 4 | -0.064456 | -0.4466 | 0.328598 |
| 5 | 0.096323 | 0.6673 | 0.253874 |
| 6 | 0.109156 | 0.7563 | 0.226597 |
| 7 | 0.015973 | 0.1107 | 0.456173 |
| 8 | -0.089908 | -0.6229 | 0.268149 |
| 9 | -1.8e-05 | -1e-04 | 0.49995 |
| 10 | -0.062414 | -0.4324 | 0.333689 |
| 11 | 0.236645 | 1.6395 | 0.053821 |
| 12 | -0.134535 | -0.9321 | 0.177979 |
| 13 | -0.135018 | -0.9354 | 0.177125 |
| 14 | 0.148921 | 1.0318 | 0.153679 |
| 15 | -0.0881 | -0.6104 | 0.272247 |
| 16 | -0.002684 | -0.0186 | 0.492619 |
| 17 | 0.0454 | 0.3145 | 0.377238 |
| 18 | 0.014636 | 0.1014 | 0.459828 |
| 19 | -0.113714 | -0.7878 | 0.217333 |
| 20 | -0.108404 | -0.751 | 0.228145 |
| 21 | -0.142865 | -0.9898 | 0.163618 |
| 22 | -0.109495 | -0.7586 | 0.225899 |
| 23 | 0.079665 | 0.5519 | 0.291776 |
| 24 | 0.024127 | 0.1672 | 0.433973 |
| 25 | -0.140582 | -0.974 | 0.167474 |
| 26 | -0.09491 | -0.6576 | 0.256981 |
| 27 | -0.154321 | -1.0692 | 0.14517 |
| 28 | -0.020341 | -0.1409 | 0.44426 |
| 29 | 0.144144 | 0.9987 | 0.161484 |
| 30 | 0.127138 | 0.8808 | 0.191398 |
| 31 | -0.124798 | -0.8646 | 0.195772 |
| 32 | -0.01724 | -0.1194 | 0.452711 |
| 33 | 0.018355 | 0.1272 | 0.449669 |
| 34 | -0.070475 | -0.4883 | 0.313792 |
| 35 | 0.031505 | 0.2183 | 0.41407 |
| 36 | -0.032238 | -0.2234 | 0.412104 |
