| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.394723 | -2.7347 | 0.00436 |
| 2 | -0.283888 | -1.9668 | 0.027499 |
| 3 | 0.277462 | 1.9223 | 0.030256 |
| 4 | 0.004479 | 0.031 | 0.487687 |
| 5 | -0.105304 | -0.7296 | 0.2346 |
| 6 | -0.026056 | -0.1805 | 0.428753 |
| 7 | 0.145478 | 1.0079 | 0.159279 |
| 8 | -0.044251 | -0.3066 | 0.380245 |
| 9 | -0.176731 | -1.2244 | 0.113383 |
| 10 | 0.263402 | 1.8249 | 0.037121 |
| 11 | -0.090302 | -0.6256 | 0.26726 |
| 12 | -0.227507 | -1.5762 | 0.060773 |
| 13 | 0.27716 | 1.9202 | 0.030391 |
| 14 | -0.085588 | -0.593 | 0.277991 |
| 15 | -0.074746 | -0.5179 | 0.303469 |
| 16 | 0.009822 | 0.068 | 0.473015 |
| 17 | 0.028909 | 0.2003 | 0.421051 |
| 18 | -0.066455 | -0.4604 | 0.32365 |
| 19 | 0.099091 | 0.6865 | 0.247843 |
| 20 | -0.046057 | -0.3191 | 0.375522 |
| 21 | -0.080706 | -0.5591 | 0.28933 |
| 22 | 0.088443 | 0.6127 | 0.271467 |
| 23 | 0.11739 | 0.8133 | 0.21003 |
| 24 | -0.252818 | -1.7516 | 0.043117 |
| 25 | 0.062885 | 0.4357 | 0.33251 |
| 26 | 0.210459 | 1.4581 | 0.075663 |
| 27 | -0.117748 | -0.8158 | 0.209328 |
| 28 | -0.096012 | -0.6652 | 0.254555 |
| 29 | 0.113794 | 0.7884 | 0.217173 |
| 30 | 0.048697 | 0.3374 | 0.368649 |
| 31 | -0.173303 | -1.2007 | 0.117885 |
| 32 | 0.097342 | 0.6744 | 0.251645 |
| 33 | 0.06073 | 0.4207 | 0.337909 |
| 34 | -0.086594 | -0.5999 | 0.275683 |
| 35 | 0.017975 | 0.1245 | 0.450706 |
| 36 | 0.078164 | 0.5415 | 0.295321 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.394723 | -2.7347 | 0.00436 |
| 2 | -0.520845 | -3.6085 | 0.000366 |
| 3 | -0.160196 | -1.1099 | 0.136293 |
| 4 | -0.073744 | -0.5109 | 0.305876 |
| 5 | -0.012191 | -0.0845 | 0.466522 |
| 6 | -0.107193 | -0.7427 | 0.230656 |
| 7 | 0.056087 | 0.3886 | 0.349653 |
| 8 | 0.053487 | 0.3706 | 0.356294 |
| 9 | -0.126323 | -0.8752 | 0.192914 |
| 10 | 0.131983 | 0.9144 | 0.182538 |
| 11 | 0.003106 | 0.0215 | 0.491461 |
| 12 | -0.188092 | -1.3031 | 0.099372 |
| 13 | 0.015315 | 0.1061 | 0.45797 |
| 14 | -0.122391 | -0.848 | 0.200337 |
| 15 | -0.033156 | -0.2297 | 0.409647 |
| 16 | -0.12083 | -0.8371 | 0.203333 |
| 17 | -0.134016 | -0.9285 | 0.178899 |
| 18 | -0.258233 | -1.7891 | 0.039956 |
| 19 | 0.058547 | 0.4056 | 0.343411 |
| 20 | -0.109209 | -0.7566 | 0.226488 |
| 21 | -0.160831 | -1.1143 | 0.135356 |
| 22 | -0.011549 | -0.08 | 0.46828 |
| 23 | 0.104667 | 0.7252 | 0.23594 |
| 24 | -0.173924 | -1.205 | 0.117059 |
| 25 | -0.067117 | -0.465 | 0.322018 |
| 26 | 0.021518 | 0.1491 | 0.441056 |
| 27 | 0.052834 | 0.366 | 0.35797 |
| 28 | 0.013437 | 0.0931 | 0.463108 |
| 29 | -0.039655 | -0.2747 | 0.392347 |
| 30 | -0.036597 | -0.2536 | 0.400462 |
| 31 | -0.052559 | -0.3641 | 0.358676 |
| 32 | -0.102725 | -0.7117 | 0.240048 |
| 33 | -0.179768 | -1.2455 | 0.109502 |
| 34 | -0.031203 | -0.2162 | 0.414882 |
| 35 | 0.029469 | 0.2042 | 0.419542 |
| 36 | -0.084363 | -0.5845 | 0.280816 |
