| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.312204 | -2.1404 | 0.018773 |
| 2 | 0.0119 | 0.0816 | 0.467664 |
| 3 | -0.034294 | -0.2351 | 0.407573 |
| 4 | -0.164135 | -1.1253 | 0.133097 |
| 5 | -0.037966 | -0.2603 | 0.397891 |
| 6 | 0.165573 | 1.1351 | 0.131042 |
| 7 | -0.146665 | -1.0055 | 0.159906 |
| 8 | 0.061582 | 0.4222 | 0.337408 |
| 9 | 0.218354 | 1.497 | 0.070545 |
| 10 | -0.187325 | -1.2842 | 0.102677 |
| 11 | 0.062897 | 0.4312 | 0.334146 |
| 12 | -0.207989 | -1.4259 | 0.080253 |
| 13 | -0.073037 | -0.5007 | 0.309454 |
| 14 | -0.070005 | -0.4799 | 0.316752 |
| 15 | 0.299293 | 2.0519 | 0.022889 |
| 16 | -0.179449 | -1.2302 | 0.112365 |
| 17 | 0.094501 | 0.6479 | 0.260111 |
| 18 | 0.074885 | 0.5134 | 0.305042 |
| 19 | -0.211253 | -1.4483 | 0.077089 |
| 20 | 0.220714 | 1.5131 | 0.06847 |
| 21 | -0.176674 | -1.2112 | 0.115934 |
| 22 | -0.079764 | -0.5468 | 0.293539 |
| 23 | 0.090947 | 0.6235 | 0.267985 |
| 24 | 0.151027 | 1.0354 | 0.152893 |
| 25 | -0.065451 | -0.4487 | 0.327852 |
| 26 | 0.225156 | 1.5436 | 0.064697 |
| 27 | -0.251663 | -1.7253 | 0.04552 |
| 28 | 0.082778 | 0.5675 | 0.286538 |
| 29 | -0.015706 | -0.1077 | 0.457355 |
| 30 | -0.067683 | -0.464 | 0.322392 |
| 31 | -0.002626 | -0.018 | 0.492856 |
| 32 | 0.032879 | 0.2254 | 0.411319 |
| 33 | 0.065753 | 0.4508 | 0.32711 |
| 34 | -0.056127 | -0.3848 | 0.351065 |
| 35 | 0.108592 | 0.7445 | 0.23015 |
| 36 | -0.150503 | -1.0318 | 0.153724 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.312204 | -2.1404 | 0.018773 |
| 2 | -0.094813 | -0.65 | 0.259426 |
| 3 | -0.06689 | -0.4586 | 0.324326 |
| 4 | -0.219626 | -1.5057 | 0.069421 |
| 5 | -0.199778 | -1.3696 | 0.088658 |
| 6 | 0.070152 | 0.4809 | 0.316395 |
| 7 | -0.122674 | -0.841 | 0.2023 |
| 8 | -0.085014 | -0.5828 | 0.281399 |
| 9 | 0.229614 | 1.5742 | 0.06108 |
| 10 | -0.01397 | -0.0958 | 0.462054 |
| 11 | -0.009452 | -0.0648 | 0.474303 |
| 12 | -0.230776 | -1.5821 | 0.060165 |
| 13 | -0.16079 | -1.1023 | 0.137968 |
| 14 | -0.28496 | -1.9536 | 0.028358 |
| 15 | 0.084505 | 0.5793 | 0.282565 |
| 16 | -0.131608 | -0.9023 | 0.18576 |
| 17 | -0.154609 | -1.0599 | 0.147293 |
| 18 | 0.053382 | 0.366 | 0.358016 |
| 19 | -0.167531 | -1.1485 | 0.12828 |
| 20 | 0.14737 | 1.0103 | 0.158758 |
| 21 | -0.130585 | -0.8952 | 0.187608 |
| 22 | -0.122624 | -0.8407 | 0.202395 |
| 23 | -0.093833 | -0.6433 | 0.261583 |
| 24 | -0.037777 | -0.259 | 0.398387 |
| 25 | 0.012013 | 0.0824 | 0.467356 |
| 26 | 0.0203 | 0.1392 | 0.444955 |
| 27 | -0.051852 | -0.3555 | 0.361909 |
| 28 | 0.091511 | 0.6274 | 0.266726 |
| 29 | -0.011081 | -0.076 | 0.469883 |
| 30 | -0.035828 | -0.2456 | 0.403522 |
| 31 | -0.053891 | -0.3695 | 0.356723 |
| 32 | -0.01404 | -0.0963 | 0.461865 |
| 33 | -0.007285 | -0.0499 | 0.480189 |
| 34 | -0.076727 | -0.526 | 0.300675 |
| 35 | -0.067821 | -0.465 | 0.322055 |
| 36 | 0.059316 | 0.4067 | 0.343055 |
