| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.357051 | -2.7426 | 0.00403 |
| 2 | -0.225365 | -1.7311 | 0.044334 |
| 3 | 0.139438 | 1.071 | 0.144255 |
| 4 | -0.203067 | -1.5598 | 0.062079 |
| 5 | 0.152925 | 1.1746 | 0.122429 |
| 6 | 0.083611 | 0.6422 | 0.261607 |
| 7 | 0.034228 | 0.2629 | 0.396768 |
| 8 | -0.065305 | -0.5016 | 0.308901 |
| 9 | 0.071988 | 0.553 | 0.291192 |
| 10 | -0.262886 | -2.0193 | 0.024005 |
| 11 | -0.119196 | -0.9156 | 0.181812 |
| 12 | 0.585366 | 4.4963 | 1.6e-05 |
| 13 | -0.190604 | -1.4641 | 0.074244 |
| 14 | -0.146274 | -1.1236 | 0.132877 |
| 15 | -0.023322 | -0.1791 | 0.429221 |
| 16 | -0.049822 | -0.3827 | 0.351662 |
| 17 | 0.130789 | 1.0046 | 0.159594 |
| 18 | -0.033582 | -0.2579 | 0.398673 |
| 19 | 0.119227 | 0.9158 | 0.18175 |
| 20 | -0.096522 | -0.7414 | 0.230696 |
| 21 | 0.007057 | 0.0542 | 0.478476 |
| 22 | -0.107377 | -0.8248 | 0.206409 |
| 23 | -0.123917 | -0.9518 | 0.172534 |
| 24 | 0.387346 | 2.9753 | 0.002119 |
| 25 | -0.079855 | -0.6134 | 0.270993 |
| 26 | -0.156496 | -1.2021 | 0.11707 |
| 27 | -0.006751 | -0.0519 | 0.47941 |
| 28 | -0.011467 | -0.0881 | 0.465056 |
| 29 | 0.07367 | 0.5659 | 0.286815 |
| 30 | -0.025261 | -0.194 | 0.423408 |
| 31 | 0.104616 | 0.8036 | 0.212436 |
| 32 | -0.098824 | -0.7591 | 0.225413 |
| 33 | -0.018598 | -0.1429 | 0.443447 |
| 34 | 0.022078 | 0.1696 | 0.432958 |
| 35 | -0.167487 | -1.2865 | 0.101648 |
| 36 | 0.267125 | 2.0518 | 0.022316 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.357051 | -2.7426 | 0.00403 |
| 2 | -0.404406 | -3.1063 | 0.001456 |
| 3 | -0.161632 | -1.2415 | 0.109663 |
| 4 | -0.409633 | -3.1464 | 0.001295 |
| 5 | -0.194783 | -1.4962 | 0.069971 |
| 6 | -0.137201 | -1.0539 | 0.148121 |
| 7 | 0.135837 | 1.0434 | 0.150513 |
| 8 | 0.103179 | 0.7925 | 0.215614 |
| 9 | 0.407383 | 3.1292 | 0.001362 |
| 10 | -0.019783 | -0.152 | 0.43987 |
| 11 | -0.411002 | -3.157 | 0.001256 |
| 12 | 0.119981 | 0.9216 | 0.180247 |
| 13 | 0.125588 | 0.9647 | 0.169326 |
| 14 | 0.052923 | 0.4065 | 0.34292 |
| 15 | -0.224485 | -1.7243 | 0.044945 |
| 16 | 0.012325 | 0.0947 | 0.462448 |
| 17 | 0.076352 | 0.5865 | 0.279899 |
| 18 | -0.087552 | -0.6725 | 0.251946 |
| 19 | 0.065038 | 0.4996 | 0.309618 |
| 20 | -0.007289 | -0.056 | 0.47777 |
| 21 | -0.050963 | -0.3915 | 0.348437 |
| 22 | 0.034096 | 0.2619 | 0.397158 |
| 23 | -0.003329 | -0.0256 | 0.489844 |
| 24 | -0.040904 | -0.3142 | 0.377243 |
| 25 | -0.12515 | -0.9613 | 0.170163 |
| 26 | -0.098412 | -0.7559 | 0.226354 |
| 27 | 0.00473 | 0.0363 | 0.485569 |
| 28 | -0.039155 | -0.3008 | 0.38233 |
| 29 | -0.014277 | -0.1097 | 0.456523 |
| 30 | -0.017925 | -0.1377 | 0.445479 |
| 31 | 0.048044 | 0.369 | 0.356712 |
| 32 | 0.020734 | 0.1593 | 0.437004 |
| 33 | -0.082723 | -0.6354 | 0.263809 |
| 34 | 0.10945 | 0.8407 | 0.201955 |
| 35 | -0.054506 | -0.4187 | 0.338489 |
| 36 | -0.107033 | -0.8221 | 0.207154 |
