| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.336145 | -2.2798 | 0.01365 |
| 2 | -0.140538 | -0.9532 | 0.172742 |
| 3 | -0.165757 | -1.1242 | 0.133377 |
| 4 | 0.205166 | 1.3915 | 0.085383 |
| 5 | -0.007431 | -0.0504 | 0.480012 |
| 6 | -0.092782 | -0.6293 | 0.26614 |
| 7 | 0.042087 | 0.2854 | 0.388291 |
| 8 | -0.04009 | -0.2719 | 0.393457 |
| 9 | 0.126155 | 0.8556 | 0.198321 |
| 10 | -0.182968 | -1.241 | 0.110458 |
| 11 | 0.27969 | 1.8969 | 0.032062 |
| 12 | -0.197976 | -1.3427 | 0.092973 |
| 13 | -0.061169 | -0.4149 | 0.340084 |
| 14 | 0.069583 | 0.4719 | 0.319602 |
| 15 | 0.108356 | 0.7349 | 0.233063 |
| 16 | -0.010041 | -0.0681 | 0.473001 |
| 17 | -0.191227 | -1.297 | 0.100556 |
| 18 | 0.064059 | 0.4345 | 0.332991 |
| 19 | 0.028115 | 0.1907 | 0.424804 |
| 20 | 0.053174 | 0.3606 | 0.360009 |
| 21 | -0.037478 | -0.2542 | 0.400242 |
| 22 | -0.003534 | -0.024 | 0.490492 |
| 23 | 0.093761 | 0.6359 | 0.263991 |
| 24 | -0.205078 | -1.3909 | 0.085473 |
| 25 | 0.13553 | 0.9192 | 0.181391 |
| 26 | -0.083745 | -0.568 | 0.286404 |
| 27 | 0.077148 | 0.5232 | 0.301659 |
| 28 | -0.007224 | -0.049 | 0.480568 |
| 29 | 0.068446 | 0.4642 | 0.322339 |
| 30 | -0.137596 | -0.9332 | 0.177789 |
| 31 | 0.07428 | 0.5038 | 0.308406 |
| 32 | -0.024414 | -0.1656 | 0.434606 |
| 33 | -0.062206 | -0.4219 | 0.337532 |
| 34 | 0.093466 | 0.6339 | 0.264636 |
| 35 | -0.110702 | -0.7508 | 0.228293 |
| 36 | 0.129867 | 0.8808 | 0.191503 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.336145 | -2.2798 | 0.01365 |
| 2 | -0.285828 | -1.9386 | 0.029351 |
| 3 | -0.396027 | -2.686 | 0.005013 |
| 4 | -0.120254 | -0.8156 | 0.209465 |
| 5 | -0.112159 | -0.7607 | 0.225359 |
| 6 | -0.196926 | -1.3356 | 0.094123 |
| 7 | -0.064357 | -0.4365 | 0.332263 |
| 8 | -0.164826 | -1.1179 | 0.134706 |
| 9 | 0.004384 | 0.0297 | 0.488204 |
| 10 | -0.188792 | -1.2805 | 0.103403 |
| 11 | 0.210876 | 1.4302 | 0.079705 |
| 12 | -0.002099 | -0.0142 | 0.494352 |
| 13 | -0.128129 | -0.869 | 0.194676 |
| 14 | 0.074534 | 0.5055 | 0.307806 |
| 15 | 0.048833 | 0.3312 | 0.370999 |
| 16 | 0.107584 | 0.7297 | 0.234646 |
| 17 | -0.027796 | -0.1885 | 0.425647 |
| 18 | -0.060319 | -0.4091 | 0.342182 |
| 19 | -0.04112 | -0.2789 | 0.390789 |
| 20 | -0.134435 | -0.9118 | 0.183318 |
| 21 | 0.061731 | 0.4187 | 0.338699 |
| 22 | -0.081499 | -0.5528 | 0.291554 |
| 23 | 0.145647 | 0.9878 | 0.164203 |
| 24 | -0.142161 | -0.9642 | 0.169998 |
| 25 | -0.015016 | -0.1018 | 0.459662 |
| 26 | -0.110857 | -0.7519 | 0.227979 |
| 27 | -0.117371 | -0.7961 | 0.215046 |
| 28 | 0.139086 | 0.9433 | 0.175222 |
| 29 | 0.083683 | 0.5676 | 0.286544 |
| 30 | -0.10457 | -0.7092 | 0.24088 |
| 31 | 0.116684 | 0.7914 | 0.216389 |
| 32 | -0.10422 | -0.7069 | 0.24161 |
| 33 | -0.028343 | -0.1922 | 0.424203 |
| 34 | -0.074117 | -0.5027 | 0.308793 |
| 35 | -0.080418 | -0.5454 | 0.29405 |
| 36 | -0.064438 | -0.437 | 0.332063 |
