| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.378363 | -2.5939 | 0.006307 |
| 2 | -0.075628 | -0.5185 | 0.303277 |
| 3 | 0.222525 | 1.5256 | 0.066911 |
| 4 | -0.108158 | -0.7415 | 0.231042 |
| 5 | 0.149747 | 1.0266 | 0.154929 |
| 6 | -0.16752 | -1.1485 | 0.128296 |
| 7 | 0.041418 | 0.2839 | 0.388848 |
| 8 | -0.083472 | -0.5723 | 0.284939 |
| 9 | -0.07763 | -0.5322 | 0.298545 |
| 10 | -0.030525 | -0.2093 | 0.41757 |
| 11 | -0.029654 | -0.2033 | 0.419891 |
| 12 | -0.034945 | -0.2396 | 0.405853 |
| 13 | -0.076692 | -0.5258 | 0.300758 |
| 14 | 0.078739 | 0.5398 | 0.29594 |
| 15 | -0.020649 | -0.1416 | 0.444015 |
| 16 | -0.076845 | -0.5268 | 0.300396 |
| 17 | 0.102824 | 0.7049 | 0.242167 |
| 18 | 0.004767 | 0.0327 | 0.487033 |
| 19 | 0.066445 | 0.4555 | 0.325415 |
| 20 | -0.11143 | -0.7639 | 0.224365 |
| 21 | 0.095139 | 0.6522 | 0.258712 |
| 22 | 0.050584 | 0.3468 | 0.36515 |
| 23 | -0.034854 | -0.2389 | 0.406093 |
| 24 | 0.12493 | 0.8565 | 0.19804 |
| 25 | -0.158022 | -1.0833 | 0.142092 |
| 26 | 0.125075 | 0.8575 | 0.197769 |
| 27 | 0.005494 | 0.0377 | 0.485056 |
| 28 | -0.079341 | -0.5439 | 0.29453 |
| 29 | 0.035443 | 0.243 | 0.404536 |
| 30 | -0.021028 | -0.1442 | 0.442996 |
| 31 | -0.052384 | -0.3591 | 0.360555 |
| 32 | 0.025823 | 0.177 | 0.430122 |
| 33 | -0.013193 | -0.0904 | 0.464158 |
| 34 | -0.041161 | -0.2822 | 0.38952 |
| 35 | 0.007997 | 0.0548 | 0.478254 |
| 36 | 0.045936 | 0.3149 | 0.377107 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.378363 | -2.5939 | 0.006307 |
| 2 | -0.255342 | -1.7505 | 0.043276 |
| 3 | 0.112352 | 0.7702 | 0.222504 |
| 4 | 0.023249 | 0.1594 | 0.437024 |
| 5 | 0.206434 | 1.4152 | 0.081795 |
| 6 | -0.096671 | -0.6627 | 0.255366 |
| 7 | -0.033992 | -0.233 | 0.408372 |
| 8 | -0.229937 | -1.5764 | 0.060825 |
| 9 | -0.179956 | -1.2337 | 0.111721 |
| 10 | -0.246202 | -1.6879 | 0.049031 |
| 11 | -0.083373 | -0.5716 | 0.285166 |
| 12 | -0.102982 | -0.706 | 0.241833 |
| 13 | -0.077293 | -0.5299 | 0.29934 |
| 14 | -0.008669 | -0.0594 | 0.47643 |
| 15 | 0.009139 | 0.0627 | 0.475153 |
| 16 | -0.146919 | -1.0072 | 0.159491 |
| 17 | -0.080121 | -0.5493 | 0.292706 |
| 18 | -0.103907 | -0.7123 | 0.239885 |
| 19 | 0.021006 | 0.144 | 0.443054 |
| 20 | -0.198177 | -1.3586 | 0.090374 |
| 21 | -0.064378 | -0.4414 | 0.330491 |
| 22 | -0.114466 | -0.7847 | 0.218272 |
| 23 | 0.004338 | 0.0297 | 0.488201 |
| 24 | 0.078609 | 0.5389 | 0.296245 |
| 25 | -0.05842 | -0.4005 | 0.345299 |
| 26 | -0.007568 | -0.0519 | 0.47942 |
| 27 | 0.000489 | 0.0034 | 0.49867 |
| 28 | -0.071756 | -0.4919 | 0.312527 |
| 29 | -0.117533 | -0.8058 | 0.212218 |
| 30 | -0.033424 | -0.2291 | 0.409877 |
| 31 | -0.120664 | -0.8272 | 0.206142 |
| 32 | -0.001805 | -0.0124 | 0.495091 |
| 33 | -0.004054 | -0.0278 | 0.488973 |
| 34 | 0.038553 | 0.2643 | 0.396351 |
| 35 | -0.016042 | -0.11 | 0.456447 |
| 36 | 0.080838 | 0.5542 | 0.291035 |
