| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.390671 | -3.0008 | 0.001971 |
| 2 | -0.200669 | -1.5414 | 0.064287 |
| 3 | 0.331742 | 2.5482 | 0.006727 |
| 4 | -0.390005 | -2.9957 | 0.002 |
| 5 | -0.068009 | -0.5224 | 0.301678 |
| 6 | 0.499878 | 3.8396 | 0.000152 |
| 7 | -0.216718 | -1.6646 | 0.050643 |
| 8 | -0.178 | -1.3672 | 0.088368 |
| 9 | 0.199603 | 1.5332 | 0.065289 |
| 10 | -0.244205 | -1.8758 | 0.032818 |
| 11 | -0.041266 | -0.317 | 0.376193 |
| 12 | 0.484791 | 3.7238 | 0.00022 |
| 13 | -0.191708 | -1.4725 | 0.073096 |
| 14 | -0.083281 | -0.6397 | 0.262424 |
| 15 | 0.07091 | 0.5447 | 0.294016 |
| 16 | -0.148517 | -1.1408 | 0.129286 |
| 17 | -0.068376 | -0.5252 | 0.300704 |
| 18 | 0.276464 | 2.1236 | 0.018955 |
| 19 | -0.013554 | -0.1041 | 0.458718 |
| 20 | -0.251601 | -1.9326 | 0.029046 |
| 21 | 0.147401 | 1.1322 | 0.131063 |
| 22 | -0.140995 | -1.083 | 0.141606 |
| 23 | -0.01471 | -0.113 | 0.455212 |
| 24 | 0.274565 | 2.109 | 0.019601 |
| 25 | -0.03665 | -0.2815 | 0.389651 |
| 26 | -0.097022 | -0.7452 | 0.229543 |
| 27 | -0.032199 | -0.2473 | 0.402759 |
| 28 | 0.012459 | 0.0957 | 0.462042 |
| 29 | -0.07431 | -0.5708 | 0.285155 |
| 30 | 0.151486 | 1.1636 | 0.124639 |
| 31 | 0.021917 | 0.1683 | 0.433444 |
| 32 | -0.163345 | -1.2547 | 0.107272 |
| 33 | 0.035673 | 0.274 | 0.392517 |
| 34 | -0.009553 | -0.0734 | 0.470877 |
| 35 | -0.013723 | -0.1054 | 0.458206 |
| 36 | 0.093315 | 0.7168 | 0.238173 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.390671 | -3.0008 | 0.001971 |
| 2 | -0.416925 | -3.2025 | 0.001099 |
| 3 | 0.082535 | 0.634 | 0.264277 |
| 4 | -0.373986 | -2.8726 | 0.002824 |
| 5 | -0.430939 | -3.3101 | 0.000797 |
| 6 | 0.12801 | 0.9833 | 0.164746 |
| 7 | 0.177749 | 1.3653 | 0.088668 |
| 8 | -0.196748 | -1.5113 | 0.068031 |
| 9 | -0.294192 | -2.2597 | 0.013772 |
| 10 | -0.188041 | -1.4444 | 0.076962 |
| 11 | -0.192744 | -1.4805 | 0.072031 |
| 12 | 0.141465 | 1.0866 | 0.140813 |
| 13 | 0.140036 | 1.0756 | 0.143234 |
| 14 | 0.190379 | 1.4623 | 0.074479 |
| 15 | -0.063633 | -0.4888 | 0.313406 |
| 16 | 0.143676 | 1.1036 | 0.137125 |
| 17 | -0.000811 | -0.0062 | 0.497526 |
| 18 | -0.096882 | -0.7442 | 0.229865 |
| 19 | 0.048957 | 0.376 | 0.354115 |
| 20 | -0.115165 | -0.8846 | 0.189982 |
| 21 | -0.050208 | -0.3857 | 0.350569 |
| 22 | -0.202185 | -1.553 | 0.062884 |
| 23 | -0.015895 | -0.1221 | 0.45162 |
| 24 | -0.132523 | -1.0179 | 0.156434 |
| 25 | -0.097558 | -0.7494 | 0.228309 |
| 26 | 0.009813 | 0.0754 | 0.470085 |
| 27 | -0.131739 | -1.0119 | 0.157858 |
| 28 | 0.026078 | 0.2003 | 0.420964 |
| 29 | 0.031326 | 0.2406 | 0.405343 |
| 30 | 0.034677 | 0.2664 | 0.395445 |
| 31 | -0.128599 | -0.9878 | 0.163646 |
| 32 | -0.013833 | -0.1063 | 0.457871 |
| 33 | 0.052555 | 0.4037 | 0.343954 |
| 34 | 0.078353 | 0.6018 | 0.274793 |
| 35 | -0.005121 | -0.0393 | 0.484378 |
| 36 | -0.081084 | -0.6228 | 0.267901 |
