| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.582351 | -3.9924 | 0.000114 |
| 2 | -0.074623 | -0.5116 | 0.305668 |
| 3 | 0.442496 | 3.0336 | 0.001964 |
| 4 | -0.373511 | -2.5607 | 0.00686 |
| 5 | 0.106679 | 0.7314 | 0.234097 |
| 6 | 0.146025 | 1.0011 | 0.160954 |
| 7 | -0.247533 | -1.697 | 0.048155 |
| 8 | 0.174621 | 1.1971 | 0.118628 |
| 9 | -0.002726 | -0.0187 | 0.492585 |
| 10 | -0.153653 | -1.0534 | 0.148774 |
| 11 | 0.194728 | 1.335 | 0.094156 |
| 12 | -0.102912 | -0.7055 | 0.241982 |
| 13 | -0.119511 | -0.8193 | 0.208368 |
| 14 | 0.199057 | 1.3647 | 0.089428 |
| 15 | -0.089502 | -0.6136 | 0.27122 |
| 16 | -0.054336 | -0.3725 | 0.355593 |
| 17 | 0.069821 | 0.4787 | 0.317197 |
| 18 | -0.00367 | -0.0252 | 0.490017 |
| 19 | -0.068572 | -0.4701 | 0.320227 |
| 20 | 0.080281 | 0.5504 | 0.292334 |
| 21 | -0.012225 | -0.0838 | 0.466781 |
| 22 | -0.112391 | -0.7705 | 0.222426 |
| 23 | 0.181497 | 1.2443 | 0.109783 |
| 24 | -0.128467 | -0.8807 | 0.191475 |
| 25 | 0.017796 | 0.122 | 0.451708 |
| 26 | 0.050551 | 0.3466 | 0.365234 |
| 27 | -0.008456 | -0.058 | 0.477008 |
| 28 | -0.101408 | -0.6952 | 0.245171 |
| 29 | 0.098564 | 0.6757 | 0.251265 |
| 30 | 0.024186 | 0.1658 | 0.43451 |
| 31 | -0.105399 | -0.7226 | 0.23676 |
| 32 | 0.068233 | 0.4678 | 0.321052 |
| 33 | 0.038664 | 0.2651 | 0.39606 |
| 34 | -0.110035 | -0.7544 | 0.227197 |
| 35 | 0.117139 | 0.8031 | 0.21299 |
| 36 | -0.077739 | -0.533 | 0.298289 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.582351 | -3.9924 | 0.000114 |
| 2 | -0.62608 | -4.2922 | 4.4e-05 |
| 3 | 0.018003 | 0.1234 | 0.451149 |
| 4 | 0.013839 | 0.0949 | 0.462408 |
| 5 | 0.082748 | 0.5673 | 0.286608 |
| 6 | 0.10032 | 0.6878 | 0.247493 |
| 7 | -0.031958 | -0.2191 | 0.413764 |
| 8 | -0.009218 | -0.0632 | 0.47494 |
| 9 | 0.014596 | 0.1001 | 0.460359 |
| 10 | -0.059885 | -0.4106 | 0.341634 |
| 11 | 0.020606 | 0.1413 | 0.444132 |
| 12 | 0.008042 | 0.0551 | 0.478133 |
| 13 | -0.199568 | -1.3682 | 0.088883 |
| 14 | -0.201764 | -1.3832 | 0.086566 |
| 15 | -0.033301 | -0.2283 | 0.410202 |
| 16 | 0.085023 | 0.5829 | 0.281379 |
| 17 | -0.037144 | -0.2546 | 0.400054 |
| 18 | 0.016981 | 0.1164 | 0.45391 |
| 19 | -0.065349 | -0.448 | 0.328101 |
| 20 | -0.018262 | -0.1252 | 0.450451 |
| 21 | 0.067834 | 0.465 | 0.322023 |
| 22 | -0.098481 | -0.6752 | 0.251444 |
| 23 | 0.019529 | 0.1339 | 0.447034 |
| 24 | -0.038379 | -0.2631 | 0.396808 |
| 25 | 0.01388 | 0.0952 | 0.462298 |
| 26 | -0.132499 | -0.9084 | 0.184159 |
| 27 | 0.122219 | 0.8379 | 0.203166 |
| 28 | -0.077605 | -0.532 | 0.298603 |
| 29 | -0.164703 | -1.1291 | 0.132284 |
| 30 | -0.030214 | -0.2071 | 0.4184 |
| 31 | 0.06984 | 0.4788 | 0.317151 |
| 32 | 0.003827 | 0.0262 | 0.489591 |
| 33 | 0.07529 | 0.5162 | 0.304081 |
| 34 | -0.045875 | -0.3145 | 0.377266 |
| 35 | 0.00245 | 0.0168 | 0.493336 |
| 36 | -0.046289 | -0.3173 | 0.376194 |
