| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.583049 | -3.9972 | 0.000112 |
| 2 | -0.07444 | -0.5103 | 0.306103 |
| 3 | 0.452591 | 3.1028 | 0.00162 |
| 4 | -0.391826 | -2.6862 | 0.004978 |
| 5 | 0.120622 | 0.8269 | 0.206224 |
| 6 | 0.140757 | 0.965 | 0.169747 |
| 7 | -0.260024 | -1.7826 | 0.040553 |
| 8 | 0.209036 | 1.4331 | 0.079227 |
| 9 | -0.036082 | -0.2474 | 0.402851 |
| 10 | -0.157507 | -1.0798 | 0.142868 |
| 11 | 0.225849 | 1.5483 | 0.064124 |
| 12 | -0.126057 | -0.8642 | 0.195933 |
| 13 | -0.10909 | -0.7479 | 0.229129 |
| 14 | 0.205945 | 1.4119 | 0.082285 |
| 15 | -0.111924 | -0.7673 | 0.223368 |
| 16 | -0.045097 | -0.3092 | 0.37928 |
| 17 | 0.073388 | 0.5031 | 0.308613 |
| 18 | -0.014181 | -0.0972 | 0.461483 |
| 19 | -0.049954 | -0.3425 | 0.366763 |
| 20 | 0.065397 | 0.4483 | 0.327984 |
| 21 | -0.011725 | -0.0804 | 0.468136 |
| 22 | -0.09987 | -0.6847 | 0.248457 |
| 23 | 0.169178 | 1.1598 | 0.125989 |
| 24 | -0.123819 | -0.8489 | 0.20013 |
| 25 | 0.020429 | 0.1401 | 0.444608 |
| 26 | 0.050888 | 0.3489 | 0.364372 |
| 27 | -0.017105 | -0.1173 | 0.453574 |
| 28 | -0.089471 | -0.6134 | 0.271291 |
| 29 | 0.088407 | 0.6061 | 0.273686 |
| 30 | 0.022237 | 0.1525 | 0.439741 |
| 31 | -0.086474 | -0.5928 | 0.278066 |
| 32 | 0.050196 | 0.3441 | 0.366142 |
| 33 | 0.039206 | 0.2688 | 0.394636 |
| 34 | -0.097579 | -0.669 | 0.253395 |
| 35 | 0.102498 | 0.7027 | 0.242858 |
| 36 | -0.070359 | -0.4824 | 0.315896 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.583049 | -3.9972 | 0.000112 |
| 2 | -0.627808 | -4.304 | 4.2e-05 |
| 3 | 0.039756 | 0.2726 | 0.393196 |
| 4 | 0.014234 | 0.0976 | 0.461338 |
| 5 | 0.084674 | 0.5805 | 0.282176 |
| 6 | 0.082733 | 0.5672 | 0.286642 |
| 7 | -0.060847 | -0.4171 | 0.339235 |
| 8 | 0.012592 | 0.0863 | 0.465786 |
| 9 | 0.028712 | 0.1968 | 0.4224 |
| 10 | -0.079823 | -0.5472 | 0.293402 |
| 11 | -0.00802 | -0.055 | 0.478193 |
| 12 | 0.011629 | 0.0797 | 0.468398 |
| 13 | -0.16111 | -1.1045 | 0.137496 |
| 14 | -0.159863 | -1.096 | 0.139339 |
| 15 | -0.019063 | -0.1307 | 0.448289 |
| 16 | 0.037486 | 0.257 | 0.399153 |
| 17 | -0.102872 | -0.7053 | 0.242066 |
| 18 | -0.014404 | -0.0988 | 0.460878 |
| 19 | -0.042504 | -0.2914 | 0.386018 |
| 20 | 0.017158 | 0.1176 | 0.453431 |
| 21 | 0.085476 | 0.586 | 0.280341 |
| 22 | -0.121545 | -0.8333 | 0.204453 |
| 23 | -0.000889 | -0.0061 | 0.497581 |
| 24 | -0.023175 | -0.1589 | 0.437222 |
| 25 | 0.050114 | 0.3436 | 0.366353 |
| 26 | -0.104265 | -0.7148 | 0.239133 |
| 27 | 0.10743 | 0.7365 | 0.232543 |
| 28 | -0.114443 | -0.7846 | 0.218318 |
| 29 | -0.20225 | -1.3866 | 0.086059 |
| 30 | -0.033593 | -0.2303 | 0.409428 |
| 31 | 0.096 | 0.6581 | 0.256829 |
| 32 | 0.017831 | 0.1222 | 0.451615 |
| 33 | 0.062508 | 0.4285 | 0.335111 |
| 34 | -0.067328 | -0.4616 | 0.323256 |
| 35 | -0.006147 | -0.0421 | 0.483282 |
| 36 | -0.020425 | -0.14 | 0.444618 |
