| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.487956 | -3.934 | 0.000103 |
| 2 | 0.033191 | 0.2676 | 0.394929 |
| 3 | 0.366632 | 2.9559 | 0.00217 |
| 4 | -0.290064 | -2.3386 | 0.011222 |
| 5 | 0.056006 | 0.4515 | 0.326553 |
| 6 | 0.239093 | 1.9276 | 0.029136 |
| 7 | -0.36066 | -2.9077 | 0.002488 |
| 8 | 0.160554 | 1.2944 | 0.100049 |
| 9 | 0.102663 | 0.8277 | 0.205436 |
| 10 | -0.245918 | -1.9827 | 0.025818 |
| 11 | 0.1782 | 1.4367 | 0.0778 |
| 12 | -0.077174 | -0.6222 | 0.267995 |
| 13 | -0.16504 | -1.3306 | 0.093985 |
| 14 | 0.194475 | 1.5679 | 0.060879 |
| 15 | -0.031894 | -0.2571 | 0.398941 |
| 16 | -0.207681 | -1.6744 | 0.049431 |
| 17 | 0.223476 | 1.8017 | 0.038113 |
| 18 | -0.070977 | -0.5722 | 0.284567 |
| 19 | -0.123466 | -0.9954 | 0.161613 |
| 20 | 0.136497 | 1.1005 | 0.137592 |
| 21 | -0.034399 | -0.2773 | 0.391201 |
| 22 | -0.191316 | -1.5424 | 0.06391 |
| 23 | 0.357032 | 2.8785 | 0.002701 |
| 24 | -0.287964 | -2.3216 | 0.011699 |
| 25 | 0.080754 | 0.6511 | 0.258652 |
| 26 | 0.16159 | 1.3028 | 0.098623 |
| 27 | -0.189654 | -1.529 | 0.065553 |
| 28 | 0.037486 | 0.3022 | 0.381725 |
| 29 | 0.159565 | 1.2865 | 0.101424 |
| 30 | -0.229497 | -1.8503 | 0.034411 |
| 31 | 0.117632 | 0.9484 | 0.173225 |
| 32 | 0.059754 | 0.4817 | 0.315801 |
| 33 | -0.118563 | -0.9559 | 0.171335 |
| 34 | 0.032221 | 0.2598 | 0.39793 |
| 35 | 0.057974 | 0.4674 | 0.320888 |
| 36 | -0.105921 | -0.854 | 0.198132 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.487956 | -3.934 | 0.000103 |
| 2 | -0.268946 | -2.1683 | 0.016901 |
| 3 | 0.362131 | 2.9196 | 0.002406 |
| 4 | 0.129346 | 1.0428 | 0.150448 |
| 5 | -0.075857 | -0.6116 | 0.271475 |
| 6 | 0.120335 | 0.9702 | 0.167779 |
| 7 | -0.156019 | -1.2579 | 0.106471 |
| 8 | -0.137445 | -1.1081 | 0.135948 |
| 9 | 0.045344 | 0.3656 | 0.357934 |
| 10 | 0.039874 | 0.3215 | 0.37444 |
| 11 | 0.031791 | 0.2563 | 0.399261 |
| 12 | -0.125526 | -1.012 | 0.15764 |
| 13 | -0.188016 | -1.5158 | 0.067205 |
| 14 | -0.048394 | -0.3902 | 0.348844 |
| 15 | 0.192582 | 1.5526 | 0.062681 |
| 16 | -0.028262 | -0.2279 | 0.410237 |
| 17 | -0.072519 | -0.5847 | 0.280398 |
| 18 | 0.0337 | 0.2717 | 0.393356 |
| 19 | -0.062177 | -0.5013 | 0.308931 |
| 20 | -0.166337 | -1.3411 | 0.092286 |
| 21 | 0.07101 | 0.5725 | 0.28448 |
| 22 | -0.060228 | -0.4856 | 0.314451 |
| 23 | 0.208481 | 1.6808 | 0.048798 |
| 24 | -0.082103 | -0.6619 | 0.255177 |
| 25 | -0.015783 | -0.1272 | 0.449569 |
| 26 | 0.025271 | 0.2037 | 0.419597 |
| 27 | 0.059349 | 0.4785 | 0.316954 |
| 28 | -0.11452 | -0.9233 | 0.179636 |
| 29 | -0.032391 | -0.2611 | 0.397405 |
| 30 | 0.082436 | 0.6646 | 0.254321 |
| 31 | -0.016886 | -0.1361 | 0.446066 |
| 32 | -0.112313 | -0.9055 | 0.184273 |
| 33 | 0.123832 | 0.9984 | 0.160902 |
| 34 | -0.067024 | -0.5404 | 0.295397 |
| 35 | -0.038836 | -0.3131 | 0.377602 |
| 36 | -0.019216 | -0.1549 | 0.43868 |
