| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.350522 | -2.9536 | 0.002129 |
| 2 | -0.019102 | -0.161 | 0.436292 |
| 3 | -0.103653 | -0.8734 | 0.192695 |
| 4 | 0.124235 | 1.0468 | 0.149365 |
| 5 | -0.184955 | -1.5585 | 0.061786 |
| 6 | 0.168295 | 1.4181 | 0.080271 |
| 7 | -0.110959 | -0.935 | 0.17649 |
| 8 | 0.054731 | 0.4612 | 0.323044 |
| 9 | -0.213609 | -1.7999 | 0.038062 |
| 10 | 0.08314 | 0.7006 | 0.242936 |
| 11 | 0.036551 | 0.308 | 0.379499 |
| 12 | 0.003765 | 0.0317 | 0.487389 |
| 13 | 0.041686 | 0.3513 | 0.363219 |
| 14 | 0.043572 | 0.3671 | 0.357303 |
| 15 | -0.087529 | -0.7375 | 0.231616 |
| 16 | 0.05585 | 0.4706 | 0.319685 |
| 17 | -0.099969 | -0.8424 | 0.201208 |
| 18 | 0.123184 | 1.038 | 0.151404 |
| 19 | -0.031191 | -0.2628 | 0.396727 |
| 20 | -0.037893 | -0.3193 | 0.375223 |
| 21 | 0.01624 | 0.1368 | 0.445772 |
| 22 | 0.027596 | 0.2325 | 0.408399 |
| 23 | -0.145318 | -1.2245 | 0.112411 |
| 24 | 0.076872 | 0.6477 | 0.259621 |
| 25 | -0.071804 | -0.605 | 0.273544 |
| 26 | 0.156085 | 1.3152 | 0.096338 |
| 27 | -0.088498 | -0.7457 | 0.229155 |
| 28 | 0.043002 | 0.3623 | 0.359087 |
| 29 | -0.10423 | -0.8783 | 0.191384 |
| 30 | 0.164991 | 1.3902 | 0.0844 |
| 31 | -0.064424 | -0.5428 | 0.294469 |
| 32 | 0.097494 | 0.8215 | 0.207056 |
| 33 | -0.045966 | -0.3873 | 0.349841 |
| 34 | -0.051705 | -0.4357 | 0.332199 |
| 35 | -0.114907 | -0.9682 | 0.168109 |
| 36 | 0.134811 | 1.1359 | 0.129901 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.350522 | -2.9536 | 0.002129 |
| 2 | -0.161854 | -1.3638 | 0.088468 |
| 3 | -0.19688 | -1.6589 | 0.050769 |
| 4 | 0.006193 | 0.0522 | 0.479266 |
| 5 | -0.191254 | -1.6115 | 0.05575 |
| 6 | 0.036163 | 0.3047 | 0.380737 |
| 7 | -0.073902 | -0.6227 | 0.267734 |
| 8 | -0.029986 | -0.2527 | 0.400627 |
| 9 | -0.2354 | -1.9835 | 0.025589 |
| 10 | -0.178354 | -1.5028 | 0.068658 |
| 11 | -0.042528 | -0.3584 | 0.360572 |
| 12 | -0.111795 | -0.942 | 0.174693 |
| 13 | 0.03956 | 0.3333 | 0.36993 |
| 14 | 0.01472 | 0.124 | 0.450821 |
| 15 | -0.039111 | -0.3296 | 0.371352 |
| 16 | 0.014183 | 0.1195 | 0.452606 |
| 17 | -0.164287 | -1.3843 | 0.0853 |
| 18 | 0.008757 | 0.0738 | 0.470694 |
| 19 | -0.02742 | -0.231 | 0.408973 |
| 20 | -0.058555 | -0.4934 | 0.311628 |
| 21 | 0.033545 | 0.2827 | 0.389132 |
| 22 | 0.010905 | 0.0919 | 0.463522 |
| 23 | -0.105598 | -0.8898 | 0.188294 |
| 24 | -0.105451 | -0.8885 | 0.188623 |
| 25 | -0.184574 | -1.5552 | 0.062167 |
| 26 | 0.012759 | 0.1075 | 0.457345 |
| 27 | -0.054003 | -0.455 | 0.325234 |
| 28 | -0.004615 | -0.0389 | 0.484546 |
| 29 | -0.135913 | -1.1452 | 0.127982 |
| 30 | 0.047798 | 0.4028 | 0.344171 |
| 31 | 0.019331 | 0.1629 | 0.435536 |
| 32 | -0.018492 | -0.1558 | 0.438309 |
| 33 | 0.079389 | 0.6689 | 0.25285 |
| 34 | -0.126105 | -1.0626 | 0.145788 |
| 35 | -0.105892 | -0.8923 | 0.187634 |
| 36 | 0.008687 | 0.0732 | 0.470927 |
