| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.386483 | -2.9937 | 0.001999 |
| 2 | 0.013613 | 0.1054 | 0.458186 |
| 3 | -0.101998 | -0.7901 | 0.216299 |
| 4 | 0.094497 | 0.732 | 0.233519 |
| 5 | 0.022423 | 0.1737 | 0.431347 |
| 6 | -0.011234 | -0.087 | 0.465472 |
| 7 | -0.116004 | -0.8986 | 0.186239 |
| 8 | 0.077161 | 0.5977 | 0.276149 |
| 9 | -0.047669 | -0.3692 | 0.356622 |
| 10 | -0.048717 | -0.3774 | 0.35362 |
| 11 | -0.022275 | -0.1725 | 0.431795 |
| 12 | 0.218439 | 1.692 | 0.047914 |
| 13 | -0.116823 | -0.9049 | 0.184567 |
| 14 | 0.008474 | 0.0656 | 0.473941 |
| 15 | -0.007086 | -0.0549 | 0.478206 |
| 16 | 0.05743 | 0.4448 | 0.329015 |
| 17 | -0.006107 | -0.0473 | 0.481215 |
| 18 | -0.058375 | -0.4522 | 0.326389 |
| 19 | -0.012555 | -0.0972 | 0.461426 |
| 20 | 0.078937 | 0.6114 | 0.271608 |
| 21 | -0.1077 | -0.8342 | 0.203727 |
| 22 | -0.075966 | -0.5884 | 0.279226 |
| 23 | -0.003682 | -0.0285 | 0.48867 |
| 24 | 0.074321 | 0.5757 | 0.283489 |
| 25 | -0.023448 | -0.1816 | 0.428244 |
| 26 | -0.112509 | -0.8715 | 0.193479 |
| 27 | 0.140072 | 1.085 | 0.141133 |
| 28 | -0.086774 | -0.6721 | 0.252035 |
| 29 | 0.067378 | 0.5219 | 0.301828 |
| 30 | 0.013403 | 0.1038 | 0.45883 |
| 31 | -0.00856 | -0.0663 | 0.473679 |
| 32 | 0.058517 | 0.4533 | 0.325995 |
| 33 | 0.045518 | 0.3526 | 0.362819 |
| 34 | -0.139838 | -1.0832 | 0.14153 |
| 35 | -0.000968 | -0.0075 | 0.497023 |
| 36 | -0.025747 | -0.1994 | 0.421298 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.386483 | -2.9937 | 0.001999 |
| 2 | -0.159595 | -1.2362 | 0.110598 |
| 3 | -0.190089 | -1.4724 | 0.073066 |
| 4 | -0.030592 | -0.237 | 0.406746 |
| 5 | 0.041868 | 0.3243 | 0.373415 |
| 6 | 0.024023 | 0.1861 | 0.426503 |
| 7 | -0.112975 | -0.8751 | 0.192505 |
| 8 | -0.019375 | -0.1501 | 0.440603 |
| 9 | -0.064933 | -0.503 | 0.308413 |
| 10 | -0.140294 | -1.0867 | 0.140756 |
| 11 | -0.117195 | -0.9078 | 0.18381 |
| 12 | 0.190099 | 1.4725 | 0.073056 |
| 13 | 0.049419 | 0.3828 | 0.351611 |
| 14 | 0.014347 | 0.1111 | 0.455941 |
| 15 | 0.056375 | 0.4367 | 0.331955 |
| 16 | 0.040347 | 0.3125 | 0.377863 |
| 17 | -0.010315 | -0.0799 | 0.468291 |
| 18 | -0.057453 | -0.445 | 0.328951 |
| 19 | -0.015929 | -0.1234 | 0.451106 |
| 20 | 0.044528 | 0.3449 | 0.365682 |
| 21 | -0.06976 | -0.5404 | 0.295476 |
| 22 | -0.138034 | -1.0692 | 0.14463 |
| 23 | -0.124359 | -0.9633 | 0.169637 |
| 24 | -0.088042 | -0.682 | 0.24894 |
| 25 | -0.059579 | -0.4615 | 0.323055 |
| 26 | -0.170263 | -1.3188 | 0.096116 |
| 27 | 0.04895 | 0.3792 | 0.352952 |
| 28 | -0.101311 | -0.7848 | 0.217843 |
| 29 | -0.062318 | -0.4827 | 0.315527 |
| 30 | 0.065903 | 0.5105 | 0.305794 |
| 31 | 0.008586 | 0.0665 | 0.473596 |
| 32 | 0.032939 | 0.2551 | 0.399742 |
| 33 | 0.192024 | 1.4874 | 0.071072 |
| 34 | 0.049037 | 0.3798 | 0.352702 |
| 35 | -0.073427 | -0.5688 | 0.28582 |
| 36 | -0.11481 | -0.8893 | 0.188694 |
