| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.289179 | -1.9613 | 0.027956 |
| 2 | -0.232615 | -1.5777 | 0.060747 |
| 3 | -0.200446 | -1.3595 | 0.090309 |
| 4 | 0.222139 | 1.5066 | 0.069373 |
| 5 | 0.0327 | 0.2218 | 0.412734 |
| 6 | -0.010641 | -0.0722 | 0.471391 |
| 7 | 0.047016 | 0.3189 | 0.375632 |
| 8 | -0.176764 | -1.1989 | 0.118359 |
| 9 | 0.173464 | 1.1765 | 0.122725 |
| 10 | 0.004737 | 0.0321 | 0.487255 |
| 11 | 0.056025 | 0.38 | 0.352854 |
| 12 | -0.350931 | -2.3801 | 0.010754 |
| 13 | 0.127845 | 0.8671 | 0.195198 |
| 14 | 0.234066 | 1.5875 | 0.059623 |
| 15 | 0.0201 | 0.1363 | 0.446081 |
| 16 | -0.202053 | -1.3704 | 0.088608 |
| 17 | -0.006742 | -0.0457 | 0.481862 |
| 18 | 0.031269 | 0.2121 | 0.416491 |
| 19 | 0.134549 | 0.9126 | 0.183118 |
| 20 | -0.207916 | -1.4102 | 0.08261 |
| 21 | 0.066954 | 0.4541 | 0.325946 |
| 22 | 0.089075 | 0.6041 | 0.274361 |
| 23 | -0.008666 | -0.0588 | 0.476693 |
| 24 | -0.011747 | -0.0797 | 0.468422 |
| 25 | -0.052591 | -0.3567 | 0.361477 |
| 26 | -0.047033 | -0.319 | 0.375588 |
| 27 | -0.052871 | -0.3586 | 0.360771 |
| 28 | 0.250335 | 1.6979 | 0.048146 |
| 29 | -0.070896 | -0.4808 | 0.316455 |
| 30 | -0.068619 | -0.4654 | 0.321923 |
| 31 | -0.093261 | -0.6325 | 0.265087 |
| 32 | 0.116763 | 0.7919 | 0.216234 |
| 33 | 0.019889 | 0.1349 | 0.446643 |
| 34 | -0.064287 | -0.436 | 0.332433 |
| 35 | 0.040209 | 0.2727 | 0.393147 |
| 36 | -0.041216 | -0.2795 | 0.390541 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.289179 | -1.9613 | 0.027956 |
| 2 | -0.345098 | -2.3406 | 0.011823 |
| 3 | -0.484022 | -3.2828 | 0.000984 |
| 4 | -0.24809 | -1.6826 | 0.049612 |
| 5 | -0.287841 | -1.9522 | 0.028506 |
| 6 | -0.277897 | -1.8848 | 0.032892 |
| 7 | -0.062379 | -0.4231 | 0.337105 |
| 8 | -0.31394 | -2.1292 | 0.019309 |
| 9 | -0.013451 | -0.0912 | 0.463854 |
| 10 | 0.083603 | 0.567 | 0.286727 |
| 11 | 0.288882 | 1.9593 | 0.028078 |
| 12 | -0.027297 | -0.1851 | 0.426966 |
| 13 | -0.079186 | -0.5371 | 0.296905 |
| 14 | 0.072742 | 0.4934 | 0.312052 |
| 15 | 0.036558 | 0.2479 | 0.402639 |
| 16 | -0.057031 | -0.3868 | 0.350344 |
| 17 | 0.081709 | 0.5542 | 0.291072 |
| 18 | -0.040356 | -0.2737 | 0.392766 |
| 19 | 0.306785 | 2.0807 | 0.021528 |
| 20 | -0.205855 | -1.3962 | 0.084682 |
| 21 | -0.051872 | -0.3518 | 0.363293 |
| 22 | 0.089982 | 0.6103 | 0.272337 |
| 23 | -0.07694 | -0.5218 | 0.302145 |
| 24 | -0.007344 | -0.0498 | 0.480245 |
| 25 | -0.016721 | -0.1134 | 0.455101 |
| 26 | -0.0439 | -0.2977 | 0.383618 |
| 27 | -0.031615 | -0.2144 | 0.415582 |
| 28 | -0.109902 | -0.7454 | 0.229913 |
| 29 | 0.037498 | 0.2543 | 0.400189 |
| 30 | -0.031347 | -0.2126 | 0.416286 |
| 31 | 0.031361 | 0.2127 | 0.416251 |
| 32 | -0.115064 | -0.7804 | 0.219577 |
| 33 | -0.081336 | -0.5516 | 0.29193 |
| 34 | 0.078962 | 0.5355 | 0.297426 |
| 35 | 0.039499 | 0.2679 | 0.39499 |
| 36 | -0.068123 | -0.462 | 0.323119 |
