| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.374032 | -3.1738 | 0.001107 |
| 2 | -0.257557 | -2.1854 | 0.016055 |
| 3 | 0.377249 | 3.2011 | 0.001019 |
| 4 | -0.194689 | -1.652 | 0.051445 |
| 5 | -0.052555 | -0.4459 | 0.328489 |
| 6 | 0.298901 | 2.5363 | 0.006687 |
| 7 | -0.321533 | -2.7283 | 0.003997 |
| 8 | 0.022569 | 0.1915 | 0.424334 |
| 9 | 0.250768 | 2.1278 | 0.018388 |
| 10 | -0.345269 | -2.9297 | 0.002271 |
| 11 | -0.080092 | -0.6796 | 0.249468 |
| 12 | 0.484581 | 4.1118 | 5.1e-05 |
| 13 | -0.276666 | -2.3476 | 0.010824 |
| 14 | -0.094496 | -0.8018 | 0.212645 |
| 15 | 0.124336 | 1.055 | 0.147471 |
| 16 | -0.092851 | -0.7879 | 0.216681 |
| 17 | 0.030565 | 0.2594 | 0.398051 |
| 18 | 0.064583 | 0.548 | 0.292692 |
| 19 | -0.077411 | -0.6569 | 0.256684 |
| 20 | 0.028069 | 0.2382 | 0.406213 |
| 21 | 0.063588 | 0.5396 | 0.295582 |
| 22 | -0.14445 | -1.2257 | 0.112152 |
| 23 | -0.027436 | -0.2328 | 0.408287 |
| 24 | 0.207217 | 1.7583 | 0.041474 |
| 25 | 0.001618 | 0.0137 | 0.494543 |
| 26 | -0.17119 | -1.4526 | 0.07534 |
| 27 | 0.03775 | 0.3203 | 0.374826 |
| 28 | 0.068821 | 0.584 | 0.280535 |
| 29 | -0.047722 | -0.4049 | 0.343364 |
| 30 | -0.007997 | -0.0679 | 0.473044 |
| 31 | 0.119836 | 1.0168 | 0.156316 |
| 32 | -0.096899 | -0.8222 | 0.206835 |
| 33 | 0.020292 | 0.1722 | 0.431889 |
| 34 | 0.036828 | 0.3125 | 0.377783 |
| 35 | -0.154593 | -1.3118 | 0.096884 |
| 36 | 0.161118 | 1.3671 | 0.087919 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.374032 | -3.1738 | 0.001107 |
| 2 | -0.462105 | -3.9211 | 1e-04 |
| 3 | 0.093958 | 0.7973 | 0.213962 |
| 4 | -0.112463 | -0.9543 | 0.171566 |
| 5 | -0.012981 | -0.1101 | 0.456299 |
| 6 | 0.2066 | 1.7531 | 0.041925 |
| 7 | -0.130861 | -1.1104 | 0.135262 |
| 8 | -0.046325 | -0.3931 | 0.34771 |
| 9 | 0.038524 | 0.3269 | 0.372349 |
| 10 | -0.195511 | -1.659 | 0.050737 |
| 11 | -0.357962 | -3.0374 | 0.001661 |
| 12 | 0.217922 | 1.8491 | 0.034272 |
| 13 | 0.146187 | 1.2404 | 0.109421 |
| 14 | 0.03101 | 0.2631 | 0.396601 |
| 15 | -0.217336 | -1.8442 | 0.034637 |
| 16 | 0.00457 | 0.0388 | 0.484588 |
| 17 | -0.086469 | -0.7337 | 0.232754 |
| 18 | -0.231377 | -1.9633 | 0.026737 |
| 19 | 0.139193 | 1.1811 | 0.120727 |
| 20 | 0.103335 | 0.8768 | 0.191748 |
| 21 | -0.033736 | -0.2863 | 0.387751 |
| 22 | -0.094765 | -0.8041 | 0.211992 |
| 23 | -0.007813 | -0.0663 | 0.473663 |
| 24 | -0.106965 | -0.9076 | 0.183551 |
| 25 | 0.050933 | 0.4322 | 0.333452 |
| 26 | 0.027421 | 0.2327 | 0.408337 |
| 27 | 0.025349 | 0.2151 | 0.415152 |
| 28 | -0.043707 | -0.3709 | 0.355913 |
| 29 | -0.005256 | -0.0446 | 0.482277 |
| 30 | -0.078114 | -0.6628 | 0.254783 |
| 31 | 0.067101 | 0.5694 | 0.285438 |
| 32 | 0.069269 | 0.5878 | 0.279263 |
| 33 | 0.01236 | 0.1049 | 0.458382 |
| 34 | 0.08474 | 0.719 | 0.237221 |
| 35 | -0.056205 | -0.4769 | 0.317434 |
| 36 | -0.04123 | -0.3499 | 0.363736 |
