| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.484859 | -3.7557 | 0.000196 |
| 2 | 0.037122 | 0.2875 | 0.387343 |
| 3 | 0.406183 | 3.1463 | 0.001287 |
| 4 | -0.332857 | -2.5783 | 0.0062 |
| 5 | 0.070657 | 0.5473 | 0.293098 |
| 6 | 0.254063 | 1.968 | 0.026849 |
| 7 | -0.382595 | -2.9636 | 0.002178 |
| 8 | 0.221064 | 1.7124 | 0.045998 |
| 9 | 0.055524 | 0.4301 | 0.334337 |
| 10 | -0.262759 | -2.0353 | 0.023121 |
| 11 | 0.222657 | 1.7247 | 0.044866 |
| 12 | -0.096706 | -0.7491 | 0.228368 |
| 13 | -0.150653 | -1.167 | 0.123922 |
| 14 | 0.173088 | 1.3407 | 0.092531 |
| 15 | -0.058967 | -0.4568 | 0.324748 |
| 16 | -0.139198 | -1.0782 | 0.142625 |
| 17 | 0.173279 | 1.3422 | 0.092291 |
| 18 | -0.133049 | -1.0306 | 0.153433 |
| 19 | -0.080031 | -0.6199 | 0.268829 |
| 20 | 0.163815 | 1.2689 | 0.104688 |
| 21 | -0.144753 | -1.1213 | 0.133324 |
| 22 | -0.076449 | -0.5922 | 0.27798 |
| 23 | 0.299266 | 2.3181 | 0.011935 |
| 24 | -0.312933 | -2.424 | 0.009191 |
| 25 | 0.17716 | 1.3723 | 0.087543 |
| 26 | 0.05923 | 0.4588 | 0.324021 |
| 27 | -0.158615 | -1.2286 | 0.112005 |
| 28 | 0.056222 | 0.4355 | 0.332384 |
| 29 | 0.129775 | 1.0052 | 0.159411 |
| 30 | -0.160172 | -1.2407 | 0.109776 |
| 31 | 0.097411 | 0.7545 | 0.226738 |
| 32 | -0.000667 | -0.0052 | 0.497948 |
| 33 | -0.017401 | -0.1348 | 0.446614 |
| 34 | -0.013453 | -0.1042 | 0.458676 |
| 35 | 0.001133 | 0.0088 | 0.496513 |
| 36 | -0.050397 | -0.3904 | 0.34882 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.484859 | -3.7557 | 0.000196 |
| 2 | -0.25881 | -2.0047 | 0.024755 |
| 3 | 0.425058 | 3.2925 | 0.000834 |
| 4 | 0.130729 | 1.0126 | 0.157653 |
| 5 | -0.120786 | -0.9356 | 0.176613 |
| 6 | 0.091736 | 0.7106 | 0.240048 |
| 7 | -0.142766 | -1.1059 | 0.136601 |
| 8 | -0.041852 | -0.3242 | 0.373464 |
| 9 | 0.050948 | 0.3946 | 0.347254 |
| 10 | -0.020449 | -0.1584 | 0.437338 |
| 11 | -0.019476 | -0.1509 | 0.440297 |
| 12 | -0.100132 | -0.7756 | 0.220511 |
| 13 | -0.09976 | -0.7727 | 0.221355 |
| 14 | -0.068825 | -0.5331 | 0.297962 |
| 15 | 0.129587 | 1.0038 | 0.159759 |
| 16 | -0.005143 | -0.0398 | 0.484177 |
| 17 | -0.065367 | -0.5063 | 0.307241 |
| 18 | -0.078807 | -0.6104 | 0.271938 |
| 19 | -0.147082 | -1.1393 | 0.129555 |
| 20 | -0.001168 | -0.009 | 0.496407 |
| 21 | 0.062385 | 0.4832 | 0.315345 |
| 22 | -0.092295 | -0.7149 | 0.238718 |
| 23 | 0.183721 | 1.4231 | 0.079943 |
| 24 | -0.055229 | -0.4278 | 0.335164 |
| 25 | 0.050067 | 0.3878 | 0.349762 |
| 26 | -0.069642 | -0.5394 | 0.295787 |
| 27 | 0.059489 | 0.4608 | 0.323304 |
| 28 | -0.143234 | -1.1095 | 0.135824 |
| 29 | 0.013136 | 0.1018 | 0.459645 |
| 30 | 0.162844 | 1.2614 | 0.106027 |
| 31 | -0.049028 | -0.3798 | 0.352728 |
| 32 | -0.117239 | -0.9081 | 0.183722 |
| 33 | 0.088684 | 0.6869 | 0.247383 |
| 34 | -0.087399 | -0.677 | 0.250508 |
| 35 | -0.086018 | -0.6663 | 0.25389 |
| 36 | -0.060719 | -0.4703 | 0.319914 |
