| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.496746 | -3.8156 | 0.000164 |
| 2 | -0.11246 | -0.8638 | 0.195592 |
| 3 | 0.220328 | 1.6924 | 0.047925 |
| 4 | -0.075836 | -0.5825 | 0.281223 |
| 5 | -0.011651 | -0.0895 | 0.464496 |
| 6 | -0.019363 | -0.1487 | 0.441138 |
| 7 | 0.025954 | 0.1994 | 0.421334 |
| 8 | 0.036559 | 0.2808 | 0.389918 |
| 9 | -0.070589 | -0.5422 | 0.294861 |
| 10 | 0.191858 | 1.4737 | 0.072941 |
| 11 | -0.311248 | -2.3907 | 0.010012 |
| 12 | 0.199937 | 1.5357 | 0.064973 |
| 13 | -0.000876 | -0.0067 | 0.497327 |
| 14 | -0.021396 | -0.1643 | 0.435009 |
| 15 | -0.033694 | -0.2588 | 0.398341 |
| 16 | -0.009997 | -0.0768 | 0.469525 |
| 17 | 0.042392 | 0.3256 | 0.372934 |
| 18 | 0.050752 | 0.3898 | 0.349031 |
| 19 | -0.110584 | -0.8494 | 0.199542 |
| 20 | -0.000837 | -0.0064 | 0.497445 |
| 21 | 0.059765 | 0.4591 | 0.323937 |
| 22 | 0.038276 | 0.294 | 0.384893 |
| 23 | -0.136515 | -1.0486 | 0.149321 |
| 24 | 0.074123 | 0.5694 | 0.28564 |
| 25 | 0.00044 | 0.0034 | 0.498657 |
| 26 | 0.019531 | 0.15 | 0.440629 |
| 27 | 0.013661 | 0.1049 | 0.458392 |
| 28 | -0.095207 | -0.7313 | 0.233745 |
| 29 | 0.05265 | 0.4044 | 0.343686 |
| 30 | 0.101322 | 0.7783 | 0.219761 |
| 31 | -0.157369 | -1.2088 | 0.115785 |
| 32 | 0.020941 | 0.1609 | 0.43638 |
| 33 | 0.070223 | 0.5394 | 0.295824 |
| 34 | -0.025512 | -0.196 | 0.422657 |
| 35 | -0.060562 | -0.4652 | 0.321756 |
| 36 | 0.076491 | 0.5875 | 0.279542 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.496746 | -3.8156 | 0.000164 |
| 2 | -0.476892 | -3.6631 | 0.000267 |
| 3 | -0.170244 | -1.3077 | 0.098029 |
| 4 | -0.085921 | -0.66 | 0.255919 |
| 5 | -0.000481 | -0.0037 | 0.498531 |
| 6 | -0.063357 | -0.4867 | 0.314152 |
| 7 | -0.047401 | -0.3641 | 0.358544 |
| 8 | 0.027223 | 0.2091 | 0.417542 |
| 9 | -0.011072 | -0.085 | 0.466256 |
| 10 | 0.282697 | 2.1714 | 0.016965 |
| 11 | -0.127109 | -0.9763 | 0.16644 |
| 12 | 0.006863 | 0.0527 | 0.479068 |
| 13 | -0.076386 | -0.5867 | 0.279811 |
| 14 | 0.136312 | 1.047 | 0.149678 |
| 15 | 0.019562 | 0.1503 | 0.440537 |
| 16 | -0.04235 | -0.3253 | 0.373054 |
| 17 | -0.099104 | -0.7612 | 0.224775 |
| 18 | 0.067589 | 0.5192 | 0.302796 |
| 19 | 0.053054 | 0.4075 | 0.342552 |
| 20 | -0.113832 | -0.8744 | 0.192733 |
| 21 | -0.027698 | -0.2127 | 0.416128 |
| 22 | -0.047631 | -0.3659 | 0.357889 |
| 23 | -0.026626 | -0.2045 | 0.419327 |
| 24 | -0.064626 | -0.4964 | 0.310728 |
| 25 | -0.034623 | -0.2659 | 0.395605 |
| 26 | -0.011802 | -0.0907 | 0.464037 |
| 27 | 0.098637 | 0.7576 | 0.22584 |
| 28 | -0.048218 | -0.3704 | 0.356216 |
| 29 | 0.000956 | 0.0073 | 0.497082 |
| 30 | 0.114304 | 0.878 | 0.191756 |
| 31 | -0.045382 | -0.3486 | 0.364321 |
| 32 | -0.07053 | -0.5418 | 0.295015 |
| 33 | -0.018204 | -0.1398 | 0.444636 |
| 34 | -0.007981 | -0.0613 | 0.475663 |
| 35 | -0.10822 | -0.8313 | 0.204591 |
| 36 | -0.020733 | -0.1593 | 0.437006 |
