| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.417071 | -2.8593 | 0.003156 |
| 2 | -0.282712 | -1.9382 | 0.029311 |
| 3 | 0.318151 | 2.1811 | 0.017105 |
| 4 | -0.069903 | -0.4792 | 0.316999 |
| 5 | -0.044737 | -0.3067 | 0.380213 |
| 6 | -0.047351 | -0.3246 | 0.373453 |
| 7 | 0.135378 | 0.9281 | 0.179048 |
| 8 | -0.003405 | -0.0233 | 0.490737 |
| 9 | -0.2156 | -1.4781 | 0.073028 |
| 10 | 0.273679 | 1.8762 | 0.033419 |
| 11 | -0.070733 | -0.4849 | 0.314993 |
| 12 | -0.2524 | -1.7304 | 0.045063 |
| 13 | 0.29739 | 2.0388 | 0.023558 |
| 14 | -0.079379 | -0.5442 | 0.29444 |
| 15 | -0.099158 | -0.6798 | 0.249986 |
| 16 | 0.043048 | 0.2951 | 0.384601 |
| 17 | 0.008755 | 0.06 | 0.476196 |
| 18 | -0.022907 | -0.157 | 0.437941 |
| 19 | 0.044952 | 0.3082 | 0.379656 |
| 20 | -0.032391 | -0.2221 | 0.412614 |
| 21 | -0.045254 | -0.3102 | 0.378872 |
| 22 | 0.045187 | 0.3098 | 0.379047 |
| 23 | 0.110147 | 0.7551 | 0.22697 |
| 24 | -0.200027 | -1.3713 | 0.088394 |
| 25 | 0.013806 | 0.0947 | 0.462498 |
| 26 | 0.222932 | 1.5283 | 0.066565 |
| 27 | -0.116352 | -0.7977 | 0.214537 |
| 28 | -0.101021 | -0.6926 | 0.245996 |
| 29 | 0.126845 | 0.8696 | 0.194467 |
| 30 | 0.021461 | 0.1471 | 0.44183 |
| 31 | -0.154281 | -1.0577 | 0.1478 |
| 32 | 0.098182 | 0.6731 | 0.25209 |
| 33 | 0.040567 | 0.2781 | 0.391074 |
| 34 | -0.054675 | -0.3748 | 0.354735 |
| 35 | 0.009144 | 0.0627 | 0.47514 |
| 36 | 0.053629 | 0.3677 | 0.357388 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.417071 | -2.8593 | 0.003156 |
| 2 | -0.552824 | -3.79 | 0.000214 |
| 3 | -0.166511 | -1.1415 | 0.129713 |
| 4 | -0.162803 | -1.1161 | 0.135023 |
| 5 | -0.00543 | -0.0372 | 0.485232 |
| 6 | -0.170118 | -1.1663 | 0.124694 |
| 7 | 0.047118 | 0.323 | 0.374054 |
| 8 | 0.077685 | 0.5326 | 0.298416 |
| 9 | -0.11247 | -0.7711 | 0.222267 |
| 10 | 0.140503 | 0.9632 | 0.170178 |
| 11 | 0.042331 | 0.2902 | 0.386469 |
| 12 | -0.178732 | -1.2253 | 0.113279 |
| 13 | 0.002076 | 0.0142 | 0.494352 |
| 14 | -0.092708 | -0.6356 | 0.264069 |
| 15 | -0.056542 | -0.3876 | 0.35002 |
| 16 | -0.126539 | -0.8675 | 0.195036 |
| 17 | -0.139586 | -0.957 | 0.171744 |
| 18 | -0.239982 | -1.6452 | 0.053297 |
| 19 | 0.034091 | 0.2337 | 0.40811 |
| 20 | -0.095747 | -0.6564 | 0.257381 |
| 21 | -0.166089 | -1.1387 | 0.13031 |
| 22 | -0.045075 | -0.309 | 0.379336 |
| 23 | 0.105649 | 0.7243 | 0.236239 |
| 24 | -0.143831 | -0.9861 | 0.164577 |
| 25 | -0.100125 | -0.6864 | 0.24791 |
| 26 | 0.021959 | 0.1505 | 0.440489 |
| 27 | 0.063897 | 0.4381 | 0.331676 |
| 28 | 0.008107 | 0.0556 | 0.477958 |
| 29 | 0.001345 | 0.0092 | 0.49634 |
| 30 | -0.011723 | -0.0804 | 0.468143 |
| 31 | -0.074429 | -0.5103 | 0.306128 |
| 32 | -0.085945 | -0.5892 | 0.279272 |
| 33 | -0.215149 | -1.475 | 0.073442 |
| 34 | -0.052474 | -0.3597 | 0.360324 |
| 35 | 0.035556 | 0.2438 | 0.404238 |
| 36 | -0.065381 | -0.4482 | 0.328022 |
