| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.554309 | -3.8002 | 0.000208 |
| 2 | 0.0366 | 0.2509 | 0.401487 |
| 3 | 0.06469 | 0.4435 | 0.329722 |
| 4 | -0.118272 | -0.8108 | 0.210775 |
| 5 | 0.065901 | 0.4518 | 0.326747 |
| 6 | 0.164874 | 1.1303 | 0.132038 |
| 7 | -0.274076 | -1.879 | 0.033229 |
| 8 | 0.212488 | 1.4567 | 0.075918 |
| 9 | -0.16888 | -1.1578 | 0.126401 |
| 10 | 0.04138 | 0.2837 | 0.388948 |
| 11 | 0.219718 | 1.5063 | 0.069339 |
| 12 | -0.365664 | -2.5069 | 0.007848 |
| 13 | 0.163208 | 1.1189 | 0.134435 |
| 14 | 0.059608 | 0.4087 | 0.342326 |
| 15 | -0.068924 | -0.4725 | 0.319372 |
| 16 | 0.02197 | 0.1506 | 0.440462 |
| 17 | 0.098348 | 0.6742 | 0.25173 |
| 18 | -0.231959 | -1.5902 | 0.059244 |
| 19 | 0.167225 | 1.1464 | 0.128709 |
| 20 | -0.07961 | -0.5458 | 0.293899 |
| 21 | 0.203335 | 1.394 | 0.084938 |
| 22 | -0.287199 | -1.9689 | 0.027436 |
| 23 | 0.16726 | 1.1467 | 0.128659 |
| 24 | -0.051696 | -0.3544 | 0.362308 |
| 25 | 0.048103 | 0.3298 | 0.371516 |
| 26 | -0.059648 | -0.4089 | 0.342225 |
| 27 | 0.050549 | 0.3465 | 0.36524 |
| 28 | -0.065408 | -0.4484 | 0.327957 |
| 29 | 0.089871 | 0.6161 | 0.270392 |
| 30 | -0.073492 | -0.5038 | 0.308365 |
| 31 | 0.034488 | 0.2364 | 0.40706 |
| 32 | -0.037028 | -0.2539 | 0.400359 |
| 33 | -0.03811 | -0.2613 | 0.397512 |
| 34 | 0.137312 | 0.9414 | 0.175666 |
| 35 | -0.079147 | -0.5426 | 0.294984 |
| 36 | 0.009491 | 0.0651 | 0.474198 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.554309 | -3.8002 | 0.000208 |
| 2 | -0.390707 | -2.6785 | 0.005078 |
| 3 | -0.210681 | -1.4444 | 0.077636 |
| 4 | -0.284553 | -1.9508 | 0.028529 |
| 5 | -0.266273 | -1.8255 | 0.037143 |
| 6 | 0.093994 | 0.6444 | 0.261227 |
| 7 | -0.094747 | -0.6496 | 0.259571 |
| 8 | 0.057815 | 0.3964 | 0.346818 |
| 9 | -0.10353 | -0.7098 | 0.240679 |
| 10 | -0.137866 | -0.9452 | 0.174704 |
| 11 | 0.198201 | 1.3588 | 0.090348 |
| 12 | -0.202578 | -1.3888 | 0.085719 |
| 13 | -0.211166 | -1.4477 | 0.077172 |
| 14 | -0.154483 | -1.0591 | 0.147487 |
| 15 | -0.007302 | -0.0501 | 0.480143 |
| 16 | -0.139581 | -0.9569 | 0.171753 |
| 17 | 0.072673 | 0.4982 | 0.310327 |
| 18 | 0.019676 | 0.1349 | 0.446637 |
| 19 | -0.110909 | -0.7604 | 0.225419 |
| 20 | -0.128922 | -0.8838 | 0.19064 |
| 21 | 0.198547 | 1.3612 | 0.089975 |
| 22 | -0.199829 | -1.37 | 0.088605 |
| 23 | -0.011751 | -0.0806 | 0.468065 |
| 24 | -0.020266 | -0.1389 | 0.445047 |
| 25 | -0.03154 | -0.2162 | 0.414873 |
| 26 | -0.047553 | -0.326 | 0.372933 |
| 27 | -0.044258 | -0.3034 | 0.381455 |
| 28 | -0.043892 | -0.3009 | 0.382405 |
| 29 | 0.079429 | 0.5445 | 0.294323 |
| 30 | 0.044038 | 0.3019 | 0.382026 |
| 31 | -0.138349 | -0.9485 | 0.173869 |
| 32 | -0.170232 | -1.1671 | 0.124538 |
| 33 | -0.001225 | -0.0084 | 0.496669 |
| 34 | -0.155474 | -1.0659 | 0.145962 |
| 35 | -0.054667 | -0.3748 | 0.354756 |
| 36 | 0.075602 | 0.5183 | 0.303339 |
