| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.341731 | -2.6249 | 0.00551 |
| 2 | -0.346778 | -2.6637 | 0.004975 |
| 3 | 0.227364 | 1.7464 | 0.042972 |
| 4 | -0.05876 | -0.4513 | 0.326699 |
| 5 | 0.009041 | 0.0694 | 0.472434 |
| 6 | 0.054907 | 0.4218 | 0.337369 |
| 7 | -0.046821 | -0.3596 | 0.3602 |
| 8 | -0.034779 | -0.2671 | 0.395146 |
| 9 | 0.20434 | 1.5696 | 0.060932 |
| 10 | -0.325009 | -2.4964 | 0.007679 |
| 11 | -0.146124 | -1.1224 | 0.13312 |
| 12 | 0.646323 | 4.9645 | 3e-06 |
| 13 | -0.229247 | -1.7609 | 0.04172 |
| 14 | -0.245421 | -1.8851 | 0.032171 |
| 15 | 0.142917 | 1.0978 | 0.138383 |
| 16 | -0.020557 | -0.1579 | 0.437537 |
| 17 | 0.024357 | 0.1871 | 0.426115 |
| 18 | -0.019734 | -0.1516 | 0.440018 |
| 19 | -0.005318 | -0.0408 | 0.483778 |
| 20 | -0.028187 | -0.2165 | 0.414668 |
| 21 | 0.19877 | 1.5268 | 0.066079 |
| 22 | -0.307378 | -2.361 | 0.010774 |
| 23 | -0.04246 | -0.3261 | 0.372737 |
| 24 | 0.436854 | 3.3555 | 0.000695 |
| 25 | -0.22099 | -1.6975 | 0.04744 |
| 26 | -0.084647 | -0.6502 | 0.259049 |
| 27 | 0.091256 | 0.7009 | 0.243045 |
| 28 | -0.069006 | -0.53 | 0.299034 |
| 29 | 0.052726 | 0.405 | 0.343473 |
| 30 | -0.021007 | -0.1614 | 0.43618 |
| 31 | -0.007569 | -0.0581 | 0.476916 |
| 32 | 0.026086 | 0.2004 | 0.420939 |
| 33 | 0.062171 | 0.4775 | 0.317369 |
| 34 | -0.164955 | -1.267 | 0.10506 |
| 35 | -0.029026 | -0.2229 | 0.412172 |
| 36 | 0.264323 | 2.0303 | 0.023421 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.341731 | -2.6249 | 0.00551 |
| 2 | -0.52485 | -4.0315 | 8.1e-05 |
| 3 | -0.207363 | -1.5928 | 0.058276 |
| 4 | -0.336178 | -2.5822 | 0.006159 |
| 5 | -0.184134 | -1.4144 | 0.081256 |
| 6 | -0.163711 | -1.2575 | 0.106765 |
| 7 | -0.110795 | -0.851 | 0.199097 |
| 8 | -0.15766 | -1.211 | 0.11536 |
| 9 | 0.209024 | 1.6055 | 0.056857 |
| 10 | -0.266355 | -2.0459 | 0.022615 |
| 11 | -0.581753 | -4.4685 | 1.8e-05 |
| 12 | -0.007751 | -0.0595 | 0.476362 |
| 13 | -0.00767 | -0.0589 | 0.47661 |
| 14 | 0.076202 | 0.5853 | 0.280282 |
| 15 | 0.019751 | 0.1517 | 0.439967 |
| 16 | 0.077265 | 0.5935 | 0.277562 |
| 17 | 0.076667 | 0.5889 | 0.279093 |
| 18 | -0.133429 | -1.0249 | 0.1548 |
| 19 | -0.072976 | -0.5605 | 0.288616 |
| 20 | -0.199851 | -1.5351 | 0.065055 |
| 21 | -0.008035 | -0.0617 | 0.475499 |
| 22 | -0.125203 | -0.9617 | 0.170063 |
| 23 | 0.012081 | 0.0928 | 0.463191 |
| 24 | -0.011197 | -0.086 | 0.465878 |
| 25 | -0.152518 | -1.1715 | 0.123051 |
| 26 | -0.058412 | -0.4487 | 0.327657 |
| 27 | 0.014786 | 0.1136 | 0.454982 |
| 28 | -0.073604 | -0.5654 | 0.286985 |
| 29 | -0.041624 | -0.3197 | 0.375156 |
| 30 | -0.043711 | -0.3357 | 0.369126 |
| 31 | 0.063089 | 0.4846 | 0.314877 |
| 32 | 0.103026 | 0.7914 | 0.215953 |
| 33 | -0.095324 | -0.7322 | 0.233473 |
| 34 | 0.092221 | 0.7084 | 0.240756 |
| 35 | -0.053649 | -0.4121 | 0.340885 |
| 36 | -0.070827 | -0.544 | 0.294236 |
