| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.41065 | -2.8451 | 0.003255 |
| 2 | 0.173769 | 1.2039 | 0.117264 |
| 3 | -0.24133 | -1.672 | 0.050517 |
| 4 | 0.075577 | 0.5236 | 0.301479 |
| 5 | 0.280103 | 1.9406 | 0.029095 |
| 6 | -0.124354 | -0.8615 | 0.19661 |
| 7 | 0.125029 | 0.8662 | 0.195338 |
| 8 | -0.211483 | -1.4652 | 0.074694 |
| 9 | 0.285029 | 1.9747 | 0.027033 |
| 10 | -0.178054 | -1.2336 | 0.111681 |
| 11 | 0.296691 | 2.0555 | 0.022645 |
| 12 | -0.322004 | -2.2309 | 0.015197 |
| 13 | 0.085036 | 0.5891 | 0.279263 |
| 14 | -0.069406 | -0.4809 | 0.316401 |
| 15 | 0.048535 | 0.3363 | 0.36907 |
| 16 | 0.139178 | 0.9643 | 0.169876 |
| 17 | -0.217958 | -1.5101 | 0.068792 |
| 18 | 0.128893 | 0.893 | 0.188156 |
| 19 | -0.280434 | -1.9429 | 0.028953 |
| 20 | 0.203871 | 1.4125 | 0.082133 |
| 21 | -0.131979 | -0.9144 | 0.182545 |
| 22 | 0.057936 | 0.4014 | 0.344955 |
| 23 | -0.11719 | -0.8119 | 0.210425 |
| 24 | -0.078678 | -0.5451 | 0.294104 |
| 25 | 0.095483 | 0.6615 | 0.255719 |
| 26 | -0.073871 | -0.5118 | 0.305572 |
| 27 | 0.015028 | 0.1041 | 0.458754 |
| 28 | -0.115903 | -0.803 | 0.212967 |
| 29 | 0.06824 | 0.4728 | 0.319257 |
| 30 | -0.101535 | -0.7035 | 0.242586 |
| 31 | 0.060601 | 0.4199 | 0.338232 |
| 32 | -0.062754 | -0.4348 | 0.332837 |
| 33 | 0.123132 | 0.8531 | 0.198925 |
| 34 | -0.067747 | -0.4694 | 0.320466 |
| 35 | -0.049019 | -0.3396 | 0.367815 |
| 36 | 0.028997 | 0.2009 | 0.420814 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.41065 | -2.8451 | 0.003255 |
| 2 | 0.006178 | 0.0428 | 0.483019 |
| 3 | -0.201935 | -1.399 | 0.084114 |
| 4 | -0.115733 | -0.8018 | 0.213304 |
| 5 | 0.365856 | 2.5347 | 0.007284 |
| 6 | 0.10896 | 0.7549 | 0.226999 |
| 7 | 0.103675 | 0.7183 | 0.238033 |
| 8 | 0.005526 | 0.0383 | 0.484808 |
| 9 | 0.218056 | 1.5107 | 0.068706 |
| 10 | -0.104683 | -0.7253 | 0.235906 |
| 11 | 0.214776 | 1.488 | 0.071645 |
| 12 | -0.160455 | -1.1117 | 0.13591 |
| 13 | -0.167132 | -1.1579 | 0.126312 |
| 14 | -0.198873 | -1.3778 | 0.087323 |
| 15 | -0.085744 | -0.5941 | 0.277632 |
| 16 | -0.06236 | -0.432 | 0.333824 |
| 17 | -0.02201 | -0.1525 | 0.439719 |
| 18 | 0.025259 | 0.175 | 0.430907 |
| 19 | -0.127801 | -0.8854 | 0.190168 |
| 20 | -0.101192 | -0.7011 | 0.243319 |
| 21 | 0.011844 | 0.0821 | 0.467472 |
| 22 | -0.065836 | -0.4561 | 0.325179 |
| 23 | -0.024697 | -0.1711 | 0.43243 |
| 24 | -0.086919 | -0.6022 | 0.27494 |
| 25 | 0.000377 | 0.0026 | 0.498964 |
| 26 | -0.018956 | -0.1313 | 0.448032 |
| 27 | -0.09591 | -0.6645 | 0.254779 |
| 28 | 0.079304 | 0.5494 | 0.292629 |
| 29 | 0.081798 | 0.5667 | 0.286776 |
| 30 | -0.021006 | -0.1455 | 0.44245 |
| 31 | -0.06698 | -0.464 | 0.322355 |
| 32 | 0.005876 | 0.0407 | 0.483848 |
| 33 | 0.168688 | 1.1687 | 0.124147 |
| 34 | 0.030116 | 0.2087 | 0.417801 |
| 35 | 0.017112 | 0.1186 | 0.453061 |
| 36 | -0.025151 | -0.1743 | 0.431201 |
