| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.257766 | -1.7859 | 0.040221 |
| 2 | 0.070223 | 0.4865 | 0.314407 |
| 3 | 0.000227 | 0.0016 | 0.499377 |
| 4 | -0.028159 | -0.1951 | 0.423071 |
| 5 | 0.037263 | 0.2582 | 0.39869 |
| 6 | -0.026225 | -0.1817 | 0.428295 |
| 7 | -0.013076 | -0.0906 | 0.464096 |
| 8 | -0.005278 | -0.0366 | 0.485491 |
| 9 | 0.138584 | 0.9601 | 0.170898 |
| 10 | -0.020022 | -0.1387 | 0.445128 |
| 11 | 0.182661 | 1.2655 | 0.105898 |
| 12 | -0.454893 | -3.1516 | 0.001398 |
| 13 | 0.238805 | 1.6545 | 0.052277 |
| 14 | -0.20895 | -1.4476 | 0.077108 |
| 15 | -0.00234 | -0.0162 | 0.493567 |
| 16 | 0.135565 | 0.9392 | 0.17616 |
| 17 | -0.004712 | -0.0326 | 0.487045 |
| 18 | -0.024769 | -0.1716 | 0.432236 |
| 19 | -0.067347 | -0.4666 | 0.32145 |
| 20 | 0.06885 | 0.477 | 0.317762 |
| 21 | -0.235498 | -1.6316 | 0.054657 |
| 22 | 0.065528 | 0.454 | 0.32594 |
| 23 | -0.040235 | -0.2788 | 0.390816 |
| 24 | 0.036876 | 0.2555 | 0.399719 |
| 25 | -0.154688 | -1.0717 | 0.144605 |
| 26 | 0.172162 | 1.1928 | 0.11941 |
| 27 | 0.009609 | 0.0666 | 0.473598 |
| 28 | -0.068869 | -0.4771 | 0.317715 |
| 29 | -0.102074 | -0.7072 | 0.241434 |
| 30 | -0.084542 | -0.5857 | 0.280402 |
| 31 | 0.030195 | 0.2092 | 0.417591 |
| 32 | -0.013541 | -0.0938 | 0.462823 |
| 33 | 0.032376 | 0.2243 | 0.411735 |
| 34 | -0.104372 | -0.7231 | 0.236561 |
| 35 | 0.032584 | 0.2257 | 0.411178 |
| 36 | 0.055049 | 0.3814 | 0.352298 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.257766 | -1.7859 | 0.040221 |
| 2 | 0.004049 | 0.0281 | 0.488869 |
| 3 | 0.020672 | 0.1432 | 0.443359 |
| 4 | -0.025108 | -0.174 | 0.431316 |
| 5 | 0.024206 | 0.1677 | 0.43376 |
| 6 | -0.00952 | -0.066 | 0.473842 |
| 7 | -0.025425 | -0.1761 | 0.43046 |
| 8 | -0.015925 | -0.1103 | 0.456303 |
| 9 | 0.147158 | 1.0195 | 0.156529 |
| 10 | 0.054701 | 0.379 | 0.353187 |
| 11 | 0.196696 | 1.3628 | 0.08966 |
| 12 | -0.415748 | -2.8804 | 0.00296 |
| 13 | 0.0561 | 0.3887 | 0.349619 |
| 14 | -0.189425 | -1.3124 | 0.097818 |
| 15 | -0.033141 | -0.2296 | 0.409686 |
| 16 | 0.137259 | 0.951 | 0.173195 |
| 17 | 0.139833 | 0.9688 | 0.168753 |
| 18 | -0.084824 | -0.5877 | 0.279752 |
| 19 | -0.155527 | -1.0775 | 0.143316 |
| 20 | -0.027481 | -0.1904 | 0.424902 |
| 21 | -0.190178 | -1.3176 | 0.096947 |
| 22 | 0.004938 | 0.0342 | 0.486424 |
| 23 | 0.229997 | 1.5935 | 0.05881 |
| 24 | -0.139913 | -0.9693 | 0.168616 |
| 25 | -0.132674 | -0.9192 | 0.181296 |
| 26 | -0.099001 | -0.6859 | 0.248038 |
| 27 | 0.039059 | 0.2706 | 0.393927 |
| 28 | 0.072462 | 0.502 | 0.308971 |
| 29 | -0.073907 | -0.512 | 0.305485 |
| 30 | -0.081463 | -0.5644 | 0.287557 |
| 31 | -0.124361 | -0.8616 | 0.196596 |
| 32 | 0.00957 | 0.0663 | 0.473707 |
| 33 | -0.230031 | -1.5937 | 0.058784 |
| 34 | 0.021592 | 0.1496 | 0.440855 |
| 35 | 0.079464 | 0.5505 | 0.292251 |
| 36 | -0.018228 | -0.1263 | 0.450015 |
