| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.404925 | -3.0838 | 0.001564 |
| 2 | 0.28452 | 2.1668 | 0.017184 |
| 3 | -0.208371 | -1.5869 | 0.058986 |
| 4 | -0.026806 | -0.2042 | 0.419475 |
| 5 | 0.021108 | 0.1608 | 0.436423 |
| 6 | -0.015241 | -0.1161 | 0.453999 |
| 7 | 0.035326 | 0.269 | 0.39443 |
| 8 | 0.092597 | 0.7052 | 0.241755 |
| 9 | 0.114292 | 0.8704 | 0.19383 |
| 10 | -0.048002 | -0.3656 | 0.358008 |
| 11 | 0.143521 | 1.093 | 0.139452 |
| 12 | -0.378142 | -2.8798 | 0.002783 |
| 13 | 0.092489 | 0.7044 | 0.242008 |
| 14 | -0.220717 | -1.6809 | 0.049077 |
| 15 | 0.109359 | 0.8329 | 0.204173 |
| 16 | 0.067806 | 0.5164 | 0.303771 |
| 17 | -0.079076 | -0.6022 | 0.274687 |
| 18 | 0.186252 | 1.4185 | 0.080705 |
| 19 | -0.176792 | -1.3464 | 0.091705 |
| 20 | 0.055861 | 0.4254 | 0.336051 |
| 21 | -0.111236 | -0.8471 | 0.200197 |
| 22 | -0.050312 | -0.3832 | 0.3515 |
| 23 | 0.02032 | 0.1547 | 0.438778 |
| 24 | -0.053507 | -0.4075 | 0.34257 |
| 25 | 0.108993 | 0.8301 | 0.204953 |
| 26 | 0.083352 | 0.6348 | 0.26403 |
| 27 | 0.036395 | 0.2772 | 0.391314 |
| 28 | -0.068105 | -0.5187 | 0.302983 |
| 29 | -0.04706 | -0.3584 | 0.360672 |
| 30 | -0.08406 | -0.6402 | 0.262289 |
| 31 | 0.113267 | 0.8626 | 0.195951 |
| 32 | -0.090407 | -0.6885 | 0.246934 |
| 33 | 0.069691 | 0.5308 | 0.298809 |
| 34 | 0.055159 | 0.4201 | 0.337991 |
| 35 | -0.143462 | -1.0926 | 0.139549 |
| 36 | 0.252213 | 1.9208 | 0.029839 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.404925 | -3.0838 | 0.001564 |
| 2 | 0.144199 | 1.0982 | 0.13833 |
| 3 | -0.062767 | -0.478 | 0.317216 |
| 4 | -0.193007 | -1.4699 | 0.073496 |
| 5 | 0.000527 | 0.004 | 0.498406 |
| 6 | 0.03116 | 0.2373 | 0.406628 |
| 7 | -0.010577 | -0.0806 | 0.468038 |
| 8 | 0.121405 | 0.9246 | 0.179504 |
| 9 | 0.240372 | 1.8306 | 0.036148 |
| 10 | 0.029643 | 0.2258 | 0.411093 |
| 11 | 0.15185 | 1.1565 | 0.126118 |
| 12 | -0.273301 | -2.0814 | 0.020911 |
| 13 | -0.231936 | -1.7664 | 0.041298 |
| 14 | -0.19598 | -1.4925 | 0.070489 |
| 15 | -0.137638 | -1.0482 | 0.149444 |
| 16 | 0.013387 | 0.102 | 0.459572 |
| 17 | -0.131835 | -1.004 | 0.159768 |
| 18 | 0.115822 | 0.8821 | 0.19069 |
| 19 | 0.015003 | 0.1143 | 0.454713 |
| 20 | 0.040197 | 0.3061 | 0.3803 |
| 21 | 0.138942 | 1.0582 | 0.147186 |
| 22 | 0.030731 | 0.234 | 0.407888 |
| 23 | 0.127963 | 0.9745 | 0.166919 |
| 24 | -0.175515 | -1.3367 | 0.093274 |
| 25 | -0.072261 | -0.5503 | 0.292104 |
| 26 | -0.004971 | -0.0379 | 0.484966 |
| 27 | -0.012586 | -0.0958 | 0.461986 |
| 28 | -0.038094 | -0.2901 | 0.386381 |
| 29 | -0.189004 | -1.4394 | 0.077704 |
| 30 | 0.008097 | 0.0617 | 0.475522 |
| 31 | 0.076581 | 0.5832 | 0.281002 |
| 32 | 0.024035 | 0.183 | 0.4277 |
| 33 | -0.002714 | -0.0207 | 0.491791 |
| 34 | 0.055861 | 0.4254 | 0.336049 |
| 35 | -0.144478 | -1.1003 | 0.137872 |
| 36 | 0.022698 | 0.1729 | 0.431682 |
