| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.448013 | -3.4703 | 0.000485 |
| 2 | -0.124402 | -0.9636 | 0.169554 |
| 3 | 0.18752 | 1.4525 | 0.075783 |
| 4 | -0.035481 | -0.2748 | 0.392195 |
| 5 | -0.043086 | -0.3337 | 0.369869 |
| 6 | -0.018807 | -0.1457 | 0.442331 |
| 7 | 0.042927 | 0.3325 | 0.370331 |
| 8 | -0.059967 | -0.4645 | 0.321984 |
| 9 | -0.000513 | -0.004 | 0.498423 |
| 10 | 0.126388 | 0.979 | 0.165757 |
| 11 | -0.320704 | -2.4842 | 0.007897 |
| 12 | 0.320142 | 2.4798 | 0.007985 |
| 13 | -0.075754 | -0.5868 | 0.279774 |
| 14 | -0.053673 | -0.4157 | 0.339538 |
| 15 | 0.029251 | 0.2266 | 0.410761 |
| 16 | -0.02206 | -0.1709 | 0.432448 |
| 17 | -0.007282 | -0.0564 | 0.477603 |
| 18 | 0.007786 | 0.0603 | 0.476055 |
| 19 | -0.016 | -0.1239 | 0.450891 |
| 20 | -0.088608 | -0.6864 | 0.247566 |
| 21 | 0.110786 | 0.8581 | 0.197113 |
| 22 | 0.036071 | 0.2794 | 0.390447 |
| 23 | -0.157879 | -1.2229 | 0.11307 |
| 24 | 0.115362 | 0.8936 | 0.187556 |
| 25 | 0.015081 | 0.1168 | 0.453699 |
| 26 | -0.018678 | -0.1447 | 0.442725 |
| 27 | 7.4e-05 | 6e-04 | 0.499771 |
| 28 | -0.023186 | -0.1796 | 0.429038 |
| 29 | 0.029795 | 0.2308 | 0.409131 |
| 30 | 0.07299 | 0.5654 | 0.286962 |
| 31 | -0.104769 | -0.8115 | 0.210133 |
| 32 | -0.037748 | -0.2924 | 0.385496 |
| 33 | 0.121653 | 0.9423 | 0.174903 |
| 34 | -0.028344 | -0.2196 | 0.413483 |
| 35 | -0.103726 | -0.8035 | 0.212441 |
| 36 | 0.117169 | 0.9076 | 0.183864 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.448013 | -3.4703 | 0.000485 |
| 2 | -0.406762 | -3.1508 | 0.00127 |
| 3 | -0.109617 | -0.8491 | 0.199603 |
| 4 | -0.026163 | -0.2027 | 0.420045 |
| 5 | -0.004737 | -0.0367 | 0.485425 |
| 6 | -0.071118 | -0.5509 | 0.291882 |
| 7 | -0.034075 | -0.2639 | 0.396364 |
| 8 | -0.095438 | -0.7393 | 0.231317 |
| 9 | -0.088735 | -0.6873 | 0.247258 |
| 10 | 0.091902 | 0.7119 | 0.239651 |
| 11 | -0.304498 | -2.3586 | 0.010809 |
| 12 | 0.067808 | 0.5252 | 0.300677 |
| 13 | -0.02008 | -0.1555 | 0.43846 |
| 14 | 0.084793 | 0.6568 | 0.256908 |
| 15 | -0.01098 | -0.085 | 0.466253 |
| 16 | -0.064429 | -0.4991 | 0.309779 |
| 17 | -0.113454 | -0.8788 | 0.191504 |
| 18 | -0.044192 | -0.3423 | 0.366658 |
| 19 | -0.076572 | -0.5931 | 0.277663 |
| 20 | -0.22081 | -1.7104 | 0.04618 |
| 21 | -0.008427 | -0.0653 | 0.474085 |
| 22 | -0.071876 | -0.5568 | 0.289884 |
| 23 | -0.006296 | -0.0488 | 0.480634 |
| 24 | -0.071089 | -0.5507 | 0.291959 |
| 25 | -0.029332 | -0.2272 | 0.410519 |
| 26 | -0.025351 | -0.1964 | 0.422493 |
| 27 | -0.006558 | -0.0508 | 0.479828 |
| 28 | -0.084288 | -0.6529 | 0.25816 |
| 29 | -0.043879 | -0.3399 | 0.367565 |
| 30 | 0.126737 | 0.9817 | 0.165095 |
| 31 | -0.0699 | -0.5414 | 0.295102 |
| 32 | -0.024186 | -0.1873 | 0.426012 |
| 33 | -0.01815 | -0.1406 | 0.444333 |
| 34 | -0.004789 | -0.0371 | 0.485267 |
| 35 | -0.095155 | -0.7371 | 0.231976 |
| 36 | 0.012661 | 0.0981 | 0.461101 |
