| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.033229 | -0.2552 | 0.399714 |
| 2 | -0.29232 | -2.2453 | 0.014253 |
| 3 | -0.294222 | -2.26 | 0.013765 |
| 4 | -0.248659 | -1.91 | 0.0305 |
| 5 | 0.073637 | 0.5656 | 0.2869 |
| 6 | 0.427437 | 3.2832 | 0.000864 |
| 7 | 0.160783 | 1.235 | 0.110864 |
| 8 | -0.086625 | -0.6654 | 0.254201 |
| 9 | -0.211438 | -1.6241 | 0.054844 |
| 10 | -0.212132 | -1.6294 | 0.054276 |
| 11 | -0.058233 | -0.4473 | 0.328151 |
| 12 | 0.484756 | 3.7235 | 0.000221 |
| 13 | -0.125582 | -0.9646 | 0.169338 |
| 14 | -0.083167 | -0.6388 | 0.262706 |
| 15 | 0.015326 | 0.1177 | 0.453343 |
| 16 | -0.069883 | -0.5368 | 0.296719 |
| 17 | -0.011587 | -0.089 | 0.464691 |
| 18 | 0.123857 | 0.9514 | 0.17265 |
| 19 | -0.000105 | -8e-04 | 0.49968 |
| 20 | -0.056264 | -0.4322 | 0.333595 |
| 21 | -0.003652 | -0.0281 | 0.488858 |
| 22 | -0.074723 | -0.574 | 0.28409 |
| 23 | -0.005793 | -0.0445 | 0.482329 |
| 24 | 0.293295 | 2.2528 | 0.014001 |
| 25 | -0.190628 | -1.4642 | 0.074218 |
| 26 | -0.060629 | -0.4657 | 0.321572 |
| 27 | 0.004756 | 0.0365 | 0.485491 |
| 28 | -0.040929 | -0.3144 | 0.377171 |
| 29 | 0.044397 | 0.341 | 0.367151 |
| 30 | 0.101564 | 0.7801 | 0.219218 |
| 31 | 0.049028 | 0.3766 | 0.353915 |
| 32 | -0.080776 | -0.6204 | 0.268676 |
| 33 | -0.166104 | -1.2759 | 0.103501 |
| 34 | 0.004786 | 0.0368 | 0.485399 |
| 35 | 0.075814 | 0.5823 | 0.281278 |
| 36 | 0.246387 | 1.8925 | 0.031664 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.033229 | -0.2552 | 0.399714 |
| 2 | -0.293748 | -2.2563 | 0.013885 |
| 3 | -0.346826 | -2.664 | 0.00497 |
| 4 | -0.489509 | -3.76 | 0.000196 |
| 5 | -0.455758 | -3.5007 | 0.000445 |
| 6 | -0.16403 | -1.2599 | 0.106327 |
| 7 | -0.181669 | -1.3954 | 0.084059 |
| 8 | -0.129459 | -0.9944 | 0.162047 |
| 9 | -0.086851 | -0.6671 | 0.25365 |
| 10 | -0.0793 | -0.6091 | 0.272394 |
| 11 | -0.204344 | -1.5696 | 0.060929 |
| 12 | 0.394343 | 3.029 | 0.001819 |
| 13 | -0.230836 | -1.7731 | 0.040688 |
| 14 | -0.154901 | -1.1898 | 0.119442 |
| 15 | -0.071386 | -0.5483 | 0.292769 |
| 16 | -0.009682 | -0.0744 | 0.470485 |
| 17 | -0.075537 | -0.5802 | 0.281991 |
| 18 | -0.148249 | -1.1387 | 0.12971 |
| 19 | 0.014856 | 0.1141 | 0.454769 |
| 20 | 0.023611 | 0.1814 | 0.428352 |
| 21 | 0.141841 | 1.0895 | 0.140181 |
| 22 | -0.079856 | -0.6134 | 0.270989 |
| 23 | -0.034559 | -0.2655 | 0.395793 |
| 24 | 0.16748 | 1.2864 | 0.101658 |
| 25 | 0.067296 | 0.5169 | 0.303575 |
| 26 | 0.066898 | 0.5139 | 0.304637 |
| 27 | -0.098985 | -0.7603 | 0.225046 |
| 28 | 0.01497 | 0.115 | 0.454423 |
| 29 | 0.039382 | 0.3025 | 0.381667 |
| 30 | -0.062848 | -0.4827 | 0.315533 |
| 31 | 0.030249 | 0.2323 | 0.408536 |
| 32 | 0.011435 | 0.0878 | 0.465155 |
| 33 | -0.230417 | -1.7699 | 0.040958 |
| 34 | 0.007798 | 0.0599 | 0.476218 |
| 35 | -0.063671 | -0.4891 | 0.313303 |
| 36 | -0.041721 | -0.3205 | 0.374873 |
