| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.532731 | -3.6522 | 0.000326 |
| 2 | 0.102123 | 0.7001 | 0.243652 |
| 3 | 0.211499 | 1.45 | 0.076855 |
| 4 | -0.216769 | -1.4861 | 0.071966 |
| 5 | 0.11294 | 0.7743 | 0.221321 |
| 6 | 0.187535 | 1.2857 | 0.102427 |
| 7 | -0.340732 | -2.3359 | 0.011906 |
| 8 | 0.258027 | 1.7689 | 0.041696 |
| 9 | -0.176443 | -1.2096 | 0.116235 |
| 10 | 0.08847 | 0.6065 | 0.273545 |
| 11 | 0.049247 | 0.3376 | 0.368577 |
| 12 | -0.158115 | -1.084 | 0.141952 |
| 13 | 0.084303 | 0.578 | 0.283027 |
| 14 | 0.005413 | 0.0371 | 0.485277 |
| 15 | -0.012602 | -0.0864 | 0.465759 |
| 16 | -0.038009 | -0.2606 | 0.39778 |
| 17 | 0.079802 | 0.5471 | 0.293451 |
| 18 | -0.007528 | -0.0516 | 0.47953 |
| 19 | -0.071222 | -0.4883 | 0.313814 |
| 20 | 0.015735 | 0.1079 | 0.457277 |
| 21 | 0.093939 | 0.644 | 0.261349 |
| 22 | -0.286844 | -1.9665 | 0.027581 |
| 23 | 0.360378 | 2.4706 | 0.008585 |
| 24 | -0.215399 | -1.4767 | 0.073213 |
| 25 | -0.04682 | -0.321 | 0.374823 |
| 26 | 0.127245 | 0.8723 | 0.193728 |
| 27 | -0.07119 | -0.4881 | 0.31389 |
| 28 | -0.045743 | -0.3136 | 0.377608 |
| 29 | 0.143907 | 0.9866 | 0.164452 |
| 30 | -0.259539 | -1.7793 | 0.040828 |
| 31 | 0.161999 | 1.1106 | 0.136194 |
| 32 | -0.060378 | -0.4139 | 0.340404 |
| 33 | -0.039509 | -0.2709 | 0.393843 |
| 34 | 0.09828 | 0.6738 | 0.251878 |
| 35 | -0.133868 | -0.9178 | 0.181717 |
| 36 | -0.033654 | -0.2307 | 0.409268 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.532731 | -3.6522 | 0.000326 |
| 2 | -0.253672 | -1.7391 | 0.044283 |
| 3 | 0.215733 | 1.479 | 0.072907 |
| 4 | 0.061087 | 0.4188 | 0.338639 |
| 5 | 0.008832 | 0.0605 | 0.475988 |
| 6 | 0.282337 | 1.9356 | 0.029472 |
| 7 | -0.09921 | -0.6802 | 0.249873 |
| 8 | -0.062021 | -0.4252 | 0.336318 |
| 9 | -0.219389 | -1.5041 | 0.069629 |
| 10 | 0.060085 | 0.4119 | 0.341135 |
| 11 | 0.099522 | 0.6823 | 0.249203 |
| 12 | -0.082426 | -0.5651 | 0.287351 |
| 13 | -0.02222 | -0.1523 | 0.439789 |
| 14 | -0.013006 | -0.0892 | 0.464664 |
| 15 | 0.148413 | 1.0175 | 0.15707 |
| 16 | -0.18124 | -1.2425 | 0.110104 |
| 17 | 0.064095 | 0.4394 | 0.331187 |
| 18 | 0.201332 | 1.3803 | 0.087018 |
| 19 | -0.052078 | -0.357 | 0.361335 |
| 20 | -0.243632 | -1.6703 | 0.050758 |
| 21 | 0.029938 | 0.2052 | 0.419134 |
| 22 | -0.150248 | -1.0301 | 0.154129 |
| 23 | 0.092803 | 0.6362 | 0.263857 |
| 24 | 0.063063 | 0.4323 | 0.333737 |
| 25 | -0.000223 | -0.0015 | 0.499395 |
| 26 | -0.03879 | -0.2659 | 0.395728 |
| 27 | 0.002598 | 0.0178 | 0.492932 |
| 28 | -0.057186 | -0.392 | 0.348398 |
| 29 | -0.070013 | -0.48 | 0.316732 |
| 30 | -0.047635 | -0.3266 | 0.372721 |
| 31 | -0.111854 | -0.7668 | 0.223508 |
| 32 | -0.042454 | -0.2911 | 0.386146 |
| 33 | -0.006966 | -0.0478 | 0.481056 |
| 34 | 0.043674 | 0.2994 | 0.382972 |
| 35 | -0.025084 | -0.172 | 0.4321 |
| 36 | -0.100383 | -0.6882 | 0.247358 |
