| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.339641 | -3.3104 | 0.000659 |
| 2 | -0.224508 | -2.1882 | 0.015552 |
| 3 | 0.093507 | 0.9114 | 0.182197 |
| 4 | 0.140126 | 1.3658 | 0.087616 |
| 5 | -0.191564 | -1.8671 | 0.032483 |
| 6 | -0.027925 | -0.2722 | 0.393038 |
| 7 | 0.09889 | 0.9639 | 0.168781 |
| 8 | 0.022235 | 0.2167 | 0.414444 |
| 9 | -0.081154 | -0.791 | 0.215459 |
| 10 | 0.059105 | 0.5761 | 0.282959 |
| 11 | 0.196452 | 1.9148 | 0.029265 |
| 12 | -0.306458 | -2.987 | 0.001792 |
| 13 | -0.080167 | -0.7814 | 0.218264 |
| 14 | 0.155303 | 1.5137 | 0.06671 |
| 15 | 0.105926 | 1.0324 | 0.152244 |
| 16 | -0.236498 | -2.3051 | 0.011669 |
| 17 | 0.124075 | 1.2093 | 0.114769 |
| 18 | 0.037832 | 0.3687 | 0.356571 |
| 19 | 0.089505 | 0.8724 | 0.1926 |
| 20 | -0.181859 | -1.7725 | 0.039755 |
| 21 | 0.053225 | 0.5188 | 0.302563 |
| 22 | 0.03373 | 0.3288 | 0.371529 |
| 23 | 0.060806 | 0.5927 | 0.277407 |
| 24 | -0.205431 | -2.0023 | 0.024052 |
| 25 | 0.127548 | 1.2432 | 0.10843 |
| 26 | 0.11378 | 1.109 | 0.135118 |
| 27 | -0.157092 | -1.5311 | 0.064529 |
| 28 | -0.027138 | -0.2645 | 0.395982 |
| 29 | 0.158103 | 1.541 | 0.063321 |
| 30 | 0.001141 | 0.0111 | 0.495573 |
| 31 | -0.260372 | -2.5378 | 0.006391 |
| 32 | 0.218075 | 2.1255 | 0.018068 |
| 33 | 0.010605 | 0.1034 | 0.458947 |
| 34 | -0.113589 | -1.1071 | 0.135517 |
| 35 | -0.039304 | -0.3831 | 0.351256 |
| 36 | 0.173277 | 1.6889 | 0.04726 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.339641 | -3.3104 | 0.000659 |
| 2 | -0.384182 | -3.7445 | 0.000155 |
| 3 | -0.189004 | -1.8422 | 0.034284 |
| 4 | 0.028168 | 0.2745 | 0.392129 |
| 5 | -0.141359 | -1.3778 | 0.085752 |
| 6 | -0.13858 | -1.3507 | 0.089998 |
| 7 | -0.081851 | -0.7978 | 0.213493 |
| 8 | -0.023048 | -0.2246 | 0.411371 |
| 9 | -0.038778 | -0.378 | 0.35315 |
| 10 | 0.021228 | 0.2069 | 0.418263 |
| 11 | 0.263503 | 2.5683 | 0.005889 |
| 12 | -0.107888 | -1.0516 | 0.147835 |
| 13 | -0.210495 | -2.0516 | 0.021478 |
| 14 | -0.168906 | -1.6463 | 0.051504 |
| 15 | 0.024905 | 0.2427 | 0.404362 |
| 16 | -0.088684 | -0.8644 | 0.194776 |
| 17 | 0.014968 | 0.1459 | 0.442159 |
| 18 | -0.092141 | -0.8981 | 0.185707 |
| 19 | 0.127616 | 1.2438 | 0.108308 |
| 20 | -0.02033 | -0.1982 | 0.421675 |
| 21 | -0.010274 | -0.1001 | 0.460224 |
| 22 | -0.010041 | -0.0979 | 0.46112 |
| 23 | 0.251699 | 2.4533 | 0.00799 |
| 24 | -0.106661 | -1.0396 | 0.150582 |
| 25 | -0.112999 | -1.1014 | 0.136758 |
| 26 | 0.008611 | 0.0839 | 0.466644 |
| 27 | 0.023834 | 0.2323 | 0.4084 |
| 28 | -0.106305 | -1.0361 | 0.151386 |
| 29 | 0.045112 | 0.4397 | 0.330577 |
| 30 | 0.092878 | 0.9053 | 0.183809 |
| 31 | -0.075262 | -0.7336 | 0.232511 |
| 32 | 0.052516 | 0.5119 | 0.304966 |
| 33 | -0.014195 | -0.1384 | 0.445125 |
| 34 | -0.088439 | -0.862 | 0.19543 |
| 35 | 0.08961 | 0.8734 | 0.192322 |
| 36 | -0.023385 | -0.2279 | 0.410094 |
