| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.526774 | -3.6114 | 0.000369 |
| 2 | 0.073629 | 0.5048 | 0.308038 |
| 3 | 0.358258 | 2.4561 | 0.008898 |
| 4 | -0.375776 | -2.5762 | 0.006596 |
| 5 | 0.154524 | 1.0594 | 0.147424 |
| 6 | 0.181329 | 1.2431 | 0.109993 |
| 7 | -0.435369 | -2.9847 | 0.002247 |
| 8 | 0.30571 | 2.0958 | 0.020754 |
| 9 | -0.177253 | -1.2152 | 0.115183 |
| 10 | -0.12346 | -0.8464 | 0.200809 |
| 11 | 0.182301 | 1.2498 | 0.108782 |
| 12 | -0.14876 | -1.0198 | 0.156511 |
| 13 | -0.010213 | -0.07 | 0.472238 |
| 14 | 0.086252 | 0.5913 | 0.278573 |
| 15 | -0.008666 | -0.0594 | 0.476438 |
| 16 | -0.099631 | -0.683 | 0.24897 |
| 17 | 0.124839 | 0.8558 | 0.198212 |
| 18 | -0.075144 | -0.5152 | 0.304428 |
| 19 | -0.052544 | -0.3602 | 0.360146 |
| 20 | 0.169458 | 1.1617 | 0.125602 |
| 21 | -0.106534 | -0.7304 | 0.234397 |
| 22 | -0.168496 | -1.1551 | 0.126934 |
| 23 | 0.354399 | 2.4296 | 0.009494 |
| 24 | -0.328202 | -2.25 | 0.014584 |
| 25 | 0.156074 | 1.07 | 0.145044 |
| 26 | 0.080992 | 0.5553 | 0.290678 |
| 27 | -0.170063 | -1.1659 | 0.124771 |
| 28 | 0.118551 | 0.8127 | 0.210231 |
| 29 | 0.027588 | 0.1891 | 0.4254 |
| 30 | -0.153856 | -1.0548 | 0.148459 |
| 31 | 0.190265 | 1.3044 | 0.099226 |
| 32 | -0.151262 | -1.037 | 0.152521 |
| 33 | 0.021216 | 0.1455 | 0.442488 |
| 34 | 0.101693 | 0.6972 | 0.244566 |
| 35 | -0.14615 | -1.002 | 0.160748 |
| 36 | 0.052247 | 0.3582 | 0.360903 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.526774 | -3.6114 | 0.000369 |
| 2 | -0.282158 | -1.9344 | 0.02955 |
| 3 | 0.390014 | 2.6738 | 0.005141 |
| 4 | 0.059588 | 0.4085 | 0.342375 |
| 5 | -0.107063 | -0.734 | 0.233301 |
| 6 | 0.134059 | 0.9191 | 0.181378 |
| 7 | -0.227681 | -1.5609 | 0.062628 |
| 8 | -0.139168 | -0.9541 | 0.17246 |
| 9 | -0.228049 | -1.5634 | 0.062331 |
| 10 | -0.0877 | -0.6012 | 0.275285 |
| 11 | -0.037245 | -0.2553 | 0.399788 |
| 12 | 0.049734 | 0.341 | 0.367327 |
| 13 | 0.069587 | 0.4771 | 0.317763 |
| 14 | -0.082713 | -0.5671 | 0.286689 |
| 15 | 0.17573 | 1.2047 | 0.117166 |
| 16 | -0.179673 | -1.2318 | 0.11208 |
| 17 | -0.157088 | -1.0769 | 0.143502 |
| 18 | -0.149531 | -1.0251 | 0.155274 |
| 19 | -0.14061 | -0.964 | 0.169996 |
| 20 | 0.119531 | 0.8195 | 0.20833 |
| 21 | 0.131837 | 0.9038 | 0.185349 |
| 22 | -0.203993 | -1.3985 | 0.084263 |
| 23 | 0.049599 | 0.34 | 0.367673 |
| 24 | 0.002289 | 0.0157 | 0.493773 |
| 25 | 0.018267 | 0.1252 | 0.450436 |
| 26 | -0.167758 | -1.1501 | 0.127962 |
| 27 | 0.076303 | 0.5231 | 0.301678 |
| 28 | -0.018866 | -0.1293 | 0.44882 |
| 29 | -0.11462 | -0.7858 | 0.217967 |
| 30 | -0.000873 | -0.006 | 0.497625 |
| 31 | -0.075772 | -0.5195 | 0.302937 |
| 32 | -0.032826 | -0.225 | 0.411461 |
| 33 | -0.013178 | -0.0903 | 0.464198 |
| 34 | 0.079141 | 0.5426 | 0.294997 |
| 35 | -0.040968 | -0.2809 | 0.390026 |
| 36 | -0.05957 | -0.4084 | 0.34242 |
