| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.568682 | -3.8987 | 0.000153 |
| 2 | 0.012223 | 0.0838 | 0.466787 |
| 3 | 0.214453 | 1.4702 | 0.074083 |
| 4 | -0.155206 | -1.064 | 0.146373 |
| 5 | 0.031818 | 0.2181 | 0.414134 |
| 6 | 0.199647 | 1.3687 | 0.088798 |
| 7 | -0.338181 | -2.3185 | 0.012412 |
| 8 | 0.13972 | 0.9579 | 0.171514 |
| 9 | 0.158806 | 1.0887 | 0.140914 |
| 10 | -0.199681 | -1.3689 | 0.088762 |
| 11 | 0.078667 | 0.5393 | 0.296107 |
| 12 | -0.01955 | -0.134 | 0.446976 |
| 13 | -0.104998 | -0.7198 | 0.237598 |
| 14 | 0.156544 | 1.0732 | 0.144327 |
| 15 | -0.02157 | -0.1479 | 0.441535 |
| 16 | -0.191456 | -1.3126 | 0.097853 |
| 17 | 0.15238 | 1.0447 | 0.150761 |
| 18 | 0.049524 | 0.3395 | 0.367866 |
| 19 | -0.061782 | -0.4236 | 0.33691 |
| 20 | -0.097687 | -0.6697 | 0.25316 |
| 21 | 0.241467 | 1.6554 | 0.052252 |
| 22 | -0.311197 | -2.1335 | 0.019069 |
| 23 | 0.304755 | 2.0893 | 0.02106 |
| 24 | -0.062964 | -0.4317 | 0.333982 |
| 25 | -0.1931 | -1.3238 | 0.095982 |
| 26 | 0.197715 | 1.3555 | 0.090874 |
| 27 | -0.013741 | -0.0942 | 0.462675 |
| 28 | -0.110776 | -0.7594 | 0.225691 |
| 29 | 0.11452 | 0.7851 | 0.218165 |
| 30 | -0.09876 | -0.6771 | 0.250841 |
| 31 | 0.004158 | 0.0285 | 0.48869 |
| 32 | 0.108384 | 0.743 | 0.230577 |
| 33 | -0.148166 | -1.0158 | 0.157469 |
| 34 | 0.008127 | 0.0557 | 0.477902 |
| 35 | 0.100743 | 0.6907 | 0.246589 |
| 36 | -0.134642 | -0.9231 | 0.180345 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.568682 | -3.8987 | 0.000153 |
| 2 | -0.459912 | -3.153 | 0.001407 |
| 3 | -0.069249 | -0.4747 | 0.318583 |
| 4 | -0.006382 | -0.0438 | 0.482645 |
| 5 | 0.013001 | 0.0891 | 0.46468 |
| 6 | 0.317125 | 2.1741 | 0.017384 |
| 7 | -0.03212 | -0.2202 | 0.413332 |
| 8 | -0.20947 | -1.4361 | 0.078805 |
| 9 | 0.00463 | 0.0317 | 0.487407 |
| 10 | 0.076295 | 0.5231 | 0.301698 |
| 11 | 0.062081 | 0.4256 | 0.336169 |
| 12 | -0.073385 | -0.5031 | 0.30862 |
| 13 | -0.187479 | -1.2853 | 0.102494 |
| 14 | -0.147029 | -1.008 | 0.159312 |
| 15 | 0.0208 | 0.1426 | 0.443609 |
| 16 | -0.037224 | -0.2552 | 0.399844 |
| 17 | -0.074911 | -0.5136 | 0.304981 |
| 18 | 0.087612 | 0.6006 | 0.275483 |
| 19 | 0.209767 | 1.4381 | 0.078517 |
| 20 | -0.182878 | -1.2537 | 0.108067 |
| 21 | 0.16665 | 1.1425 | 0.129518 |
| 22 | -0.073636 | -0.5048 | 0.308021 |
| 23 | 0.062829 | 0.4307 | 0.334317 |
| 24 | 0.152476 | 1.0453 | 0.15061 |
| 25 | 0.013758 | 0.0943 | 0.462629 |
| 26 | -0.020899 | -0.1433 | 0.443344 |
| 27 | -0.14029 | -0.9618 | 0.170541 |
| 28 | -0.045495 | -0.3119 | 0.378249 |
| 29 | -0.091232 | -0.6255 | 0.267349 |
| 30 | -0.050651 | -0.3472 | 0.364978 |
| 31 | 0.105078 | 0.7204 | 0.237429 |
| 32 | -0.077101 | -0.5286 | 0.299793 |
| 33 | -0.146811 | -1.0065 | 0.159668 |
| 34 | -0.088793 | -0.6087 | 0.272817 |
| 35 | -0.002634 | -0.0181 | 0.492834 |
| 36 | -0.024577 | -0.1685 | 0.43346 |
