| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.325592 | -3.4916 | 0.000341 |
| 2 | 0.13094 | 1.4042 | 0.08148 |
| 3 | -0.151697 | -1.6268 | 0.053262 |
| 4 | 0.081752 | 0.8767 | 0.191239 |
| 5 | -0.162015 | -1.7374 | 0.042495 |
| 6 | -0.130393 | -1.3983 | 0.082356 |
| 7 | 0.050848 | 0.5453 | 0.293309 |
| 8 | -0.01695 | -0.1818 | 0.42804 |
| 9 | -0.115431 | -1.2379 | 0.109144 |
| 10 | -0.01256 | -0.1347 | 0.446546 |
| 11 | 0.186541 | 2.0004 | 0.023905 |
| 12 | -0.027828 | -0.2984 | 0.382961 |
| 13 | -0.093015 | -0.9975 | 0.160313 |
| 14 | 0.042475 | 0.4555 | 0.324806 |
| 15 | 0.173634 | 1.862 | 0.032577 |
| 16 | -0.110285 | -1.1827 | 0.119688 |
| 17 | -0.030635 | -0.3285 | 0.371558 |
| 18 | -0.019854 | -0.2129 | 0.415888 |
| 19 | 0.082834 | 0.8883 | 0.188119 |
| 20 | -0.153193 | -1.6428 | 0.051576 |
| 21 | 0.09868 | 1.0582 | 0.146086 |
| 22 | -0.043589 | -0.4674 | 0.320534 |
| 23 | 0.09984 | 1.0707 | 0.143281 |
| 24 | -0.173555 | -1.8612 | 0.032637 |
| 25 | 0.181777 | 1.9493 | 0.026845 |
| 26 | 0.044193 | 0.4739 | 0.318229 |
| 27 | -0.046484 | -0.4985 | 0.309546 |
| 28 | -0.022226 | -0.2383 | 0.406018 |
| 29 | -0.06738 | -0.7226 | 0.235707 |
| 30 | 0.117295 | 1.2579 | 0.105497 |
| 31 | -0.138242 | -1.4825 | 0.070473 |
| 32 | 0.039407 | 0.4226 | 0.336689 |
| 33 | -0.020538 | -0.2202 | 0.413036 |
| 34 | -0.042369 | -0.4544 | 0.325213 |
| 35 | 0.074148 | 0.7952 | 0.214082 |
| 36 | -0.006982 | -0.0749 | 0.470223 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.325592 | -3.4916 | 0.000341 |
| 2 | 0.027886 | 0.299 | 0.382723 |
| 3 | -0.113259 | -1.2146 | 0.113511 |
| 4 | -0.001833 | -0.0197 | 0.492177 |
| 5 | -0.139802 | -1.4992 | 0.06828 |
| 6 | -0.273259 | -2.9304 | 0.002042 |
| 7 | -0.070416 | -0.7551 | 0.225858 |
| 8 | -0.053499 | -0.5737 | 0.28364 |
| 9 | -0.229371 | -2.4597 | 0.007696 |
| 10 | -0.197085 | -2.1135 | 0.01836 |
| 11 | 0.054634 | 0.5859 | 0.279551 |
| 12 | -0.039361 | -0.4221 | 0.336871 |
| 13 | -0.221723 | -2.3777 | 0.009535 |
| 14 | -0.143489 | -1.5388 | 0.063306 |
| 15 | 0.086989 | 0.9329 | 0.176425 |
| 16 | -0.056848 | -0.6096 | 0.271657 |
| 17 | -0.124579 | -1.336 | 0.0921 |
| 18 | -0.154615 | -1.6581 | 0.050015 |
| 19 | -0.044371 | -0.4758 | 0.317551 |
| 20 | -0.102635 | -1.1006 | 0.136678 |
| 21 | -0.00516 | -0.0553 | 0.477984 |
| 22 | -0.173042 | -1.8557 | 0.03303 |
| 23 | -0.062141 | -0.6664 | 0.253248 |
| 24 | -0.110474 | -1.1847 | 0.119289 |
| 25 | 0.017066 | 0.183 | 0.427554 |
| 26 | 0.017426 | 0.1869 | 0.426044 |
| 27 | -0.077541 | -0.8315 | 0.203698 |
| 28 | 0.014071 | 0.1509 | 0.440162 |
| 29 | -0.107744 | -1.1554 | 0.125155 |
| 30 | 0.010693 | 0.1147 | 0.454455 |
| 31 | -0.001104 | -0.0118 | 0.495288 |
| 32 | -0.025576 | -0.2743 | 0.392186 |
| 33 | -0.034416 | -0.3691 | 0.356379 |
| 34 | -0.12611 | -1.3524 | 0.089453 |
| 35 | 0.112295 | 1.2042 | 0.115487 |
| 36 | 0.026053 | 0.2794 | 0.390224 |
