| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.313496 | -2.6229 | 0.005346 |
| 2 | -0.026368 | -0.2206 | 0.41302 |
| 3 | 0.086083 | 0.7202 | 0.236894 |
| 4 | -0.042849 | -0.3585 | 0.360523 |
| 5 | -0.03791 | -0.3172 | 0.376026 |
| 6 | 0.007264 | 0.0608 | 0.475857 |
| 7 | 0.006014 | 0.0503 | 0.480007 |
| 8 | 0.003351 | 0.028 | 0.488857 |
| 9 | -0.009678 | -0.081 | 0.467848 |
| 10 | 0.029827 | 0.2495 | 0.401834 |
| 11 | -0.078452 | -0.6564 | 0.256867 |
| 12 | 0.063605 | 0.5322 | 0.29815 |
| 13 | 0.030003 | 0.251 | 0.401264 |
| 14 | -0.044667 | -0.3737 | 0.354875 |
| 15 | 0.07509 | 0.6282 | 0.265944 |
| 16 | -0.05494 | -0.4597 | 0.323591 |
| 17 | 0.009109 | 0.0762 | 0.469735 |
| 18 | 0.03454 | 0.289 | 0.386723 |
| 19 | -0.06827 | -0.5712 | 0.284852 |
| 20 | 0.05852 | 0.4896 | 0.312968 |
| 21 | 0.00794 | 0.0664 | 0.473611 |
| 22 | -0.052467 | -0.439 | 0.331019 |
| 23 | 0.078089 | 0.6533 | 0.257838 |
| 24 | -0.082732 | -0.6922 | 0.245554 |
| 25 | 0.104968 | 0.8782 | 0.191413 |
| 26 | -0.084143 | -0.704 | 0.241887 |
| 27 | 0.010991 | 0.092 | 0.463498 |
| 28 | -0.03372 | -0.2821 | 0.389341 |
| 29 | 0.07326 | 0.6129 | 0.270951 |
| 30 | -0.070757 | -0.592 | 0.27788 |
| 31 | -0.025552 | -0.2138 | 0.415669 |
| 32 | 0.120729 | 1.0101 | 0.157965 |
| 33 | -0.089289 | -0.747 | 0.228768 |
| 34 | -0.075403 | -0.6309 | 0.265091 |
| 35 | 0.112442 | 0.9408 | 0.175032 |
| 36 | -0.114087 | -0.9545 | 0.171553 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.313496 | -2.6229 | 0.005346 |
| 2 | -0.138233 | -1.1565 | 0.125696 |
| 3 | 0.037692 | 0.3154 | 0.376715 |
| 4 | -0.004591 | -0.0384 | 0.484736 |
| 5 | -0.048308 | -0.4042 | 0.343659 |
| 6 | -0.033663 | -0.2816 | 0.389524 |
| 7 | -0.005372 | -0.0449 | 0.48214 |
| 8 | 0.010307 | 0.0862 | 0.465764 |
| 9 | -0.006156 | -0.0515 | 0.479535 |
| 10 | 0.024474 | 0.2048 | 0.419176 |
| 11 | -0.071946 | -0.6019 | 0.274577 |
| 12 | 0.021884 | 0.1831 | 0.427627 |
| 13 | 0.053731 | 0.4495 | 0.327213 |
| 14 | -0.001284 | -0.0107 | 0.495731 |
| 15 | 0.0637 | 0.533 | 0.297877 |
| 16 | -0.02626 | -0.2197 | 0.413369 |
| 17 | -0.001288 | -0.0108 | 0.495715 |
| 18 | 0.032854 | 0.2749 | 0.392109 |
| 19 | -0.042872 | -0.3587 | 0.360453 |
| 20 | 0.030358 | 0.254 | 0.400122 |
| 21 | 0.02931 | 0.2452 | 0.403499 |
| 22 | -0.03756 | -0.3142 | 0.377133 |
| 23 | 0.057754 | 0.4832 | 0.315228 |
| 24 | -0.051344 | -0.4296 | 0.334414 |
| 25 | 0.082032 | 0.6863 | 0.247386 |
| 26 | -0.03696 | -0.3092 | 0.379034 |
| 27 | -0.021798 | -0.1824 | 0.427909 |
| 28 | -0.065258 | -0.546 | 0.293406 |
| 29 | 0.068873 | 0.5762 | 0.283153 |
| 30 | -0.047004 | -0.3933 | 0.347659 |
| 31 | -0.048526 | -0.406 | 0.342993 |
| 32 | 0.092591 | 0.7747 | 0.220571 |
| 33 | -0.046242 | -0.3869 | 0.350005 |
| 34 | -0.086993 | -0.7278 | 0.23457 |
| 35 | 0.019827 | 0.1659 | 0.434365 |
| 36 | -0.076561 | -0.6406 | 0.261951 |
