| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.379238 | -2.9376 | 0.002344 |
| 2 | -0.203336 | -1.575 | 0.060254 |
| 3 | 0.337644 | 2.6154 | 0.005628 |
| 4 | -0.167125 | -1.2945 | 0.100219 |
| 5 | -0.051432 | -0.3984 | 0.345878 |
| 6 | 0.264863 | 2.0516 | 0.022289 |
| 7 | -0.254787 | -1.9736 | 0.026521 |
| 8 | 0.056625 | 0.4386 | 0.331258 |
| 9 | 0.196082 | 1.5188 | 0.067027 |
| 10 | -0.302175 | -2.3406 | 0.011297 |
| 11 | -0.079426 | -0.6152 | 0.270363 |
| 12 | 0.443349 | 3.4342 | 0.000542 |
| 13 | -0.244262 | -1.892 | 0.031657 |
| 14 | -0.067347 | -0.5217 | 0.30191 |
| 15 | 0.038062 | 0.2948 | 0.384572 |
| 16 | 0.014936 | 0.1157 | 0.45414 |
| 17 | -0.007672 | -0.0594 | 0.476406 |
| 18 | -0.027119 | -0.2101 | 0.417166 |
| 19 | 0.02984 | 0.2311 | 0.408997 |
| 20 | 0.047766 | 0.37 | 0.356346 |
| 21 | -0.111342 | -0.8625 | 0.195937 |
| 22 | 0.017183 | 0.1331 | 0.44728 |
| 23 | -0.090251 | -0.6991 | 0.243601 |
| 24 | 0.112376 | 0.8705 | 0.19376 |
| 25 | 0.156274 | 1.2105 | 0.115419 |
| 26 | -0.250942 | -1.9438 | 0.028307 |
| 27 | 0.002046 | 0.0158 | 0.493704 |
| 28 | 0.177787 | 1.3771 | 0.086794 |
| 29 | -0.127275 | -0.9859 | 0.164079 |
| 30 | -0.025279 | -0.1958 | 0.422711 |
| 31 | 0.214598 | 1.6623 | 0.050837 |
| 32 | -0.148865 | -1.1531 | 0.126721 |
| 33 | -0.018053 | -0.1398 | 0.444627 |
| 34 | 0.141256 | 1.0942 | 0.139129 |
| 35 | -0.239587 | -1.8558 | 0.034195 |
| 36 | 0.132381 | 1.0254 | 0.154641 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.379238 | -2.9376 | 0.002344 |
| 2 | -0.405472 | -3.1408 | 0.001308 |
| 3 | 0.105525 | 0.8174 | 0.208468 |
| 4 | -0.046075 | -0.3569 | 0.361211 |
| 5 | -0.013895 | -0.1076 | 0.457323 |
| 6 | 0.193688 | 1.5003 | 0.069391 |
| 7 | -0.074633 | -0.5781 | 0.282679 |
| 8 | 0.032476 | 0.2516 | 0.40112 |
| 9 | 0.102226 | 0.7918 | 0.215786 |
| 10 | -0.1357 | -1.0511 | 0.148708 |
| 11 | -0.317252 | -2.4574 | 0.00845 |
| 12 | 0.214025 | 1.6578 | 0.051286 |
| 13 | 0.138322 | 1.0714 | 0.144132 |
| 14 | 0.037193 | 0.2881 | 0.387132 |
| 15 | -0.275981 | -2.1377 | 0.018311 |
| 16 | 0.086161 | 0.6674 | 0.253539 |
| 17 | 0.029731 | 0.2303 | 0.409324 |
| 18 | -0.188742 | -1.462 | 0.074481 |
| 19 | 0.109726 | 0.8499 | 0.19937 |
| 20 | 0.133656 | 1.0353 | 0.152344 |
| 21 | -0.227312 | -1.7608 | 0.041688 |
| 22 | -0.071847 | -0.5565 | 0.289961 |
| 23 | 0.043862 | 0.3398 | 0.367615 |
| 24 | -0.069973 | -0.542 | 0.294911 |
| 25 | 0.101132 | 0.7834 | 0.218248 |
| 26 | 0.014018 | 0.1086 | 0.456948 |
| 27 | 0.083496 | 0.6468 | 0.260128 |
| 28 | -0.177814 | -1.3773 | 0.086762 |
| 29 | 0.048679 | 0.3771 | 0.353729 |
| 30 | 0.086584 | 0.6707 | 0.252499 |
| 31 | 0.063095 | 0.4887 | 0.313406 |
| 32 | -0.072248 | -0.5596 | 0.288907 |
| 33 | 0.07638 | 0.5916 | 0.278157 |
| 34 | 0.113862 | 0.882 | 0.190657 |
| 35 | -0.156696 | -1.2138 | 0.114798 |
| 36 | -0.105701 | -0.8188 | 0.208084 |
