| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.478551 | -3.3155 | 0.000874 |
| 2 | 0.072281 | 0.5008 | 0.309409 |
| 3 | 0.386336 | 2.6766 | 0.005073 |
| 4 | -0.358172 | -2.4815 | 0.008319 |
| 5 | 0.095647 | 0.6627 | 0.255358 |
| 6 | 0.255814 | 1.7723 | 0.041343 |
| 7 | -0.439764 | -3.0468 | 0.001876 |
| 8 | 0.243652 | 1.6881 | 0.048943 |
| 9 | -0.004249 | -0.0294 | 0.488317 |
| 10 | -0.302681 | -2.097 | 0.020641 |
| 11 | 0.279041 | 1.9333 | 0.029558 |
| 12 | -0.156355 | -1.0833 | 0.142053 |
| 13 | -0.156741 | -1.0859 | 0.141466 |
| 14 | 0.233705 | 1.6192 | 0.055984 |
| 15 | -0.139468 | -0.9663 | 0.169378 |
| 16 | -0.057354 | -0.3974 | 0.346432 |
| 17 | 0.157622 | 1.092 | 0.140134 |
| 18 | -0.168818 | -1.1696 | 0.123968 |
| 19 | -0.033243 | -0.2303 | 0.409412 |
| 20 | 0.193095 | 1.3378 | 0.093633 |
| 21 | -0.237422 | -1.6449 | 0.053262 |
| 22 | 0.03249 | 0.2251 | 0.411429 |
| 23 | 0.234007 | 1.6213 | 0.055758 |
| 24 | -0.321766 | -2.2293 | 0.015256 |
| 25 | 0.270266 | 1.8725 | 0.033621 |
| 26 | -0.05195 | -0.3599 | 0.360244 |
| 27 | -0.096958 | -0.6717 | 0.252484 |
| 28 | 0.133702 | 0.9263 | 0.179458 |
| 29 | 0.008627 | 0.0598 | 0.476295 |
| 30 | -0.126912 | -0.8793 | 0.191817 |
| 31 | 0.190267 | 1.3182 | 0.096845 |
| 32 | -0.149437 | -1.0353 | 0.152852 |
| 33 | 0.045977 | 0.3185 | 0.375728 |
| 34 | 0.038769 | 0.2686 | 0.394694 |
| 35 | -0.101904 | -0.706 | 0.241796 |
| 36 | 0.052491 | 0.3637 | 0.358851 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.478551 | -3.3155 | 0.000874 |
| 2 | -0.203285 | -1.4084 | 0.082729 |
| 3 | 0.447385 | 3.0996 | 0.001619 |
| 4 | 0.066521 | 0.4609 | 0.323487 |
| 5 | -0.188787 | -1.308 | 0.098559 |
| 6 | 0.136197 | 0.9436 | 0.175049 |
| 7 | -0.156718 | -1.0858 | 0.141501 |
| 8 | -0.118489 | -0.8209 | 0.207877 |
| 9 | -0.043465 | -0.3011 | 0.382306 |
| 10 | -0.100671 | -0.6975 | 0.244437 |
| 11 | 0.006472 | 0.0448 | 0.48221 |
| 12 | -0.048166 | -0.3337 | 0.370029 |
| 13 | -0.084752 | -0.5872 | 0.279918 |
| 14 | -0.054964 | -0.3808 | 0.352515 |
| 15 | 0.098873 | 0.685 | 0.248315 |
| 16 | 0.018346 | 0.1271 | 0.449694 |
| 17 | -0.1199 | -0.8307 | 0.205131 |
| 18 | -0.073217 | -0.5073 | 0.307146 |
| 19 | -0.166043 | -1.1504 | 0.127844 |
| 20 | 0.045463 | 0.315 | 0.377073 |
| 21 | -0.023726 | -0.1644 | 0.435061 |
| 22 | -0.172383 | -1.1943 | 0.119114 |
| 23 | 0.189673 | 1.3141 | 0.09753 |
| 24 | -0.00424 | -0.0294 | 0.488344 |
| 25 | 0.099678 | 0.6906 | 0.246574 |
| 26 | -0.173763 | -1.2039 | 0.117273 |
| 27 | 0.056204 | 0.3894 | 0.349355 |
| 28 | -0.049585 | -0.3435 | 0.366349 |
| 29 | -0.024395 | -0.169 | 0.433248 |
| 30 | 0.029298 | 0.203 | 0.420004 |
| 31 | -0.092326 | -0.6397 | 0.26272 |
| 32 | 0.003526 | 0.0244 | 0.490306 |
| 33 | 0.076696 | 0.5314 | 0.298808 |
| 34 | -0.075337 | -0.5219 | 0.302054 |
| 35 | -0.049974 | -0.3462 | 0.365341 |
| 36 | -0.010265 | -0.0711 | 0.4718 |
