| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.304522 | -2.3588 | 0.010804 |
| 2 | -0.308644 | -2.3907 | 0.009985 |
| 3 | 0.116663 | 0.9037 | 0.184894 |
| 4 | 0.021109 | 0.1635 | 0.435333 |
| 5 | -0.067699 | -0.5244 | 0.300968 |
| 6 | -0.009993 | -0.0774 | 0.469281 |
| 7 | 0.187443 | 1.4519 | 0.075866 |
| 8 | -0.119202 | -0.9233 | 0.179765 |
| 9 | -0.035806 | -0.2774 | 0.39123 |
| 10 | -0.010409 | -0.0806 | 0.468004 |
| 11 | -0.104047 | -0.8059 | 0.211729 |
| 12 | 0.210592 | 1.6312 | 0.054039 |
| 13 | 0.074069 | 0.5737 | 0.284144 |
| 14 | -0.169914 | -1.3161 | 0.096565 |
| 15 | 0.00254 | 0.0197 | 0.492185 |
| 16 | -0.008285 | -0.0642 | 0.474521 |
| 17 | -0.049005 | -0.3796 | 0.352795 |
| 18 | 0.036306 | 0.2812 | 0.389752 |
| 19 | 0.105213 | 0.815 | 0.209155 |
| 20 | 0.04251 | 0.3293 | 0.371546 |
| 21 | -0.105587 | -0.8179 | 0.208332 |
| 22 | -0.212715 | -1.6477 | 0.052322 |
| 23 | 0.302898 | 2.3462 | 0.011143 |
| 24 | -0.012199 | -0.0945 | 0.462516 |
| 25 | -0.117495 | -0.9101 | 0.183202 |
| 26 | 0.006162 | 0.0477 | 0.481045 |
| 27 | 0.140187 | 1.0859 | 0.140938 |
| 28 | -0.098759 | -0.765 | 0.223639 |
| 29 | -0.138146 | -1.0701 | 0.144435 |
| 30 | 0.142227 | 1.1017 | 0.1375 |
| 31 | 0.041094 | 0.3183 | 0.375676 |
| 32 | -0.009368 | -0.0726 | 0.471197 |
| 33 | -0.054376 | -0.4212 | 0.337559 |
| 34 | -0.08656 | -0.6705 | 0.252559 |
| 35 | 0.040511 | 0.3138 | 0.377381 |
| 36 | 0.118786 | 0.9201 | 0.1806 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.304522 | -2.3588 | 0.010804 |
| 2 | -0.442402 | -3.4268 | 0.000554 |
| 3 | -0.210537 | -1.6308 | 0.054084 |
| 4 | -0.209337 | -1.6215 | 0.055075 |
| 5 | -0.21475 | -1.6634 | 0.050719 |
| 6 | -0.238024 | -1.8437 | 0.035081 |
| 7 | 0.022094 | 0.1711 | 0.432345 |
| 8 | -0.085704 | -0.6639 | 0.254661 |
| 9 | -0.001117 | -0.0087 | 0.496562 |
| 10 | -0.115143 | -0.8919 | 0.188007 |
| 11 | -0.28751 | -2.227 | 0.014854 |
| 12 | -0.046324 | -0.3588 | 0.360494 |
| 13 | 0.07569 | 0.5863 | 0.27994 |
| 14 | -0.009669 | -0.0749 | 0.470274 |
| 15 | 0.050765 | 0.3932 | 0.347775 |
| 16 | -0.078107 | -0.605 | 0.273726 |
| 17 | -0.139311 | -1.0791 | 0.142432 |
| 18 | -0.111511 | -0.8638 | 0.19558 |
| 19 | -0.102888 | -0.797 | 0.214305 |
| 20 | 0.04592 | 0.3557 | 0.361659 |
| 21 | 0.070471 | 0.5459 | 0.293592 |
| 22 | -0.310878 | -2.4081 | 0.009564 |
| 23 | 0.151062 | 1.1701 | 0.12329 |
| 24 | 0.014883 | 0.1153 | 0.454304 |
| 25 | -0.036588 | -0.2834 | 0.388919 |
| 26 | -0.090864 | -0.7038 | 0.242131 |
| 27 | 0.076135 | 0.5897 | 0.27879 |
| 28 | 0.032019 | 0.248 | 0.402483 |
| 29 | 0.096173 | 0.745 | 0.229604 |
| 30 | -0.066199 | -0.5128 | 0.304995 |
| 31 | 0.021086 | 0.1633 | 0.435403 |
| 32 | 0.033692 | 0.261 | 0.3975 |
| 33 | -0.065098 | -0.5042 | 0.307967 |
| 34 | -0.051812 | -0.4013 | 0.344799 |
| 35 | -0.121395 | -0.9403 | 0.175411 |
| 36 | -0.083351 | -0.6456 | 0.260489 |
