| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.432461 | -3.3498 | 0.000701 |
| 2 | -0.038661 | -0.2995 | 0.382809 |
| 3 | 0.014225 | 0.1102 | 0.456313 |
| 4 | 0.039332 | 0.3047 | 0.380839 |
| 5 | 0.039377 | 0.305 | 0.380706 |
| 6 | 0.053723 | 0.4161 | 0.339398 |
| 7 | -0.089776 | -0.6954 | 0.244745 |
| 8 | 0.033465 | 0.2592 | 0.398178 |
| 9 | 0.127588 | 0.9883 | 0.163489 |
| 10 | -0.08474 | -0.6564 | 0.257041 |
| 11 | -0.042286 | -0.3275 | 0.372199 |
| 12 | 0.058027 | 0.4495 | 0.327354 |
| 13 | -0.011343 | -0.0879 | 0.465138 |
| 14 | 0.10341 | 0.801 | 0.213143 |
| 15 | -0.045808 | -0.3548 | 0.361981 |
| 16 | -0.009965 | -0.0772 | 0.469365 |
| 17 | -0.046327 | -0.3588 | 0.360484 |
| 18 | 0.04714 | 0.3651 | 0.358144 |
| 19 | 0.029485 | 0.2284 | 0.410058 |
| 20 | 0.002876 | 0.0223 | 0.491151 |
| 21 | -0.017639 | -0.1366 | 0.445891 |
| 22 | -0.053743 | -0.4163 | 0.339341 |
| 23 | 0.096293 | 0.7459 | 0.229326 |
| 24 | -0.051941 | -0.4023 | 0.344434 |
| 25 | -0.074003 | -0.5732 | 0.284318 |
| 26 | 0.065038 | 0.5038 | 0.308129 |
| 27 | 0.072538 | 0.5619 | 0.288145 |
| 28 | -0.087652 | -0.6789 | 0.249891 |
| 29 | 0.049655 | 0.3846 | 0.350938 |
| 30 | -0.101322 | -0.7848 | 0.217818 |
| 31 | 0.022692 | 0.1758 | 0.430534 |
| 32 | 0.061887 | 0.4794 | 0.316706 |
| 33 | -0.060324 | -0.4673 | 0.320999 |
| 34 | -0.062319 | -0.4827 | 0.315526 |
| 35 | 0.111536 | 0.864 | 0.195528 |
| 36 | -0.11378 | -0.8813 | 0.190826 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.432461 | -3.3498 | 0.000701 |
| 2 | -0.277602 | -2.1503 | 0.017786 |
| 3 | -0.169509 | -1.313 | 0.097089 |
| 4 | -0.054611 | -0.423 | 0.336899 |
| 5 | 0.051551 | 0.3993 | 0.345541 |
| 6 | 0.160849 | 1.2459 | 0.108817 |
| 7 | 0.055072 | 0.4266 | 0.335604 |
| 8 | 0.044662 | 0.346 | 0.365295 |
| 9 | 0.188878 | 1.463 | 0.074338 |
| 10 | 0.08958 | 0.6939 | 0.245216 |
| 11 | -0.024184 | -0.1873 | 0.426017 |
| 12 | -0.003032 | -0.0235 | 0.49067 |
| 13 | -0.031944 | -0.2474 | 0.402707 |
| 14 | 0.092245 | 0.7145 | 0.238835 |
| 15 | 0.071972 | 0.5575 | 0.289633 |
| 16 | 0.07705 | 0.5968 | 0.276434 |
| 17 | -0.041598 | -0.3222 | 0.374205 |
| 18 | -0.068702 | -0.5322 | 0.298289 |
| 19 | -0.010076 | -0.078 | 0.469025 |
| 20 | 0.018278 | 0.1416 | 0.443943 |
| 21 | 0.009576 | 0.0742 | 0.47056 |
| 22 | -0.08546 | -0.662 | 0.255262 |
| 23 | 0.004161 | 0.0322 | 0.487198 |
| 24 | -0.027452 | -0.2126 | 0.416165 |
| 25 | -0.126589 | -0.9806 | 0.165376 |
| 26 | -0.049933 | -0.3868 | 0.350145 |
| 27 | 0.078096 | 0.6049 | 0.273754 |
| 28 | -0.025974 | -0.2012 | 0.420614 |
| 29 | 0.041504 | 0.3215 | 0.374478 |
| 30 | -0.050948 | -0.3946 | 0.347254 |
| 31 | -0.054206 | -0.4199 | 0.338038 |
| 32 | -0.028029 | -0.2171 | 0.414429 |
| 33 | -0.062716 | -0.4858 | 0.314441 |
| 34 | -0.112015 | -0.8677 | 0.194517 |
| 35 | 0.002569 | 0.0199 | 0.492095 |
| 36 | -0.081979 | -0.635 | 0.263918 |
