| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.351567 | -2.7004 | 0.004512 |
| 2 | -0.210195 | -1.6145 | 0.055873 |
| 3 | 0.249083 | 1.9132 | 0.030287 |
| 4 | -0.117409 | -0.9018 | 0.185406 |
| 5 | 0.002689 | 0.0207 | 0.491797 |
| 6 | 0.039569 | 0.3039 | 0.381122 |
| 7 | -0.0375 | -0.288 | 0.38716 |
| 8 | 0.070296 | 0.54 | 0.295631 |
| 9 | -0.118182 | -0.9078 | 0.183846 |
| 10 | 0.145885 | 1.1206 | 0.133508 |
| 11 | 0.046362 | 0.3561 | 0.361514 |
| 12 | -0.254069 | -1.9515 | 0.027873 |
| 13 | 0.1715 | 1.3173 | 0.096413 |
| 14 | 0.124559 | 0.9568 | 0.171297 |
| 15 | -0.225013 | -1.7284 | 0.044577 |
| 16 | 0.042141 | 0.3237 | 0.373659 |
| 17 | 0.125689 | 0.9654 | 0.169133 |
| 18 | -0.075619 | -0.5808 | 0.28178 |
| 19 | -0.072321 | -0.5555 | 0.290324 |
| 20 | 0.090578 | 0.6957 | 0.244662 |
| 21 | -0.053143 | -0.4082 | 0.342304 |
| 22 | -0.07695 | -0.5911 | 0.278369 |
| 23 | 0.161761 | 1.2425 | 0.109482 |
| 24 | -0.034652 | -0.2662 | 0.39552 |
| 25 | -0.17967 | -1.3801 | 0.086386 |
| 26 | 0.172228 | 1.3229 | 0.095485 |
| 27 | 0.103327 | 0.7937 | 0.215284 |
| 28 | -0.14708 | -1.1297 | 0.131579 |
| 29 | -0.102397 | -0.7865 | 0.217352 |
| 30 | 0.100447 | 0.7716 | 0.22173 |
| 31 | 0.011712 | 0.09 | 0.464312 |
| 32 | 0.039444 | 0.303 | 0.381487 |
| 33 | 0.053521 | 0.4111 | 0.341245 |
| 34 | -0.077701 | -0.5968 | 0.276452 |
| 35 | 0.016679 | 0.1281 | 0.449248 |
| 36 | -0.049894 | -0.3832 | 0.351459 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.351567 | -2.7004 | 0.004512 |
| 2 | -0.38087 | -2.9255 | 0.002437 |
| 3 | 0.017535 | 0.1347 | 0.446657 |
| 4 | -0.093791 | -0.7204 | 0.237054 |
| 5 | 0.012643 | 0.0971 | 0.461482 |
| 6 | -0.020739 | -0.1593 | 0.436989 |
| 7 | -0.004028 | -0.0309 | 0.487711 |
| 8 | 0.068634 | 0.5272 | 0.300021 |
| 9 | -0.094446 | -0.7255 | 0.235522 |
| 10 | 0.131439 | 1.0096 | 0.158405 |
| 11 | 0.11463 | 0.8805 | 0.191083 |
| 12 | -0.12213 | -0.9381 | 0.17601 |
| 13 | 0.007497 | 0.0576 | 0.477137 |
| 14 | 0.132646 | 1.0189 | 0.156212 |
| 15 | -0.030802 | -0.2366 | 0.406895 |
| 16 | -0.074235 | -0.5702 | 0.285351 |
| 17 | 0.058388 | 0.4485 | 0.327722 |
| 18 | 0.030863 | 0.2371 | 0.406716 |
| 19 | -0.083258 | -0.6395 | 0.26248 |
| 20 | 0.007764 | 0.0596 | 0.476323 |
| 21 | -0.088369 | -0.6788 | 0.249967 |
| 22 | -0.089284 | -0.6858 | 0.247762 |
| 23 | 0.102591 | 0.788 | 0.216921 |
| 24 | -0.012893 | -0.099 | 0.460723 |
| 25 | -0.148887 | -1.1436 | 0.1287 |
| 26 | 0.095959 | 0.7371 | 0.231999 |
| 27 | 0.153678 | 1.1804 | 0.121285 |
| 28 | -0.009902 | -0.0761 | 0.469815 |
| 29 | -0.117995 | -0.9063 | 0.184223 |
| 30 | -0.042502 | -0.3265 | 0.372614 |
| 31 | -0.066758 | -0.5128 | 0.305011 |
| 32 | 0.180117 | 1.3835 | 0.085861 |
| 33 | 0.181576 | 1.3947 | 0.084166 |
| 34 | -0.067765 | -0.5205 | 0.302327 |
| 35 | 0.093796 | 0.7205 | 0.237043 |
| 36 | -0.07173 | -0.551 | 0.291868 |
