| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.452102 | -3.7281 | 0.000198 |
| 2 | -0.029027 | -0.2394 | 0.405773 |
| 3 | 0.258793 | 2.1341 | 0.018223 |
| 4 | -0.256732 | -2.1171 | 0.018957 |
| 5 | 0.070567 | 0.5819 | 0.281276 |
| 6 | 0.164231 | 1.3543 | 0.090064 |
| 7 | -0.193343 | -1.5943 | 0.057748 |
| 8 | 0.15763 | 1.2998 | 0.099021 |
| 9 | -0.029429 | -0.2427 | 0.404494 |
| 10 | -0.153065 | -1.2622 | 0.105593 |
| 11 | 0.226298 | 1.8661 | 0.03317 |
| 12 | -0.277303 | -2.2867 | 0.012666 |
| 13 | -0.014775 | -0.1218 | 0.451693 |
| 14 | 0.182808 | 1.5075 | 0.068161 |
| 15 | -0.058573 | -0.483 | 0.315323 |
| 16 | -0.07262 | -0.5988 | 0.275634 |
| 17 | 0.183514 | 1.5133 | 0.06742 |
| 18 | -0.192114 | -1.5842 | 0.058892 |
| 19 | 0.029819 | 0.2459 | 0.403254 |
| 20 | 0.084537 | 0.6971 | 0.244056 |
| 21 | -0.056475 | -0.4657 | 0.321457 |
| 22 | 0.016765 | 0.1383 | 0.445226 |
| 23 | 0.11888 | 0.9803 | 0.165204 |
| 24 | -0.167055 | -1.3776 | 0.086426 |
| 25 | 0.081627 | 0.6731 | 0.251579 |
| 26 | 0.035296 | 0.2911 | 0.385948 |
| 27 | -0.175072 | -1.4437 | 0.07671 |
| 28 | 0.195177 | 1.6095 | 0.056074 |
| 29 | -0.078904 | -0.6507 | 0.25873 |
| 30 | 0.013732 | 0.1132 | 0.455089 |
| 31 | 0.016349 | 0.1348 | 0.446577 |
| 32 | -0.00491 | -0.0405 | 0.483912 |
| 33 | -0.006636 | -0.0547 | 0.47826 |
| 34 | -0.039747 | -0.3278 | 0.372049 |
| 35 | 0.024223 | 0.1997 | 0.421136 |
| 36 | -0.00895 | -0.0738 | 0.470692 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.452102 | -3.7281 | 0.000198 |
| 2 | -0.293391 | -2.4194 | 0.009114 |
| 3 | 0.15015 | 1.2382 | 0.109955 |
| 4 | -0.07723 | -0.6369 | 0.263178 |
| 5 | -0.056228 | -0.4637 | 0.322184 |
| 6 | 0.132376 | 1.0916 | 0.139431 |
| 7 | 0.013273 | 0.1095 | 0.456584 |
| 8 | 0.098186 | 0.8097 | 0.21048 |
| 9 | 0.016391 | 0.1352 | 0.446442 |
| 10 | -0.10917 | -0.9002 | 0.185586 |
| 11 | 0.074353 | 0.6131 | 0.270918 |
| 12 | -0.223628 | -1.8441 | 0.034764 |
| 13 | -0.242874 | -2.0028 | 0.024594 |
| 14 | -0.070835 | -0.5841 | 0.280537 |
| 15 | 0.186126 | 1.5348 | 0.064733 |
| 16 | 0.002966 | 0.0245 | 0.49028 |
| 17 | 0.106216 | 0.8759 | 0.192089 |
| 18 | 0.038939 | 0.3211 | 0.37456 |
| 19 | -0.00298 | -0.0246 | 0.490235 |
| 20 | -0.005054 | -0.0417 | 0.48344 |
| 21 | 0.041607 | 0.3431 | 0.366289 |
| 22 | -0.076571 | -0.6314 | 0.264942 |
| 23 | 0.104032 | 0.8579 | 0.19699 |
| 24 | -0.095573 | -0.7881 | 0.216684 |
| 25 | -0.107857 | -0.8894 | 0.188458 |
| 26 | 0.016418 | 0.1354 | 0.446354 |
| 27 | -0.002407 | -0.0198 | 0.492113 |
| 28 | 0.050487 | 0.4163 | 0.339241 |
| 29 | 0.025749 | 0.2123 | 0.416241 |
| 30 | 0.127249 | 1.0493 | 0.148872 |
| 31 | -0.062149 | -0.5125 | 0.304983 |
| 32 | 0.031315 | 0.2582 | 0.398504 |
| 33 | 0.110907 | 0.9146 | 0.181826 |
| 34 | -0.144523 | -1.1918 | 0.118748 |
| 35 | 0.016389 | 0.1351 | 0.446449 |
| 36 | -0.105046 | -0.8662 | 0.194706 |
