| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.574448 | -3.9382 | 0.000135 |
| 2 | 0.32019 | 2.1951 | 0.016565 |
| 3 | -0.133213 | -0.9133 | 0.182884 |
| 4 | 0.004118 | 0.0282 | 0.488798 |
| 5 | -0.119105 | -0.8165 | 0.209155 |
| 6 | 0.168496 | 1.1552 | 0.126934 |
| 7 | -0.216313 | -1.483 | 0.072379 |
| 8 | 0.228572 | 1.567 | 0.061911 |
| 9 | -0.13729 | -0.9412 | 0.175705 |
| 10 | 0.008237 | 0.0565 | 0.477602 |
| 11 | 0.069618 | 0.4773 | 0.317688 |
| 12 | -0.145506 | -0.9975 | 0.161806 |
| 13 | -0.018265 | -0.1252 | 0.450442 |
| 14 | -0.067222 | -0.4609 | 0.323516 |
| 15 | 0.091435 | 0.6268 | 0.266897 |
| 16 | -0.07143 | -0.4897 | 0.313312 |
| 17 | 0.103668 | 0.7107 | 0.240388 |
| 18 | -0.058791 | -0.4031 | 0.344368 |
| 19 | 0.030861 | 0.2116 | 0.416678 |
| 20 | -0.104549 | -0.7168 | 0.238537 |
| 21 | 0.242959 | 1.6656 | 0.051219 |
| 22 | -0.325374 | -2.2306 | 0.015258 |
| 23 | 0.32451 | 2.2247 | 0.015469 |
| 24 | -0.240763 | -1.6506 | 0.052745 |
| 25 | 0.150688 | 1.0331 | 0.153431 |
| 26 | 0.007444 | 0.051 | 0.479757 |
| 27 | 0.077725 | 0.5329 | 0.298322 |
| 28 | -0.153983 | -1.0557 | 0.148261 |
| 29 | 0.174669 | 1.1975 | 0.118564 |
| 30 | -0.206878 | -1.4183 | 0.081353 |
| 31 | 0.153786 | 1.0543 | 0.148566 |
| 32 | -0.053033 | -0.3636 | 0.358902 |
| 33 | -0.06122 | -0.4197 | 0.338309 |
| 34 | 0.094268 | 0.6463 | 0.260623 |
| 35 | -0.073872 | -0.5064 | 0.307459 |
| 36 | -0.020819 | -0.1427 | 0.443558 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.574448 | -3.9382 | 0.000135 |
| 2 | -0.014627 | -0.1003 | 0.460275 |
| 3 | 0.067189 | 0.4606 | 0.323596 |
| 4 | -0.063962 | -0.4385 | 0.331516 |
| 5 | -0.240303 | -1.6474 | 0.05307 |
| 6 | 0.047052 | 0.3226 | 0.374226 |
| 7 | -0.072919 | -0.4999 | 0.309737 |
| 8 | 0.049604 | 0.3401 | 0.367659 |
| 9 | 0.025783 | 0.1768 | 0.43023 |
| 10 | -0.122223 | -0.8379 | 0.203158 |
| 11 | 0.037962 | 0.2603 | 0.397903 |
| 12 | -0.107262 | -0.7354 | 0.232889 |
| 13 | -0.211843 | -1.4523 | 0.076528 |
| 14 | -0.298157 | -2.0441 | 0.023287 |
| 15 | 0.010961 | 0.0751 | 0.470209 |
| 16 | 0.003354 | 0.023 | 0.490875 |
| 17 | -0.073745 | -0.5056 | 0.30776 |
| 18 | -0.063741 | -0.437 | 0.332061 |
| 19 | -0.097624 | -0.6693 | 0.253297 |
| 20 | -0.169958 | -1.1652 | 0.124914 |
| 21 | 0.215125 | 1.4748 | 0.073464 |
| 22 | -0.155602 | -1.0668 | 0.145766 |
| 23 | -0.082277 | -0.5641 | 0.287697 |
| 24 | -0.074923 | -0.5136 | 0.304953 |
| 25 | -0.059127 | -0.4054 | 0.343527 |
| 26 | 0.024854 | 0.1704 | 0.432717 |
| 27 | 0.116183 | 0.7965 | 0.214871 |
| 28 | -0.067707 | -0.4642 | 0.322332 |
| 29 | -0.107102 | -0.7343 | 0.233221 |
| 30 | 0.022591 | 0.1549 | 0.438791 |
| 31 | 0.045754 | 0.3137 | 0.377579 |
| 32 | -0.03642 | -0.2497 | 0.401961 |
| 33 | -0.106039 | -0.727 | 0.235426 |
| 34 | 0.001578 | 0.0108 | 0.495706 |
| 35 | 0.003298 | 0.0226 | 0.491029 |
| 36 | -0.095536 | -0.655 | 0.257843 |
