| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.543854 | -3.9218 | 0.000129 |
| 2 | 0.29622 | 2.1361 | 0.018701 |
| 3 | -0.103793 | -0.7485 | 0.228778 |
| 4 | -0.003208 | -0.0231 | 0.490817 |
| 5 | -0.099266 | -0.7158 | 0.238653 |
| 6 | 0.164201 | 1.1841 | 0.120884 |
| 7 | -0.203823 | -1.4698 | 0.073822 |
| 8 | 0.215991 | 1.5575 | 0.062705 |
| 9 | -0.087631 | -0.6319 | 0.265104 |
| 10 | -0.065685 | -0.4737 | 0.318862 |
| 11 | 0.103595 | 0.747 | 0.229203 |
| 12 | -0.16105 | -1.1613 | 0.125402 |
| 13 | -0.047701 | -0.344 | 0.366125 |
| 14 | -0.040695 | -0.2935 | 0.385172 |
| 15 | 0.075973 | 0.5478 | 0.29307 |
| 16 | -0.085862 | -0.6192 | 0.269257 |
| 17 | 0.112569 | 0.8117 | 0.210319 |
| 18 | -0.096725 | -0.6975 | 0.244301 |
| 19 | 0.063752 | 0.4597 | 0.323817 |
| 20 | -0.123674 | -0.8918 | 0.188298 |
| 21 | 0.236789 | 1.7075 | 0.046846 |
| 22 | -0.326248 | -2.3526 | 0.011231 |
| 23 | 0.323715 | 2.3343 | 0.011738 |
| 24 | -0.246676 | -1.7788 | 0.040559 |
| 25 | 0.152261 | 1.098 | 0.138638 |
| 26 | 0.023514 | 0.1696 | 0.433006 |
| 27 | 0.062939 | 0.4539 | 0.325909 |
| 28 | -0.127221 | -0.9174 | 0.181583 |
| 29 | 0.175778 | 1.2676 | 0.105303 |
| 30 | -0.171301 | -1.2353 | 0.111141 |
| 31 | 0.122619 | 0.8842 | 0.190324 |
| 32 | -0.015471 | -0.1116 | 0.455799 |
| 33 | -0.091374 | -0.6589 | 0.256432 |
| 34 | 0.099173 | 0.7151 | 0.238859 |
| 35 | -0.073902 | -0.5329 | 0.298182 |
| 36 | -0.041766 | -0.3012 | 0.382238 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.543854 | -3.9218 | 0.000129 |
| 2 | 0.000629 | 0.0045 | 0.498201 |
| 3 | 0.081719 | 0.5893 | 0.279111 |
| 4 | -0.040778 | -0.2941 | 0.384943 |
| 5 | -0.194674 | -1.4038 | 0.08316 |
| 6 | 0.081057 | 0.5845 | 0.280703 |
| 7 | -0.054347 | -0.3919 | 0.348365 |
| 8 | 0.064549 | 0.4655 | 0.321768 |
| 9 | 0.089036 | 0.6421 | 0.26183 |
| 10 | -0.14186 | -1.023 | 0.15553 |
| 11 | -0.000972 | -0.007 | 0.497217 |
| 12 | -0.102713 | -0.7407 | 0.231112 |
| 13 | -0.220705 | -1.5915 | 0.058776 |
| 14 | -0.267796 | -1.9311 | 0.029465 |
| 15 | 0.033545 | 0.2419 | 0.404907 |
| 16 | 0.000575 | 0.0041 | 0.498353 |
| 17 | -0.066525 | -0.4797 | 0.31672 |
| 18 | -0.05055 | -0.3645 | 0.358473 |
| 19 | -0.032275 | -0.2327 | 0.408439 |
| 20 | -0.142605 | -1.0283 | 0.154275 |
| 21 | 0.239326 | 1.7258 | 0.045161 |
| 22 | -0.167958 | -1.2112 | 0.115655 |
| 23 | -0.069206 | -0.4991 | 0.309923 |
| 24 | -0.075802 | -0.5466 | 0.293491 |
| 25 | -0.073495 | -0.53 | 0.299191 |
| 26 | 0.040971 | 0.2954 | 0.384414 |
| 27 | 0.121536 | 0.8764 | 0.19242 |
| 28 | -0.039361 | -0.2838 | 0.388831 |
| 29 | -0.063841 | -0.4604 | 0.323587 |
| 30 | 0.053377 | 0.3849 | 0.350939 |
| 31 | 0.061754 | 0.4453 | 0.328971 |
| 32 | -0.041464 | -0.299 | 0.383065 |
| 33 | -0.049262 | -0.3552 | 0.361927 |
| 34 | -0.031241 | -0.2253 | 0.411322 |
| 35 | -0.078867 | -0.5687 | 0.285997 |
| 36 | -0.136177 | -0.982 | 0.165327 |
