| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.409873 | -3.1483 | 0.001288 |
| 2 | 0.100754 | 0.7739 | 0.221038 |
| 3 | 0.029023 | 0.2229 | 0.41218 |
| 4 | -0.0197 | -0.1513 | 0.440121 |
| 5 | -0.062612 | -0.4809 | 0.316171 |
| 6 | -0.042847 | -0.3291 | 0.371618 |
| 7 | -0.134587 | -1.0338 | 0.152729 |
| 8 | 0.071924 | 0.5525 | 0.291361 |
| 9 | -0.065893 | -0.5061 | 0.307326 |
| 10 | 0.108486 | 0.8333 | 0.204019 |
| 11 | 0.08756 | 0.6726 | 0.251926 |
| 12 | -0.307347 | -2.3608 | 0.01078 |
| 13 | 0.337338 | 2.5911 | 0.006018 |
| 14 | -0.230707 | -1.7721 | 0.040771 |
| 15 | 0.032747 | 0.2515 | 0.401138 |
| 16 | -0.041393 | -0.3179 | 0.375824 |
| 17 | 0.042122 | 0.3235 | 0.373713 |
| 18 | -0.086787 | -0.6666 | 0.253805 |
| 19 | 0.150769 | 1.1581 | 0.125749 |
| 20 | -0.076526 | -0.5878 | 0.279452 |
| 21 | 0.061533 | 0.4726 | 0.319105 |
| 22 | -0.187412 | -1.4395 | 0.077642 |
| 23 | 0.232052 | 1.7824 | 0.039912 |
| 24 | -0.071137 | -0.5464 | 0.29342 |
| 25 | -0.052122 | -0.4004 | 0.345171 |
| 26 | 0.118844 | 0.9129 | 0.182517 |
| 27 | -0.01041 | -0.08 | 0.46827 |
| 28 | -0.013509 | -0.1038 | 0.458853 |
| 29 | 0.100382 | 0.771 | 0.221878 |
| 30 | -0.107791 | -0.828 | 0.205515 |
| 31 | -0.031201 | -0.2397 | 0.405714 |
| 32 | -0.02677 | -0.2056 | 0.418898 |
| 33 | 0.008176 | 0.0628 | 0.475069 |
| 34 | 0.076967 | 0.5912 | 0.278324 |
| 35 | -0.277083 | -2.1283 | 0.018749 |
| 36 | 0.287035 | 2.2048 | 0.015691 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.409873 | -3.1483 | 0.001288 |
| 2 | -0.080819 | -0.6208 | 0.268566 |
| 3 | 0.049036 | 0.3766 | 0.353893 |
| 4 | 0.023157 | 0.1779 | 0.429716 |
| 5 | -0.080183 | -0.6159 | 0.270167 |
| 6 | -0.127693 | -0.9808 | 0.165342 |
| 7 | -0.240945 | -1.8507 | 0.034608 |
| 8 | -0.083706 | -0.643 | 0.261371 |
| 9 | -0.059105 | -0.454 | 0.32575 |
| 10 | 0.09239 | 0.7097 | 0.240356 |
| 11 | 0.197692 | 1.5185 | 0.067115 |
| 12 | -0.320499 | -2.4618 | 0.008383 |
| 13 | 0.019572 | 0.1503 | 0.440506 |
| 14 | -0.154647 | -1.1879 | 0.119824 |
| 15 | -0.073847 | -0.5672 | 0.286356 |
| 16 | -0.046137 | -0.3544 | 0.362156 |
| 17 | 0.046604 | 0.358 | 0.360822 |
| 18 | -0.085873 | -0.6596 | 0.256038 |
| 19 | 0.001481 | 0.0114 | 0.495482 |
| 20 | -0.012229 | -0.0939 | 0.462741 |
| 21 | -0.090653 | -0.6963 | 0.24448 |
| 22 | -0.242886 | -1.8656 | 0.033533 |
| 23 | 0.093224 | 0.7161 | 0.238388 |
| 24 | 0.010577 | 0.0812 | 0.467762 |
| 25 | 0.107347 | 0.8245 | 0.206475 |
| 26 | 0.05183 | 0.3981 | 0.345993 |
| 27 | 0.040948 | 0.3145 | 0.377114 |
| 28 | -0.097788 | -0.7511 | 0.227781 |
| 29 | 0.087666 | 0.6734 | 0.251669 |
| 30 | -0.085913 | -0.6599 | 0.25594 |
| 31 | 0.016111 | 0.1237 | 0.450968 |
| 32 | -0.069071 | -0.5305 | 0.298863 |
| 33 | 0.062085 | 0.4769 | 0.317604 |
| 34 | 0.049838 | 0.3828 | 0.351617 |
| 35 | -0.149611 | -1.1492 | 0.127558 |
| 36 | -0.020811 | -0.1599 | 0.436771 |
