| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.455275 | -3.1212 | 0.001539 |
| 2 | 0.225993 | 1.5493 | 0.064005 |
| 3 | -0.213269 | -1.4621 | 0.075185 |
| 4 | 0.03104 | 0.2128 | 0.416201 |
| 5 | -0.181045 | -1.2412 | 0.11035 |
| 6 | 0.0739 | 0.5066 | 0.30739 |
| 7 | 0.185409 | 1.2711 | 0.104974 |
| 8 | -0.133213 | -0.9133 | 0.182883 |
| 9 | 0.163893 | 1.1236 | 0.133446 |
| 10 | -0.241607 | -1.6564 | 0.052154 |
| 11 | 0.265536 | 1.8204 | 0.037533 |
| 12 | -0.382455 | -2.622 | 0.005872 |
| 13 | 0.104916 | 0.7193 | 0.237769 |
| 14 | 0.007027 | 0.0482 | 0.48089 |
| 15 | 0.066935 | 0.4589 | 0.324216 |
| 16 | 0.066579 | 0.4564 | 0.325086 |
| 17 | 0.000922 | 0.0063 | 0.497493 |
| 18 | 0.123298 | 0.8453 | 0.201115 |
| 19 | -0.316521 | -2.17 | 0.017549 |
| 20 | 0.058361 | 0.4001 | 0.345448 |
| 21 | 0.06328 | 0.4338 | 0.333199 |
| 22 | -0.029239 | -0.2005 | 0.420997 |
| 23 | 0.132126 | 0.9058 | 0.184828 |
| 24 | -0.054021 | -0.3704 | 0.356392 |
| 25 | 0.076105 | 0.5217 | 0.302148 |
| 26 | -0.171067 | -1.1728 | 0.123398 |
| 27 | 0.143922 | 0.9867 | 0.164427 |
| 28 | -0.214917 | -1.4734 | 0.073655 |
| 29 | 0.209948 | 1.4393 | 0.078342 |
| 30 | -0.175042 | -1.2 | 0.118071 |
| 31 | 0.199522 | 1.3679 | 0.088931 |
| 32 | -0.00453 | -0.0311 | 0.487679 |
| 33 | -0.085245 | -0.5844 | 0.280871 |
| 34 | 0.029033 | 0.199 | 0.421544 |
| 35 | -0.115023 | -0.7886 | 0.217165 |
| 36 | 0.024634 | 0.1689 | 0.433306 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.455275 | -3.1212 | 0.001539 |
| 2 | 0.023612 | 0.1619 | 0.436048 |
| 3 | -0.128817 | -0.8831 | 0.190832 |
| 4 | -0.146517 | -1.0045 | 0.160148 |
| 5 | -0.259648 | -1.7801 | 0.040766 |
| 6 | -0.161834 | -1.1095 | 0.136435 |
| 7 | 0.219866 | 1.5073 | 0.06921 |
| 8 | -0.025076 | -0.1719 | 0.432121 |
| 9 | 0.032396 | 0.2221 | 0.4126 |
| 10 | -0.169709 | -1.1635 | 0.125256 |
| 11 | 0.184939 | 1.2679 | 0.105544 |
| 12 | -0.141417 | -0.9695 | 0.168628 |
| 13 | -0.334655 | -2.2943 | 0.013144 |
| 14 | -0.047228 | -0.3238 | 0.373771 |
| 15 | 0.050753 | 0.3479 | 0.364718 |
| 16 | 0.136916 | 0.9386 | 0.176355 |
| 17 | -0.049558 | -0.3398 | 0.367778 |
| 18 | 0.067639 | 0.4637 | 0.322497 |
| 19 | -0.024069 | -0.165 | 0.434823 |
| 20 | -0.203411 | -1.3945 | 0.084859 |
| 21 | 0.199827 | 1.3699 | 0.088606 |
| 22 | -0.127621 | -0.8749 | 0.193032 |
| 23 | 0.152162 | 1.0432 | 0.151103 |
| 24 | -0.100444 | -0.6886 | 0.247227 |
| 25 | -0.080067 | -0.5489 | 0.292831 |
| 26 | 0.124155 | 0.8512 | 0.199497 |
| 27 | 0.061025 | 0.4184 | 0.338792 |
| 28 | -0.066573 | -0.4564 | 0.325101 |
| 29 | -0.033521 | -0.2298 | 0.409619 |
| 30 | 0.02948 | 0.2021 | 0.420354 |
| 31 | 0.181401 | 1.2436 | 0.109902 |
| 32 | -0.103091 | -0.7068 | 0.241603 |
| 33 | -0.0309 | -0.2118 | 0.416575 |
| 34 | -0.066073 | -0.453 | 0.326326 |
| 35 | 0.114406 | 0.7843 | 0.218391 |
| 36 | -0.097029 | -0.6652 | 0.254588 |
