| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.311205 | -2.4106 | 0.009504 |
| 2 | -0.221042 | -1.7122 | 0.046014 |
| 3 | 0.28902 | 2.2387 | 0.014447 |
| 4 | -0.182628 | -1.4146 | 0.081173 |
| 5 | 0.016784 | 0.13 | 0.448496 |
| 6 | 0.230765 | 1.7875 | 0.039454 |
| 7 | -0.189899 | -1.471 | 0.073265 |
| 8 | 0.126249 | 0.9779 | 0.166019 |
| 9 | 0.11078 | 0.8581 | 0.197127 |
| 10 | -0.28813 | -2.2318 | 0.014686 |
| 11 | 0.108599 | 0.8412 | 0.201787 |
| 12 | 0.11417 | 0.8844 | 0.190016 |
| 13 | -0.243011 | -1.8824 | 0.03232 |
| 14 | 0.092911 | 0.7197 | 0.237256 |
| 15 | -0.044548 | -0.3451 | 0.365625 |
| 16 | -0.01992 | -0.1543 | 0.438945 |
| 17 | 0.163131 | 1.2636 | 0.105629 |
| 18 | -0.197577 | -1.5304 | 0.065584 |
| 19 | -0.003304 | -0.0256 | 0.489833 |
| 20 | -0.037912 | -0.2937 | 0.385014 |
| 21 | 0.025547 | 0.1979 | 0.421901 |
| 22 | 0.043796 | 0.3392 | 0.367806 |
| 23 | -0.108266 | -0.8386 | 0.202505 |
| 24 | 0.084637 | 0.6556 | 0.257296 |
| 25 | 0.012698 | 0.0984 | 0.460988 |
| 26 | -0.088822 | -0.688 | 0.247049 |
| 27 | -0.032603 | -0.2525 | 0.400744 |
| 28 | 0.067012 | 0.5191 | 0.302811 |
| 29 | -0.03681 | -0.2851 | 0.388264 |
| 30 | 0.046633 | 0.3612 | 0.359601 |
| 31 | -0.064419 | -0.499 | 0.309807 |
| 32 | -0.018694 | -0.1448 | 0.442675 |
| 33 | 0.10331 | 0.8002 | 0.213365 |
| 34 | -0.073816 | -0.5718 | 0.284804 |
| 35 | -0.049127 | -0.3805 | 0.352445 |
| 36 | 0.163845 | 1.2691 | 0.104647 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.311205 | -2.4106 | 0.009504 |
| 2 | -0.351979 | -2.7264 | 0.004191 |
| 3 | 0.109295 | 0.8466 | 0.200293 |
| 4 | -0.135287 | -1.0479 | 0.149438 |
| 5 | 0.02697 | 0.2089 | 0.417614 |
| 6 | 0.175341 | 1.3582 | 0.089746 |
| 7 | 0.005255 | 0.0407 | 0.483834 |
| 8 | 0.17896 | 1.3862 | 0.085406 |
| 9 | 0.138428 | 1.0723 | 0.143948 |
| 10 | -0.116393 | -0.9016 | 0.185443 |
| 11 | -0.067495 | -0.5228 | 0.301515 |
| 12 | -0.016835 | -0.1304 | 0.448342 |
| 13 | -0.1688 | -1.3075 | 0.098012 |
| 14 | -0.138314 | -1.0714 | 0.144145 |
| 15 | -0.223753 | -1.7332 | 0.0441 |
| 16 | 0.010008 | 0.0775 | 0.469232 |
| 17 | 0.116267 | 0.9006 | 0.185701 |
| 18 | -0.022559 | -0.1747 | 0.430935 |
| 19 | 0.101014 | 0.7825 | 0.218514 |
| 20 | -0.198932 | -1.5409 | 0.064297 |
| 21 | 0.096623 | 0.7484 | 0.22856 |
| 22 | 0.02626 | 0.2034 | 0.419751 |
| 23 | -0.161758 | -1.253 | 0.107538 |
| 24 | 0.045961 | 0.356 | 0.36154 |
| 25 | -0.077796 | -0.6026 | 0.274521 |
| 26 | 0.041962 | 0.325 | 0.373142 |
| 27 | -0.098132 | -0.7601 | 0.225077 |
| 28 | -0.057354 | -0.4443 | 0.329224 |
| 29 | -0.001646 | -0.0127 | 0.494935 |
| 30 | 0.01471 | 0.1139 | 0.454833 |
| 31 | -0.068722 | -0.5323 | 0.298236 |
| 32 | 0.004866 | 0.0377 | 0.485029 |
| 33 | -0.091099 | -0.7056 | 0.241568 |
| 34 | 0.020147 | 0.1561 | 0.438254 |
| 35 | -0.000435 | -0.0034 | 0.498661 |
| 36 | 0.084931 | 0.6579 | 0.256569 |
