| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.502888 | -5.5089 | 0 |
| 2 | -0.02897 | -0.3174 | 0.375764 |
| 3 | 0.24951 | 2.7333 | 0.00361 |
| 4 | -0.156472 | -1.7141 | 0.04455 |
| 5 | -0.049559 | -0.5429 | 0.294106 |
| 6 | 0.064173 | 0.703 | 0.241717 |
| 7 | -0.133477 | -1.4622 | 0.073155 |
| 8 | -0.006707 | -0.0735 | 0.470777 |
| 9 | 0.169093 | 1.8523 | 0.033218 |
| 10 | -0.169482 | -1.8566 | 0.032911 |
| 11 | 0.024422 | 0.2675 | 0.39476 |
| 12 | 0.221252 | 2.4237 | 0.008428 |
| 13 | -0.17821 | -1.9522 | 0.026622 |
| 14 | 0.038092 | 0.4173 | 0.338611 |
| 15 | 0.12795 | 1.4016 | 0.081804 |
| 16 | -0.172329 | -1.8878 | 0.030736 |
| 17 | 0.098988 | 1.0844 | 0.14019 |
| 18 | -0.117575 | -1.288 | 0.100117 |
| 19 | 0.039467 | 0.4323 | 0.333136 |
| 20 | -0.100612 | -1.1022 | 0.136301 |
| 21 | 0.128748 | 1.4104 | 0.080509 |
| 22 | -0.111894 | -1.2257 | 0.111348 |
| 23 | 0.071932 | 0.788 | 0.216134 |
| 24 | 0.055135 | 0.604 | 0.2735 |
| 25 | 0.030145 | 0.3302 | 0.370904 |
| 26 | -0.016482 | -0.1806 | 0.428512 |
| 27 | -0.018208 | -0.1995 | 0.42112 |
| 28 | 0.035008 | 0.3835 | 0.351018 |
| 29 | -0.049901 | -0.5466 | 0.292821 |
| 30 | -0.037766 | -0.4137 | 0.339912 |
| 31 | -0.07928 | -0.8685 | 0.193437 |
| 32 | 0.113377 | 1.242 | 0.108332 |
| 33 | -0.023564 | -0.2581 | 0.398375 |
| 34 | -0.034967 | -0.383 | 0.351181 |
| 35 | -0.010658 | -0.1168 | 0.453627 |
| 36 | 0.138996 | 1.5226 | 0.065242 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.502888 | -5.5089 | 0 |
| 2 | -0.377279 | -4.1329 | 3.3e-05 |
| 3 | 0.061983 | 0.679 | 0.249226 |
| 4 | 0.050123 | 0.5491 | 0.291991 |
| 5 | -0.074675 | -0.818 | 0.207482 |
| 6 | -0.115318 | -1.2632 | 0.104475 |
| 7 | -0.234196 | -2.5655 | 0.005767 |
| 8 | -0.249507 | -2.7332 | 0.003611 |
| 9 | 0.048428 | 0.5305 | 0.298371 |
| 10 | 0.0158 | 0.1731 | 0.431438 |
| 11 | -0.076185 | -0.8346 | 0.202812 |
| 12 | 0.118387 | 1.2969 | 0.098583 |
| 13 | 0.058183 | 0.6374 | 0.262553 |
| 14 | 0.01297 | 0.1421 | 0.443626 |
| 15 | 0.093749 | 1.027 | 0.153249 |
| 16 | 0.010546 | 0.1155 | 0.45411 |
| 17 | 0.08412 | 0.9215 | 0.179322 |
| 18 | -0.147952 | -1.6207 | 0.05385 |
| 19 | -0.012628 | -0.1383 | 0.445104 |
| 20 | -0.191254 | -2.0951 | 0.019133 |
| 21 | -0.021101 | -0.2312 | 0.408795 |
| 22 | -0.052818 | -0.5786 | 0.281973 |
| 23 | 0.014497 | 0.1588 | 0.437044 |
| 24 | -0.032616 | -0.3573 | 0.360753 |
| 25 | 0.151856 | 1.6635 | 0.049411 |
| 26 | 0.095069 | 1.0414 | 0.149885 |
| 27 | -0.009411 | -0.1031 | 0.459033 |
| 28 | 0.003012 | 0.033 | 0.486865 |
| 29 | 0.009978 | 0.1093 | 0.456571 |
| 30 | -0.006363 | -0.0697 | 0.472272 |
| 31 | -0.170539 | -1.8682 | 0.032089 |
| 32 | 0.031557 | 0.3457 | 0.36509 |
| 33 | 0.093906 | 1.0287 | 0.152848 |
| 34 | 0.044271 | 0.485 | 0.314294 |
| 35 | -0.112934 | -1.2371 | 0.109227 |
| 36 | -0.031023 | -0.3398 | 0.367287 |
