| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.465986 | -3.5793 | 0.000348 |
| 2 | 0.020104 | 0.1544 | 0.438901 |
| 3 | -0.198338 | -1.5235 | 0.066493 |
| 4 | 0.237069 | 1.821 | 0.036842 |
| 5 | -0.089106 | -0.6844 | 0.24819 |
| 6 | 0.103378 | 0.7941 | 0.21517 |
| 7 | -0.045355 | -0.3484 | 0.364398 |
| 8 | -0.099323 | -0.7629 | 0.224277 |
| 9 | 0.042199 | 0.3241 | 0.37349 |
| 10 | -0.144108 | -1.1069 | 0.136412 |
| 11 | 0.498419 | 3.8284 | 0.000157 |
| 12 | -0.52496 | -4.0323 | 8e-05 |
| 13 | 0.166821 | 1.2814 | 0.102537 |
| 14 | -0.134261 | -1.0313 | 0.153309 |
| 15 | 0.269318 | 2.0687 | 0.021484 |
| 16 | -0.173853 | -1.3354 | 0.093439 |
| 17 | 0.098643 | 0.7577 | 0.225826 |
| 18 | -0.15001 | -1.1523 | 0.126933 |
| 19 | 0.102822 | 0.7898 | 0.216407 |
| 20 | 0.024376 | 0.1872 | 0.426058 |
| 21 | -0.105857 | -0.8131 | 0.209714 |
| 22 | 0.212142 | 1.6295 | 0.054269 |
| 23 | -0.223735 | -1.7185 | 0.045471 |
| 24 | 0.077864 | 0.5981 | 0.276037 |
| 25 | -0.084834 | -0.6516 | 0.258587 |
| 26 | 0.251389 | 1.931 | 0.029149 |
| 27 | -0.256517 | -1.9703 | 0.026749 |
| 28 | 0.142233 | 1.0925 | 0.139525 |
| 29 | -0.095766 | -0.7356 | 0.232447 |
| 30 | 0.107393 | 0.8249 | 0.206374 |
| 31 | -0.088547 | -0.6801 | 0.249536 |
| 32 | -0.005537 | -0.0425 | 0.48311 |
| 33 | 0.11157 | 0.857 | 0.19746 |
| 34 | -0.135227 | -1.0387 | 0.151592 |
| 35 | 0.033259 | 0.2555 | 0.399624 |
| 36 | 0.018817 | 0.1445 | 0.442784 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.465986 | -3.5793 | 0.000348 |
| 2 | -0.251691 | -1.9333 | 0.029003 |
| 3 | -0.414442 | -3.1834 | 0.001162 |
| 4 | -0.135857 | -1.0435 | 0.150479 |
| 5 | -0.129188 | -0.9923 | 0.162548 |
| 6 | 0.022737 | 0.1746 | 0.430979 |
| 7 | 0.139687 | 1.073 | 0.143829 |
| 8 | -0.050093 | -0.3848 | 0.350895 |
| 9 | -0.018848 | -0.1448 | 0.442692 |
| 10 | -0.3423 | -2.6293 | 0.005447 |
| 11 | 0.366183 | 2.8127 | 0.003331 |
| 12 | -0.243666 | -1.8716 | 0.033108 |
| 13 | -0.094732 | -0.7277 | 0.234852 |
| 14 | -0.129022 | -0.991 | 0.162857 |
| 15 | -0.131829 | -1.0126 | 0.157693 |
| 16 | 0.045609 | 0.3503 | 0.363669 |
| 17 | -0.120192 | -0.9232 | 0.179829 |
| 18 | -0.012474 | -0.0958 | 0.461995 |
| 19 | 0.021351 | 0.164 | 0.435144 |
| 20 | 0.061872 | 0.4752 | 0.318184 |
| 21 | -0.089056 | -0.6841 | 0.248311 |
| 22 | -0.082424 | -0.6331 | 0.264554 |
| 23 | 0.189345 | 1.4544 | 0.075569 |
| 24 | -0.210791 | -1.6191 | 0.055378 |
| 25 | -0.047625 | -0.3658 | 0.357905 |
| 26 | 0.007147 | 0.0549 | 0.478203 |
| 27 | -0.162942 | -1.2516 | 0.107831 |
| 28 | 0.108036 | 0.8298 | 0.204988 |
| 29 | -0.007705 | -0.0592 | 0.476503 |
| 30 | 0.020348 | 0.1563 | 0.438167 |
| 31 | -0.01663 | -0.1277 | 0.449395 |
| 32 | -0.024745 | -0.1901 | 0.424952 |
| 33 | 0.031726 | 0.2437 | 0.404158 |
| 34 | -0.18214 | -1.399 | 0.083518 |
| 35 | 0.063501 | 0.4878 | 0.313763 |
| 36 | -0.05864 | -0.4504 | 0.327029 |
