| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.355707 | -2.709 | 0.004429 |
| 2 | -0.25198 | -1.919 | 0.029953 |
| 3 | 0.100929 | 0.7687 | 0.222608 |
| 4 | -0.005017 | -0.0382 | 0.484826 |
| 5 | 0.204672 | 1.5587 | 0.062249 |
| 6 | -0.18533 | -1.4114 | 0.08173 |
| 7 | -0.133729 | -1.0184 | 0.156347 |
| 8 | 0.211327 | 1.6094 | 0.056478 |
| 9 | 0.046086 | 0.351 | 0.363437 |
| 10 | -0.325328 | -2.4776 | 0.00808 |
| 11 | 0.29355 | 2.2356 | 0.01462 |
| 12 | -0.051655 | -0.3934 | 0.347737 |
| 13 | -0.124732 | -0.9499 | 0.173044 |
| 14 | 0.152458 | 1.1611 | 0.125182 |
| 15 | -0.123015 | -0.9369 | 0.17636 |
| 16 | 0.176576 | 1.3448 | 0.091968 |
| 17 | -0.088198 | -0.6717 | 0.252223 |
| 18 | -0.187489 | -1.4279 | 0.079345 |
| 19 | 0.228674 | 1.7415 | 0.043446 |
| 20 | -0.0245 | -0.1866 | 0.426318 |
| 21 | -0.045367 | -0.3455 | 0.365484 |
| 22 | -0.029226 | -0.2226 | 0.412322 |
| 23 | -0.000702 | -0.0053 | 0.497877 |
| 24 | -0.030207 | -0.23 | 0.409432 |
| 25 | 0.082942 | 0.6317 | 0.265044 |
| 26 | -0.07818 | -0.5954 | 0.276945 |
| 27 | -0.02223 | -0.1693 | 0.433076 |
| 28 | 0.129585 | 0.9869 | 0.163897 |
| 29 | -0.063346 | -0.4824 | 0.315658 |
| 30 | 0.022845 | 0.174 | 0.431241 |
| 31 | -0.044801 | -0.3412 | 0.367096 |
| 32 | 0.030168 | 0.2298 | 0.409546 |
| 33 | 0.017536 | 0.1335 | 0.447112 |
| 34 | 0.000176 | 0.0013 | 0.499467 |
| 35 | -0.076171 | -0.5801 | 0.282046 |
| 36 | 0.026567 | 0.2023 | 0.420184 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.355707 | -2.709 | 0.004429 |
| 2 | -0.433336 | -3.3002 | 0.000828 |
| 3 | -0.256088 | -1.9503 | 0.027989 |
| 4 | -0.264799 | -2.0166 | 0.024185 |
| 5 | 0.118518 | 0.9026 | 0.185235 |
| 6 | -0.039869 | -0.3036 | 0.381247 |
| 7 | -0.146508 | -1.1158 | 0.13456 |
| 8 | -0.012931 | -0.0985 | 0.460947 |
| 9 | 0.087479 | 0.6662 | 0.253956 |
| 10 | -0.351911 | -2.6801 | 0.004783 |
| 11 | 0.122078 | 0.9297 | 0.178186 |
| 12 | -0.033104 | -0.2521 | 0.400924 |
| 13 | -0.161186 | -1.2276 | 0.112286 |
| 14 | 0.018249 | 0.139 | 0.444973 |
| 15 | 0.052116 | 0.3969 | 0.346446 |
| 16 | 0.069241 | 0.5273 | 0.29999 |
| 17 | 0.012229 | 0.0931 | 0.463059 |
| 18 | -0.062123 | -0.4731 | 0.318953 |
| 19 | 0.014545 | 0.1108 | 0.45609 |
| 20 | -0.140748 | -1.0719 | 0.144102 |
| 21 | 0.130436 | 0.9934 | 0.162328 |
| 22 | -0.060172 | -0.4583 | 0.32424 |
| 23 | -0.028869 | -0.2199 | 0.413375 |
| 24 | -0.153243 | -1.1671 | 0.123979 |
| 25 | -0.070632 | -0.5379 | 0.296347 |
| 26 | -0.103512 | -0.7883 | 0.216859 |
| 27 | -0.163279 | -1.2435 | 0.109344 |
| 28 | -0.022389 | -0.1705 | 0.432601 |
| 29 | 0.138443 | 1.0543 | 0.148048 |
| 30 | -0.076863 | -0.5854 | 0.280283 |
| 31 | 0.044749 | 0.3408 | 0.367243 |
| 32 | 0.050666 | 0.3859 | 0.350505 |
| 33 | -0.044039 | -0.3354 | 0.369271 |
| 34 | -0.009011 | -0.0686 | 0.472762 |
| 35 | -0.051853 | -0.3949 | 0.347182 |
| 36 | -0.074982 | -0.571 | 0.285088 |
