| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.446977 | -3.5195 | 0.000408 |
| 2 | 0.136018 | 1.071 | 0.144159 |
| 3 | 0.051982 | 0.4093 | 0.341862 |
| 4 | -0.356131 | -2.8042 | 0.003364 |
| 5 | 0.016624 | 0.1309 | 0.448139 |
| 6 | 0.152239 | 1.1987 | 0.117596 |
| 7 | -0.282824 | -2.227 | 0.014795 |
| 8 | 0.292866 | 2.306 | 0.012233 |
| 9 | 0.005919 | 0.0466 | 0.481488 |
| 10 | -0.03917 | -0.3084 | 0.379396 |
| 11 | 0.174271 | 1.3722 | 0.087471 |
| 12 | -0.17537 | -1.3809 | 0.086139 |
| 13 | 0.017809 | 0.1402 | 0.444468 |
| 14 | -0.030343 | -0.2389 | 0.405977 |
| 15 | -0.086692 | -0.6826 | 0.248697 |
| 16 | 0.039825 | 0.3136 | 0.377445 |
| 17 | 0.005956 | 0.0469 | 0.481374 |
| 18 | 0.026529 | 0.2089 | 0.417611 |
| 19 | 0.029694 | 0.2338 | 0.40795 |
| 20 | 0.127038 | 1.0003 | 0.160528 |
| 21 | -0.129752 | -1.0217 | 0.155454 |
| 22 | 0.073674 | 0.5801 | 0.281973 |
| 23 | -0.038762 | -0.3052 | 0.380613 |
| 24 | -0.153724 | -1.2104 | 0.115355 |
| 25 | 0.123485 | 0.9723 | 0.167334 |
| 26 | -0.085142 | -0.6704 | 0.252544 |
| 27 | -0.01761 | -0.1387 | 0.445084 |
| 28 | 0.120298 | 0.9472 | 0.1736 |
| 29 | -0.030725 | -0.2419 | 0.404816 |
| 30 | -0.022385 | -0.1763 | 0.430331 |
| 31 | 0.14341 | 1.1292 | 0.13158 |
| 32 | -0.205541 | -1.6184 | 0.055323 |
| 33 | 0.113706 | 0.8953 | 0.187039 |
| 34 | -0.073925 | -0.5821 | 0.281311 |
| 35 | -0.033194 | -0.2614 | 0.397335 |
| 36 | 0.146097 | 1.1504 | 0.127205 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.446977 | -3.5195 | 0.000408 |
| 2 | -0.079693 | -0.6275 | 0.266317 |
| 3 | 0.103132 | 0.8121 | 0.209931 |
| 4 | -0.357588 | -2.8156 | 0.003259 |
| 5 | -0.419572 | -3.3037 | 0.000794 |
| 6 | 0.049555 | 0.3902 | 0.348864 |
| 7 | -0.214421 | -1.6884 | 0.048184 |
| 8 | -0.195081 | -1.5361 | 0.064805 |
| 9 | 0.000175 | 0.0014 | 0.499454 |
| 10 | 0.087625 | 0.69 | 0.246397 |
| 11 | 0.067043 | 0.5279 | 0.299728 |
| 12 | -0.085713 | -0.6749 | 0.251123 |
| 13 | 0.123395 | 0.9716 | 0.16751 |
| 14 | 0.041798 | 0.3291 | 0.371589 |
| 15 | -0.048132 | -0.379 | 0.352994 |
| 16 | -0.046078 | -0.3628 | 0.358989 |
| 17 | -0.030823 | -0.2427 | 0.40452 |
| 18 | 0.019492 | 0.1535 | 0.439258 |
| 19 | -0.14387 | -1.1328 | 0.130823 |
| 20 | 0.173148 | 1.3634 | 0.088849 |
| 21 | 0.013176 | 0.1037 | 0.458853 |
| 22 | -0.037592 | -0.296 | 0.38411 |
| 23 | 0.119113 | 0.9379 | 0.175968 |
| 24 | -0.046407 | -0.3654 | 0.358026 |
| 25 | 0.04288 | 0.3376 | 0.368388 |
| 26 | -0.083113 | -0.6544 | 0.257626 |
| 27 | -0.020493 | -0.1614 | 0.436168 |
| 28 | -0.102587 | -0.8078 | 0.211154 |
| 29 | -0.063581 | -0.5006 | 0.3092 |
| 30 | -0.060358 | -0.4753 | 0.318135 |
| 31 | -0.052488 | -0.4133 | 0.340409 |
| 32 | -0.061076 | -0.4809 | 0.316135 |
| 33 | -0.031477 | -0.2478 | 0.402536 |
| 34 | -0.019401 | -0.1528 | 0.439539 |
| 35 | -0.000321 | -0.0025 | 0.498995 |
| 36 | 0.166981 | 1.3148 | 0.096709 |
