| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.370445 | -2.5665 | 0.006724 |
| 2 | -0.048021 | -0.3327 | 0.370404 |
| 3 | 0.328189 | 2.2738 | 0.013746 |
| 4 | -0.201675 | -1.3972 | 0.084383 |
| 5 | 0.024625 | 0.1706 | 0.432624 |
| 6 | 0.130372 | 0.9032 | 0.185455 |
| 7 | -0.133232 | -0.9231 | 0.180296 |
| 8 | -0.101896 | -0.706 | 0.241815 |
| 9 | 0.170261 | 1.1796 | 0.121986 |
| 10 | -0.079809 | -0.5529 | 0.291437 |
| 11 | -0.062487 | -0.4329 | 0.333504 |
| 12 | 0.112037 | 0.7762 | 0.220716 |
| 13 | -0.203603 | -1.4106 | 0.082405 |
| 14 | 0.21408 | 1.4832 | 0.07228 |
| 15 | -0.071244 | -0.4936 | 0.311922 |
| 16 | -0.096259 | -0.6669 | 0.254014 |
| 17 | 0.006894 | 0.0478 | 0.481052 |
| 18 | -0.012136 | -0.0841 | 0.466672 |
| 19 | -0.149863 | -1.0383 | 0.15217 |
| 20 | 0.127557 | 0.8837 | 0.19062 |
| 21 | -0.044255 | -0.3066 | 0.380233 |
| 22 | -0.204972 | -1.4201 | 0.081023 |
| 23 | 0.227999 | 1.5796 | 0.060381 |
| 24 | -0.1233 | -0.8542 | 0.198605 |
| 25 | -0.184395 | -1.2775 | 0.10378 |
| 26 | 0.281326 | 1.9491 | 0.028571 |
| 27 | -0.139274 | -0.9649 | 0.16971 |
| 28 | -0.011605 | -0.0804 | 0.468126 |
| 29 | 0.137238 | 0.9508 | 0.173231 |
| 30 | -0.057594 | -0.399 | 0.345822 |
| 31 | -0.014635 | -0.1014 | 0.459829 |
| 32 | 0.080523 | 0.5579 | 0.289759 |
| 33 | -0.046869 | -0.3247 | 0.373402 |
| 34 | -0.034867 | -0.2416 | 0.405072 |
| 35 | 0.039937 | 0.2767 | 0.391602 |
| 36 | -0.068399 | -0.4739 | 0.318866 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.370445 | -2.5665 | 0.006724 |
| 2 | -0.214717 | -1.4876 | 0.071698 |
| 3 | 0.27587 | 1.9113 | 0.030975 |
| 4 | 0.032105 | 0.2224 | 0.412463 |
| 5 | -0.001909 | -0.0132 | 0.494752 |
| 6 | 0.037967 | 0.263 | 0.396821 |
| 7 | -0.026003 | -0.1802 | 0.428896 |
| 8 | -0.202957 | -1.4061 | 0.083064 |
| 9 | 0.014358 | 0.0995 | 0.460588 |
| 10 | 0.05664 | 0.3924 | 0.348244 |
| 11 | 0.008556 | 0.0593 | 0.476489 |
| 12 | 0.003928 | 0.0272 | 0.489202 |
| 13 | -0.18173 | -1.2591 | 0.107049 |
| 14 | 0.16567 | 1.1478 | 0.128371 |
| 15 | -0.018489 | -0.1281 | 0.449304 |
| 16 | -0.044279 | -0.3068 | 0.380172 |
| 17 | -0.190705 | -1.3212 | 0.096342 |
| 18 | -0.033695 | -0.2334 | 0.408203 |
| 19 | -0.201764 | -1.3979 | 0.08429 |
| 20 | 0.051214 | 0.3548 | 0.362139 |
| 21 | 0.008138 | 0.0564 | 0.477636 |
| 22 | -0.091932 | -0.6369 | 0.263601 |
| 23 | 0.013284 | 0.092 | 0.463528 |
| 24 | -0.109004 | -0.7552 | 0.226909 |
| 25 | -0.216026 | -1.4967 | 0.070513 |
| 26 | 0.03205 | 0.222 | 0.412609 |
| 27 | 0.09601 | 0.6652 | 0.254561 |
| 28 | 0.053656 | 0.3717 | 0.355862 |
| 29 | -0.000549 | -0.0038 | 0.49849 |
| 30 | -0.038147 | -0.2643 | 0.396343 |
| 31 | 0.057526 | 0.3986 | 0.345995 |
| 32 | -0.079814 | -0.553 | 0.291425 |
| 33 | -0.021218 | -0.147 | 0.441872 |
| 34 | -0.065773 | -0.4557 | 0.325334 |
| 35 | -0.083953 | -0.5816 | 0.281764 |
| 36 | -0.117917 | -0.817 | 0.208995 |
