| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.556736 | -3.8168 | 0.000197 |
| 2 | 0.025977 | 0.1781 | 0.42971 |
| 3 | 0.360183 | 2.4693 | 0.008614 |
| 4 | -0.400592 | -2.7463 | 0.004257 |
| 5 | 0.119211 | 0.8173 | 0.208949 |
| 6 | 0.139668 | 0.9575 | 0.171604 |
| 7 | -0.276308 | -1.8943 | 0.032176 |
| 8 | 0.239172 | 1.6397 | 0.053875 |
| 9 | -0.068214 | -0.4677 | 0.321098 |
| 10 | -0.098539 | -0.6755 | 0.251319 |
| 11 | 0.087248 | 0.5981 | 0.276309 |
| 12 | -0.037714 | -0.2586 | 0.398555 |
| 13 | -0.085614 | -0.5869 | 0.280026 |
| 14 | 0.124806 | 0.8556 | 0.198273 |
| 15 | -0.00913 | -0.0626 | 0.475177 |
| 16 | -0.113609 | -0.7789 | 0.219982 |
| 17 | 0.11804 | 0.8092 | 0.211226 |
| 18 | 0.00981 | 0.0673 | 0.473333 |
| 19 | -0.173638 | -1.1904 | 0.119933 |
| 20 | 0.182558 | 1.2516 | 0.108463 |
| 21 | -0.009596 | -0.0658 | 0.473915 |
| 22 | -0.189254 | -1.2975 | 0.100403 |
| 23 | 0.363731 | 2.4936 | 0.008111 |
| 24 | -0.239181 | -1.6397 | 0.053868 |
| 25 | -0.024242 | -0.1662 | 0.434358 |
| 26 | 0.217929 | 1.494 | 0.070924 |
| 27 | -0.231563 | -1.5875 | 0.05955 |
| 28 | 0.026757 | 0.1834 | 0.427623 |
| 29 | 0.130062 | 0.8917 | 0.188559 |
| 30 | -0.19687 | -1.3497 | 0.091793 |
| 31 | 0.145576 | 0.998 | 0.161691 |
| 32 | -0.090389 | -0.6197 | 0.269233 |
| 33 | -0.025482 | -0.1747 | 0.431034 |
| 34 | 0.048515 | 0.3326 | 0.370456 |
| 35 | -0.019834 | -0.136 | 0.44621 |
| 36 | -0.058394 | -0.4003 | 0.345365 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.556736 | -3.8168 | 0.000197 |
| 2 | -0.411537 | -2.8214 | 0.003493 |
| 3 | 0.26428 | 1.8118 | 0.038203 |
| 4 | -0.008037 | -0.0551 | 0.478146 |
| 5 | -0.165747 | -1.1363 | 0.130795 |
| 6 | -0.028864 | -0.1979 | 0.421995 |
| 7 | -0.067796 | -0.4648 | 0.322114 |
| 8 | 0.077921 | 0.5342 | 0.297861 |
| 9 | 0.009674 | 0.0663 | 0.473701 |
| 10 | -0.031268 | -0.2144 | 0.415596 |
| 11 | -0.166181 | -1.1393 | 0.130181 |
| 12 | -0.054762 | -0.3754 | 0.354515 |
| 13 | -0.083656 | -0.5735 | 0.284515 |
| 14 | -0.000234 | -0.0016 | 0.499364 |
| 15 | 0.123554 | 0.847 | 0.200631 |
| 16 | -0.068315 | -0.4683 | 0.320853 |
| 17 | -0.116811 | -0.8008 | 0.213635 |
| 18 | 0.061358 | 0.4206 | 0.337964 |
| 19 | -0.041106 | -0.2818 | 0.389663 |
| 20 | -0.049771 | -0.3412 | 0.367232 |
| 21 | 0.103882 | 0.7122 | 0.239938 |
| 22 | -0.097829 | -0.6707 | 0.252852 |
| 23 | 0.188391 | 1.2915 | 0.101416 |
| 24 | 0.104499 | 0.7164 | 0.238642 |
| 25 | -0.020812 | -0.1427 | 0.443577 |
| 26 | -0.057271 | -0.3926 | 0.348183 |
| 27 | 0.050386 | 0.3454 | 0.365657 |
| 28 | -0.069816 | -0.4786 | 0.317208 |
| 29 | -0.102521 | -0.7029 | 0.242808 |
| 30 | -0.011196 | -0.0768 | 0.469571 |
| 31 | 0.026881 | 0.1843 | 0.427291 |
| 32 | -0.169281 | -1.1605 | 0.125846 |
| 33 | -0.065023 | -0.4458 | 0.328902 |
| 34 | -0.025409 | -0.1742 | 0.431229 |
| 35 | 0.021263 | 0.1458 | 0.442361 |
| 36 | -0.055437 | -0.3801 | 0.352808 |
