| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.576289 | -3.9086 | 0.000151 |
| 2 | -0.009806 | -0.0665 | 0.47363 |
| 3 | 0.258712 | 1.7547 | 0.042987 |
| 4 | -0.176539 | -1.1973 | 0.118652 |
| 5 | -0.045409 | -0.308 | 0.379745 |
| 6 | 0.26199 | 1.7769 | 0.041099 |
| 7 | -0.324746 | -2.2025 | 0.016339 |
| 8 | 0.219908 | 1.4915 | 0.07133 |
| 9 | -0.069962 | -0.4745 | 0.318693 |
| 10 | -0.07485 | -0.5077 | 0.307059 |
| 11 | 0.113947 | 0.7728 | 0.221789 |
| 12 | -0.039703 | -0.2693 | 0.394459 |
| 13 | -0.102675 | -0.6964 | 0.24485 |
| 14 | 0.188461 | 1.2782 | 0.103795 |
| 15 | -0.115595 | -0.784 | 0.218527 |
| 16 | -0.052189 | -0.354 | 0.362493 |
| 17 | 0.143277 | 0.9718 | 0.168127 |
| 18 | -0.089565 | -0.6075 | 0.273267 |
| 19 | -0.061002 | -0.4137 | 0.340496 |
| 20 | 0.148212 | 1.0052 | 0.160024 |
| 21 | 0.019969 | 0.1354 | 0.44643 |
| 22 | -0.292647 | -1.9848 | 0.026573 |
| 23 | 0.307252 | 2.0839 | 0.021377 |
| 24 | -0.104946 | -0.7118 | 0.240098 |
| 25 | -0.105005 | -0.7122 | 0.239975 |
| 26 | 0.167134 | 1.1336 | 0.131427 |
| 27 | -0.054512 | -0.3697 | 0.356644 |
| 28 | -0.112974 | -0.7662 | 0.223729 |
| 29 | 0.213377 | 1.4472 | 0.077311 |
| 30 | -0.207708 | -1.4087 | 0.082817 |
| 31 | 0.123538 | 0.8379 | 0.203216 |
| 32 | -0.063426 | -0.4302 | 0.334537 |
| 33 | -0.007846 | -0.0532 | 0.478896 |
| 34 | 0.068098 | 0.4619 | 0.323179 |
| 35 | -0.000151 | -0.001 | 0.499595 |
| 36 | -0.160347 | -1.0875 | 0.141234 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.576289 | -3.9086 | 0.000151 |
| 2 | -0.511934 | -3.4721 | 0.000567 |
| 3 | -0.091011 | -0.6173 | 0.270052 |
| 4 | 0.005497 | 0.0373 | 0.48521 |
| 5 | -0.108282 | -0.7344 | 0.233215 |
| 6 | 0.186954 | 1.268 | 0.105592 |
| 7 | -0.072749 | -0.4934 | 0.312036 |
| 8 | 0.072949 | 0.4948 | 0.311561 |
| 9 | -0.063858 | -0.4331 | 0.333481 |
| 10 | -0.091815 | -0.6227 | 0.268272 |
| 11 | -0.033893 | -0.2299 | 0.409604 |
| 12 | -0.029305 | -0.1988 | 0.421665 |
| 13 | -0.070374 | -0.4773 | 0.317703 |
| 14 | 0.009596 | 0.0651 | 0.474196 |
| 15 | 0.088829 | 0.6025 | 0.274911 |
| 16 | -0.05588 | -0.379 | 0.353218 |
| 17 | -0.001924 | -0.0131 | 0.494822 |
| 18 | 0.012322 | 0.0836 | 0.466881 |
| 19 | -0.093931 | -0.6371 | 0.263619 |
| 20 | -0.040892 | -0.2773 | 0.391378 |
| 21 | 0.279723 | 1.8972 | 0.032047 |
| 22 | -0.179703 | -1.2188 | 0.114566 |
| 23 | -0.089592 | -0.6076 | 0.273207 |
| 24 | -0.023295 | -0.158 | 0.437577 |
| 25 | -0.085231 | -0.5781 | 0.283019 |
| 26 | -0.027092 | -0.1838 | 0.427509 |
| 27 | 0.064425 | 0.437 | 0.332095 |
| 28 | 0.026741 | 0.1814 | 0.428437 |
| 29 | 0.02182 | 0.148 | 0.441499 |
| 30 | 0.0108 | 0.0733 | 0.470962 |
| 31 | 0.004527 | 0.0307 | 0.487819 |
| 32 | -0.210223 | -1.4258 | 0.080339 |
| 33 | -0.065954 | -0.4473 | 0.328372 |
| 34 | 0.007172 | 0.0486 | 0.480708 |
| 35 | 0.041782 | 0.2834 | 0.389078 |
| 36 | 0.014277 | 0.0968 | 0.46164 |
