| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.587493 | -4.0277 | 0.000102 |
| 2 | 0.037867 | 0.2596 | 0.398152 |
| 3 | 0.378974 | 2.5981 | 0.00624 |
| 4 | -0.352982 | -2.4199 | 0.009722 |
| 5 | 0.097555 | 0.6688 | 0.253447 |
| 6 | 0.156668 | 1.0741 | 0.14414 |
| 7 | -0.294751 | -2.0207 | 0.024514 |
| 8 | 0.229261 | 1.5717 | 0.06136 |
| 9 | -0.139567 | -0.9568 | 0.171776 |
| 10 | -0.024425 | -0.1674 | 0.433868 |
| 11 | 0.146856 | 1.0068 | 0.159595 |
| 12 | -0.17713 | -1.2143 | 0.115341 |
| 13 | 0.061184 | 0.4195 | 0.338396 |
| 14 | 0.035361 | 0.2424 | 0.404755 |
| 15 | -0.006887 | -0.0472 | 0.481272 |
| 16 | -0.067177 | -0.4605 | 0.323625 |
| 17 | 0.080106 | 0.5492 | 0.29274 |
| 18 | 0.017112 | 0.1173 | 0.453555 |
| 19 | -0.132471 | -0.9082 | 0.18421 |
| 20 | 0.135896 | 0.9317 | 0.178138 |
| 21 | 0.042626 | 0.2922 | 0.385698 |
| 22 | -0.31593 | -2.1659 | 0.017712 |
| 23 | 0.41231 | 2.8267 | 0.003444 |
| 24 | -0.243685 | -1.6706 | 0.050722 |
| 25 | -0.018048 | -0.1237 | 0.451027 |
| 26 | 0.203413 | 1.3945 | 0.084858 |
| 27 | -0.181775 | -1.2462 | 0.109435 |
| 28 | 0.011664 | 0.08 | 0.468302 |
| 29 | 0.151025 | 1.0354 | 0.152896 |
| 30 | -0.202688 | -1.3896 | 0.085606 |
| 31 | 0.159215 | 1.0915 | 0.140303 |
| 32 | -0.079328 | -0.5438 | 0.29456 |
| 33 | -0.056994 | -0.3907 | 0.348881 |
| 34 | 0.134241 | 0.9203 | 0.181055 |
| 35 | -0.150019 | -1.0285 | 0.154495 |
| 36 | 0.013398 | 0.0919 | 0.463602 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.587493 | -4.0277 | 0.000102 |
| 2 | -0.469239 | -3.2169 | 0.001174 |
| 3 | 0.266291 | 1.8256 | 0.037134 |
| 4 | 0.194523 | 1.3336 | 0.094384 |
| 5 | -0.02075 | -0.1423 | 0.443742 |
| 6 | -0.009804 | -0.0672 | 0.473348 |
| 7 | -0.176653 | -1.2111 | 0.115961 |
| 8 | -0.008958 | -0.0614 | 0.475644 |
| 9 | -0.156336 | -1.0718 | 0.144644 |
| 10 | -0.076566 | -0.5249 | 0.301057 |
| 11 | 0.088489 | 0.6066 | 0.273502 |
| 12 | 0.051099 | 0.3503 | 0.363832 |
| 13 | -0.053231 | -0.3649 | 0.358399 |
| 14 | -0.165029 | -1.1314 | 0.131818 |
| 15 | 0.156215 | 1.071 | 0.144829 |
| 16 | -0.002087 | -0.0143 | 0.494322 |
| 17 | -0.06514 | -0.4466 | 0.328615 |
| 18 | 0.042483 | 0.2913 | 0.386071 |
| 19 | -0.066013 | -0.4526 | 0.326472 |
| 20 | -0.015341 | -0.1052 | 0.458343 |
| 21 | 0.132777 | 0.9103 | 0.183662 |
| 22 | -0.267241 | -1.8321 | 0.036638 |
| 23 | 0.056783 | 0.3893 | 0.349411 |
| 24 | 0.076587 | 0.5251 | 0.301006 |
| 25 | 0.115587 | 0.7924 | 0.216048 |
| 26 | -0.042758 | -0.2931 | 0.385355 |
| 27 | 0.036616 | 0.251 | 0.401444 |
| 28 | -0.05753 | -0.3944 | 0.347532 |
| 29 | -0.089211 | -0.6116 | 0.271874 |
| 30 | 0.017612 | 0.1207 | 0.452204 |
| 31 | 0.040178 | 0.2754 | 0.392091 |
| 32 | -0.004854 | -0.0333 | 0.486797 |
| 33 | -0.0444 | -0.3044 | 0.381087 |
| 34 | -0.080001 | -0.5485 | 0.292987 |
| 35 | -0.095404 | -0.6541 | 0.258131 |
| 36 | -0.101556 | -0.6962 | 0.244857 |
