| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.566145 | -3.9224 | 0.000139 |
| 2 | 0.077016 | 0.5336 | 0.298046 |
| 3 | 0.369336 | 2.5588 | 0.006855 |
| 4 | -0.351697 | -2.4366 | 0.009292 |
| 5 | 0.155778 | 1.0793 | 0.142932 |
| 6 | 0.161626 | 1.1198 | 0.134191 |
| 7 | -0.38018 | -2.634 | 0.005662 |
| 8 | 0.295925 | 2.0502 | 0.022913 |
| 9 | -0.12635 | -0.8754 | 0.192865 |
| 10 | -0.090464 | -0.6268 | 0.266896 |
| 11 | 0.160386 | 1.1112 | 0.136012 |
| 12 | -0.13069 | -0.9054 | 0.184875 |
| 13 | -0.000731 | -0.0051 | 0.497989 |
| 14 | 0.059472 | 0.412 | 0.341075 |
| 15 | 0.028258 | 0.1958 | 0.422805 |
| 16 | -0.169637 | -1.1753 | 0.12284 |
| 17 | 0.177312 | 1.2285 | 0.112633 |
| 18 | -0.097413 | -0.6749 | 0.25149 |
| 19 | -0.070805 | -0.4905 | 0.31299 |
| 20 | 0.173634 | 1.203 | 0.117444 |
| 21 | -0.094466 | -0.6545 | 0.257963 |
| 22 | -0.180851 | -1.253 | 0.108142 |
| 23 | 0.378959 | 2.6255 | 0.005787 |
| 24 | -0.335662 | -2.3255 | 0.012158 |
| 25 | 0.140292 | 0.972 | 0.16797 |
| 26 | 0.066428 | 0.4602 | 0.323717 |
| 27 | -0.156247 | -1.0825 | 0.142217 |
| 28 | 0.105328 | 0.7297 | 0.23455 |
| 29 | 0.030561 | 0.2117 | 0.416607 |
| 30 | -0.132376 | -0.9171 | 0.18183 |
| 31 | 0.143949 | 0.9973 | 0.161808 |
| 32 | -0.107403 | -0.7441 | 0.23022 |
| 33 | 0.023987 | 0.1662 | 0.434353 |
| 34 | 0.079453 | 0.5505 | 0.292277 |
| 35 | -0.139727 | -0.9681 | 0.168934 |
| 36 | 0.051198 | 0.3547 | 0.362181 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.566145 | -3.9224 | 0.000139 |
| 2 | -0.358369 | -2.4829 | 0.008291 |
| 3 | 0.38107 | 2.6401 | 0.005573 |
| 4 | 0.202815 | 1.4051 | 0.083209 |
| 5 | 0.002027 | 0.014 | 0.494426 |
| 6 | 0.104736 | 0.7256 | 0.235794 |
| 7 | -0.244622 | -1.6948 | 0.048297 |
| 8 | -0.168536 | -1.1677 | 0.124357 |
| 9 | -0.153756 | -1.0653 | 0.146046 |
| 10 | 0.044341 | 0.3072 | 0.380008 |
| 11 | 0.105317 | 0.7297 | 0.234573 |
| 12 | 0.100116 | 0.6936 | 0.24563 |
| 13 | 0.030528 | 0.2115 | 0.416696 |
| 14 | -0.161833 | -1.1212 | 0.133888 |
| 15 | 0.136537 | 0.946 | 0.174454 |
| 16 | -0.186769 | -1.294 | 0.100933 |
| 17 | -0.087962 | -0.6094 | 0.272561 |
| 18 | -0.067381 | -0.4668 | 0.321368 |
| 19 | -0.053874 | -0.3732 | 0.355303 |
| 20 | 0.130609 | 0.9049 | 0.185023 |
| 21 | 0.236508 | 1.6386 | 0.05392 |
| 22 | -0.157886 | -1.0939 | 0.139737 |
| 23 | -0.047006 | -0.3257 | 0.373045 |
| 24 | -0.068587 | -0.4752 | 0.318404 |
| 25 | 0.015986 | 0.1108 | 0.456135 |
| 26 | -0.098909 | -0.6853 | 0.248237 |
| 27 | 0.113891 | 0.7891 | 0.216979 |
| 28 | 0.02034 | 0.1409 | 0.444261 |
| 29 | -0.039192 | -0.2715 | 0.393574 |
| 30 | 0.047437 | 0.3287 | 0.371925 |
| 31 | -0.007464 | -0.0517 | 0.479486 |
| 32 | -0.089444 | -0.6197 | 0.269197 |
| 33 | -0.028933 | -0.2005 | 0.420986 |
| 34 | 0.059037 | 0.409 | 0.342172 |
| 35 | -0.080301 | -0.5563 | 0.29028 |
| 36 | -0.10093 | -0.6993 | 0.243881 |
