| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.433183 | -3.299 | 0.000831 |
| 2 | -0.025633 | -0.1952 | 0.422953 |
| 3 | 0.134732 | 1.0261 | 0.154556 |
| 4 | -0.007581 | -0.0577 | 0.477078 |
| 5 | -0.177355 | -1.3507 | 0.091019 |
| 6 | 0.166381 | 1.2671 | 0.105088 |
| 7 | 0.01385 | 0.1055 | 0.458182 |
| 8 | -0.303745 | -2.3133 | 0.012137 |
| 9 | 0.24931 | 1.8987 | 0.031292 |
| 10 | -0.168742 | -1.2851 | 0.101932 |
| 11 | 0.011615 | 0.0885 | 0.46491 |
| 12 | 0.090198 | 0.6869 | 0.247434 |
| 13 | -0.05869 | -0.447 | 0.328281 |
| 14 | -0.150759 | -1.1481 | 0.127811 |
| 15 | 0.14197 | 1.0812 | 0.14204 |
| 16 | 0.064902 | 0.4943 | 0.311489 |
| 17 | -0.025011 | -0.1905 | 0.4248 |
| 18 | -0.048393 | -0.3686 | 0.356902 |
| 19 | 0.068792 | 0.5239 | 0.301171 |
| 20 | 0.012071 | 0.0919 | 0.463535 |
| 21 | -0.004849 | -0.0369 | 0.485335 |
| 22 | -0.098062 | -0.7468 | 0.229094 |
| 23 | 0.109848 | 0.8366 | 0.203133 |
| 24 | -0.073686 | -0.5612 | 0.28842 |
| 25 | -0.055606 | -0.4235 | 0.336755 |
| 26 | 0.140399 | 1.0692 | 0.144694 |
| 27 | -0.036321 | -0.2766 | 0.39153 |
| 28 | 0.008596 | 0.0655 | 0.474016 |
| 29 | -0.100594 | -0.7661 | 0.223362 |
| 30 | 0.076689 | 0.584 | 0.280727 |
| 31 | -0.03824 | -0.2912 | 0.385959 |
| 32 | -0.007901 | -0.0602 | 0.476113 |
| 33 | 0.072089 | 0.549 | 0.292551 |
| 34 | -0.104761 | -0.7978 | 0.21411 |
| 35 | 0.063968 | 0.4872 | 0.31399 |
| 36 | 0.023543 | 0.1793 | 0.429165 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.433183 | -3.299 | 0.000831 |
| 2 | -0.262547 | -1.9995 | 0.025123 |
| 3 | 0.009231 | 0.0703 | 0.472099 |
| 4 | 0.083535 | 0.6362 | 0.26358 |
| 5 | -0.149272 | -1.1368 | 0.130143 |
| 6 | 0.003987 | 0.0304 | 0.487941 |
| 7 | 0.08128 | 0.619 | 0.269166 |
| 8 | -0.278706 | -2.1226 | 0.019036 |
| 9 | -0.031642 | -0.241 | 0.405212 |
| 10 | -0.19995 | -1.5228 | 0.066625 |
| 11 | -0.068332 | -0.5204 | 0.302382 |
| 12 | 0.055748 | 0.4246 | 0.336364 |
| 13 | -0.090016 | -0.6855 | 0.247867 |
| 14 | -0.193227 | -1.4716 | 0.073271 |
| 15 | -0.118316 | -0.9011 | 0.185639 |
| 16 | 0.013668 | 0.1041 | 0.458728 |
| 17 | 0.185152 | 1.4101 | 0.081929 |
| 18 | -0.14438 | -1.0996 | 0.138032 |
| 19 | -0.062974 | -0.4796 | 0.31666 |
| 20 | 0.084743 | 0.6454 | 0.260613 |
| 21 | 0.047099 | 0.3587 | 0.360564 |
| 22 | -0.216508 | -1.6489 | 0.05229 |
| 23 | -0.090537 | -0.6895 | 0.246626 |
| 24 | -0.031479 | -0.2397 | 0.405691 |
| 25 | 0.003693 | 0.0281 | 0.48883 |
| 26 | 0.067306 | 0.5126 | 0.305094 |
| 27 | 0.028858 | 0.2198 | 0.413409 |
| 28 | 0.073439 | 0.5593 | 0.289057 |
| 29 | -0.114745 | -0.8739 | 0.192896 |
| 30 | -0.067182 | -0.5116 | 0.305423 |
| 31 | 0.030704 | 0.2338 | 0.407969 |
| 32 | -0.20249 | -1.5421 | 0.064242 |
| 33 | 0.071802 | 0.5468 | 0.293297 |
| 34 | 0.035515 | 0.2705 | 0.393879 |
| 35 | -0.027684 | -0.2108 | 0.416878 |
| 36 | 0.013377 | 0.1019 | 0.459602 |
