| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.469556 | -3.6067 | 0.00032 |
| 2 | -0.009733 | -0.0748 | 0.470329 |
| 3 | 0.036107 | 0.2773 | 0.391244 |
| 4 | -0.118855 | -0.9129 | 0.182494 |
| 5 | 0.262548 | 2.0167 | 0.024144 |
| 6 | -0.342568 | -2.6313 | 0.005418 |
| 7 | 0.396754 | 3.0475 | 0.001725 |
| 8 | -0.318647 | -2.4476 | 0.008689 |
| 9 | 0.143859 | 1.105 | 0.136822 |
| 10 | -0.04938 | -0.3793 | 0.352916 |
| 11 | -0.163461 | -1.2556 | 0.107112 |
| 12 | 0.375475 | 2.8841 | 0.002736 |
| 13 | -0.354757 | -2.7249 | 0.004225 |
| 14 | 0.250241 | 1.9221 | 0.029711 |
| 15 | -0.253119 | -1.9442 | 0.02832 |
| 16 | 0.051205 | 0.3933 | 0.347752 |
| 17 | 0.228906 | 1.7583 | 0.041945 |
| 18 | -0.302417 | -2.3229 | 0.011826 |
| 19 | 0.192723 | 1.4803 | 0.072052 |
| 20 | -0.121258 | -0.9314 | 0.177721 |
| 21 | 0.194072 | 1.4907 | 0.070685 |
| 22 | -0.232428 | -1.7853 | 0.039675 |
| 23 | 0.015286 | 0.1174 | 0.453464 |
| 24 | 0.244494 | 1.878 | 0.032663 |
| 25 | -0.23797 | -1.8279 | 0.036312 |
| 26 | 0.160507 | 1.2329 | 0.111256 |
| 27 | -0.13851 | -1.0639 | 0.145851 |
| 28 | 0.112961 | 0.8677 | 0.194545 |
| 29 | -0.057024 | -0.438 | 0.331491 |
| 30 | -0.091394 | -0.702 | 0.242716 |
| 31 | 0.196267 | 1.5076 | 0.068502 |
| 32 | -0.057817 | -0.4441 | 0.329298 |
| 33 | 0.039767 | 0.3055 | 0.380547 |
| 34 | -0.096193 | -0.7389 | 0.231457 |
| 35 | 0.023822 | 0.183 | 0.42772 |
| 36 | 0.008319 | 0.0639 | 0.474634 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.469556 | -3.6067 | 0.00032 |
| 2 | -0.295332 | -2.2685 | 0.013487 |
| 3 | -0.152472 | -1.1712 | 0.123121 |
| 4 | -0.24553 | -1.8859 | 0.032114 |
| 5 | 0.12184 | 0.9359 | 0.176577 |
| 6 | -0.244313 | -1.8766 | 0.03276 |
| 7 | 0.272605 | 2.0939 | 0.020287 |
| 8 | -0.163059 | -1.2525 | 0.107669 |
| 9 | 0.157893 | 1.2128 | 0.11502 |
| 10 | -0.206416 | -1.5855 | 0.059098 |
| 11 | -0.091588 | -0.7035 | 0.242255 |
| 12 | 0.031226 | 0.2399 | 0.405638 |
| 13 | -0.024946 | -0.1916 | 0.424352 |
| 14 | 0.006004 | 0.0461 | 0.481688 |
| 15 | -0.148809 | -1.143 | 0.128822 |
| 16 | -0.187458 | -1.4399 | 0.077592 |
| 17 | 0.124913 | 0.9595 | 0.170617 |
| 18 | -0.130291 | -1.0008 | 0.160509 |
| 19 | -0.130397 | -1.0016 | 0.160314 |
| 20 | 0.039642 | 0.3045 | 0.38091 |
| 21 | 0.065639 | 0.5042 | 0.308006 |
| 22 | -0.113284 | -0.8701 | 0.193873 |
| 23 | -0.071392 | -0.5484 | 0.292751 |
| 24 | -0.008382 | -0.0644 | 0.474442 |
| 25 | 0.058629 | 0.4503 | 0.32706 |
| 26 | -0.084319 | -0.6477 | 0.259855 |
| 27 | 0.0807 | 0.6199 | 0.268865 |
| 28 | -0.015687 | -0.1205 | 0.452251 |
| 29 | -0.085333 | -0.6555 | 0.257361 |
| 30 | -0.137486 | -1.056 | 0.147625 |
| 31 | 0.018366 | 0.1411 | 0.444146 |
| 32 | 0.198352 | 1.5236 | 0.066479 |
| 33 | 0.010286 | 0.079 | 0.468646 |
| 34 | 0.073619 | 0.5655 | 0.286947 |
| 35 | 0.03929 | 0.3018 | 0.381937 |
| 36 | -0.031055 | -0.2385 | 0.406145 |
