| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.547948 | -5.6415 | 0 |
| 2 | 0.141786 | 1.4598 | 0.073654 |
| 3 | -0.098114 | -1.0101 | 0.157363 |
| 4 | 0.078102 | 0.8041 | 0.211565 |
| 5 | -0.062881 | -0.6474 | 0.259388 |
| 6 | -0.073404 | -0.7557 | 0.22574 |
| 7 | 0.145925 | 1.5024 | 0.067985 |
| 8 | -0.171252 | -1.7631 | 0.040379 |
| 9 | 0.149877 | 1.5431 | 0.062896 |
| 10 | -0.119372 | -1.229 | 0.110896 |
| 11 | 0.142651 | 1.4687 | 0.07244 |
| 12 | -0.093814 | -0.9659 | 0.168154 |
| 13 | 0.031893 | 0.3284 | 0.371646 |
| 14 | -0.007539 | -0.0776 | 0.469138 |
| 15 | -0.043061 | -0.4433 | 0.329213 |
| 16 | 0.07741 | 0.797 | 0.213621 |
| 17 | -0.047254 | -0.4865 | 0.313804 |
| 18 | -0.013274 | -0.1367 | 0.445777 |
| 19 | 0.002267 | 0.0233 | 0.49071 |
| 20 | 0.07977 | 0.8213 | 0.206665 |
| 21 | -0.121007 | -1.2458 | 0.107785 |
| 22 | 0.090305 | 0.9297 | 0.177307 |
| 23 | -0.023045 | -0.2373 | 0.406457 |
| 24 | -0.09304 | -0.9579 | 0.170144 |
| 25 | 0.135389 | 1.3939 | 0.08313 |
| 26 | -0.09888 | -1.018 | 0.15549 |
| 27 | 0.051688 | 0.5322 | 0.297864 |
| 28 | -0.029897 | -0.3078 | 0.379415 |
| 29 | 0.094236 | 0.9702 | 0.167073 |
| 30 | -0.113884 | -1.1725 | 0.121812 |
| 31 | 0.036045 | 0.3711 | 0.355649 |
| 32 | 0.031375 | 0.323 | 0.373657 |
| 33 | -0.010915 | -0.1124 | 0.455369 |
| 34 | -0.027462 | -0.2827 | 0.388965 |
| 35 | -0.00436 | -0.0449 | 0.482142 |
| 36 | 0.044855 | 0.4618 | 0.322581 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.547948 | -5.6415 | 0 |
| 2 | -0.226452 | -2.3315 | 0.01081 |
| 3 | -0.191172 | -1.9682 | 0.025826 |
| 4 | -0.072716 | -0.7487 | 0.227861 |
| 5 | -0.07646 | -0.7872 | 0.21646 |
| 6 | -0.21947 | -2.2596 | 0.012946 |
| 7 | -0.029811 | -0.3069 | 0.379751 |
| 8 | -0.170864 | -1.7591 | 0.040719 |
| 9 | -0.058172 | -0.5989 | 0.275252 |
| 10 | -0.107636 | -1.1082 | 0.135145 |
| 11 | 0.006512 | 0.067 | 0.473336 |
| 12 | 0.001676 | 0.0173 | 0.493132 |
| 13 | -0.019908 | -0.205 | 0.418998 |
| 14 | -0.022872 | -0.2355 | 0.407146 |
| 15 | -0.070979 | -0.7308 | 0.233264 |
| 16 | 0.001349 | 0.0139 | 0.494471 |
| 17 | 0.043943 | 0.4524 | 0.325945 |
| 18 | -0.064428 | -0.6633 | 0.25428 |
| 19 | -0.034506 | -0.3553 | 0.361551 |
| 20 | 0.065451 | 0.6739 | 0.250934 |
| 21 | -0.055231 | -0.5686 | 0.285402 |
| 22 | 0.009229 | 0.095 | 0.462239 |
| 23 | 0.017858 | 0.1839 | 0.427239 |
| 24 | -0.15606 | -1.6067 | 0.055544 |
| 25 | 0.02474 | 0.2547 | 0.39972 |
| 26 | -0.042299 | -0.4355 | 0.332043 |
| 27 | -0.070698 | -0.7279 | 0.234146 |
| 28 | -0.013366 | -0.1376 | 0.445403 |
| 29 | 0.061282 | 0.6309 | 0.264719 |
| 30 | -0.026513 | -0.273 | 0.392705 |
| 31 | -0.048827 | -0.5027 | 0.308107 |
| 32 | 0.000695 | 0.0072 | 0.497152 |
| 33 | 0.045254 | 0.4659 | 0.321113 |
| 34 | -0.004877 | -0.0502 | 0.480023 |
| 35 | 0.007849 | 0.0808 | 0.467873 |
| 36 | -0.018112 | -0.1865 | 0.426215 |
