| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.433259 | -2.9703 | 0.002337 |
| 2 | 0.156261 | 1.0713 | 0.144759 |
| 3 | -0.240954 | -1.6519 | 0.052611 |
| 4 | 0.142866 | 0.9794 | 0.166188 |
| 5 | 0.104515 | 0.7165 | 0.238608 |
| 6 | -0.193502 | -1.3266 | 0.095528 |
| 7 | 0.248702 | 1.705 | 0.047397 |
| 8 | -0.322436 | -2.2105 | 0.015987 |
| 9 | 0.149911 | 1.0277 | 0.154667 |
| 10 | -0.094728 | -0.6494 | 0.259614 |
| 11 | 0.377232 | 2.5862 | 0.006432 |
| 12 | -0.379667 | -2.6029 | 0.006165 |
| 13 | 0.076837 | 0.5268 | 0.300417 |
| 14 | -0.048731 | -0.3341 | 0.369902 |
| 15 | 0.142038 | 0.9738 | 0.16758 |
| 16 | -0.068152 | -0.4672 | 0.321249 |
| 17 | -0.066574 | -0.4564 | 0.325099 |
| 18 | 0.103513 | 0.7096 | 0.240715 |
| 19 | -0.115447 | -0.7915 | 0.216324 |
| 20 | 0.209363 | 1.4353 | 0.078909 |
| 21 | -0.070996 | -0.4867 | 0.314357 |
| 22 | 0.15376 | 1.0541 | 0.148607 |
| 23 | -0.327931 | -2.2482 | 0.014647 |
| 24 | 0.188598 | 1.293 | 0.101171 |
| 25 | -0.017279 | -0.1185 | 0.453103 |
| 26 | 0.024192 | 0.1658 | 0.434494 |
| 27 | -0.06435 | -0.4412 | 0.33056 |
| 28 | -0.089726 | -0.6151 | 0.270718 |
| 29 | 0.09122 | 0.6254 | 0.267376 |
| 30 | -0.094964 | -0.651 | 0.259095 |
| 31 | 0.128772 | 0.8828 | 0.190914 |
| 32 | -0.085287 | -0.5847 | 0.280775 |
| 33 | 0.011582 | 0.0794 | 0.468525 |
| 34 | -0.159472 | -1.0933 | 0.13992 |
| 35 | 0.153297 | 1.0509 | 0.149328 |
| 36 | -0.060541 | -0.415 | 0.339999 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.433259 | -2.9703 | 0.002337 |
| 2 | -0.03872 | -0.2655 | 0.39591 |
| 3 | -0.231062 | -1.5841 | 0.059941 |
| 4 | -0.059312 | -0.4066 | 0.343066 |
| 5 | 0.196432 | 1.3467 | 0.092273 |
| 6 | -0.14436 | -0.9897 | 0.163699 |
| 7 | 0.186179 | 1.2764 | 0.104047 |
| 8 | -0.144466 | -0.9904 | 0.163522 |
| 9 | -0.166219 | -1.1395 | 0.130126 |
| 10 | 0.006032 | 0.0414 | 0.483594 |
| 11 | 0.373564 | 2.561 | 0.006853 |
| 12 | -0.253593 | -1.7385 | 0.044331 |
| 13 | -0.022098 | -0.1515 | 0.440115 |
| 14 | 0.021324 | 0.1462 | 0.442198 |
| 15 | 0.005576 | 0.0382 | 0.484835 |
| 16 | -0.11355 | -0.7785 | 0.2201 |
| 17 | 0.09301 | 0.6376 | 0.2634 |
| 18 | -0.103619 | -0.7104 | 0.24049 |
| 19 | 0.142532 | 0.9772 | 0.166749 |
| 20 | 0.171831 | 1.178 | 0.12236 |
| 21 | 0.040599 | 0.2783 | 0.39099 |
| 22 | 0.051038 | 0.3499 | 0.363989 |
| 23 | -0.010082 | -0.0691 | 0.472595 |
| 24 | -0.09934 | -0.681 | 0.249594 |
| 25 | 0.03886 | 0.2664 | 0.395545 |
| 26 | -0.074432 | -0.5103 | 0.306122 |
| 27 | -0.020546 | -0.1409 | 0.444293 |
| 28 | -0.039675 | -0.272 | 0.393408 |
| 29 | -0.098579 | -0.6758 | 0.251233 |
| 30 | -0.063028 | -0.4321 | 0.333823 |
| 31 | -0.019328 | -0.1325 | 0.447575 |
| 32 | -0.048968 | -0.3357 | 0.369292 |
| 33 | 0.012794 | 0.0877 | 0.465238 |
| 34 | -0.088222 | -0.6048 | 0.274104 |
| 35 | -0.077106 | -0.5286 | 0.299782 |
| 36 | -0.054246 | -0.3719 | 0.355822 |
