| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.568775 | -3.8993 | 0.000153 |
| 2 | 0.02165 | 0.1484 | 0.44132 |
| 3 | 0.189403 | 1.2985 | 0.100229 |
| 4 | -0.121623 | -0.8338 | 0.204304 |
| 5 | 0.002925 | 0.0201 | 0.492044 |
| 6 | 0.195647 | 1.3413 | 0.093136 |
| 7 | -0.301014 | -2.0636 | 0.022299 |
| 8 | 0.119333 | 0.8181 | 0.208713 |
| 9 | 0.134049 | 0.919 | 0.181397 |
| 10 | -0.161572 | -1.1077 | 0.136818 |
| 11 | 0.066298 | 0.4545 | 0.325775 |
| 12 | -0.019951 | -0.1368 | 0.445895 |
| 13 | -0.107315 | -0.7357 | 0.232781 |
| 14 | 0.148459 | 1.0178 | 0.156996 |
| 15 | -0.000541 | -0.0037 | 0.498527 |
| 16 | -0.195388 | -1.3395 | 0.093423 |
| 17 | 0.13675 | 0.9375 | 0.176644 |
| 18 | 0.064013 | 0.4389 | 0.33139 |
| 19 | -0.075859 | -0.5201 | 0.302731 |
| 20 | -0.075547 | -0.5179 | 0.30347 |
| 21 | 0.235423 | 1.614 | 0.056613 |
| 22 | -0.321235 | -2.2023 | 0.016294 |
| 23 | 0.296923 | 2.0356 | 0.023725 |
| 24 | -0.044048 | -0.302 | 0.382001 |
| 25 | -0.18803 | -1.2891 | 0.101841 |
| 26 | 0.170173 | 1.1666 | 0.124619 |
| 27 | -0.010347 | -0.0709 | 0.471875 |
| 28 | -0.09189 | -0.63 | 0.265884 |
| 29 | 0.103712 | 0.711 | 0.240295 |
| 30 | -0.09904 | -0.679 | 0.25024 |
| 31 | 0.01244 | 0.0853 | 0.466198 |
| 32 | 0.095935 | 0.6577 | 0.256971 |
| 33 | -0.134371 | -0.9212 | 0.180826 |
| 34 | -0.002385 | -0.0164 | 0.493512 |
| 35 | 0.100878 | 0.6916 | 0.2463 |
| 36 | -0.130401 | -0.894 | 0.187942 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.568775 | -3.8993 | 0.000153 |
| 2 | -0.446204 | -3.059 | 0.00183 |
| 3 | -0.085968 | -0.5894 | 0.279218 |
| 4 | 0.006941 | 0.0476 | 0.481124 |
| 5 | 0.002222 | 0.0152 | 0.493955 |
| 6 | 0.282199 | 1.9347 | 0.029532 |
| 7 | -0.02393 | -0.1641 | 0.435194 |
| 8 | -0.167232 | -1.1465 | 0.1287 |
| 9 | 0.001487 | 0.0102 | 0.495956 |
| 10 | 0.05553 | 0.3807 | 0.352572 |
| 11 | 0.073198 | 0.5018 | 0.309067 |
| 12 | -0.046137 | -0.3163 | 0.376588 |
| 13 | -0.195964 | -1.3435 | 0.092787 |
| 14 | -0.151774 | -1.0405 | 0.151712 |
| 15 | 0.042082 | 0.2885 | 0.387115 |
| 16 | -0.037545 | -0.2574 | 0.398998 |
| 17 | -0.086878 | -0.5956 | 0.277148 |
| 18 | 0.087999 | 0.6033 | 0.274608 |
| 19 | 0.183922 | 1.2609 | 0.106783 |
| 20 | -0.155168 | -1.0638 | 0.146433 |
| 21 | 0.182568 | 1.2516 | 0.108451 |
| 22 | -0.059004 | -0.4045 | 0.343837 |
| 23 | 0.04921 | 0.3374 | 0.36867 |
| 24 | 0.141616 | 0.9709 | 0.168292 |
| 25 | -0.002524 | -0.0173 | 0.493134 |
| 26 | -0.031974 | -0.2192 | 0.41372 |
| 27 | -0.127745 | -0.8758 | 0.192804 |
| 28 | -0.036122 | -0.2476 | 0.402746 |
| 29 | -0.09127 | -0.6257 | 0.267264 |
| 30 | -0.063517 | -0.4355 | 0.332614 |
| 31 | 0.095872 | 0.6573 | 0.257108 |
| 32 | -0.035664 | -0.2445 | 0.403953 |
| 33 | -0.111131 | -0.7619 | 0.224969 |
| 34 | -0.101941 | -0.6989 | 0.244039 |
| 35 | -0.026921 | -0.1846 | 0.427183 |
| 36 | -0.04179 | -0.2865 | 0.387877 |
