| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.465276 | -3.1557 | 0.001412 |
| 2 | 0.451881 | 3.0648 | 0.001819 |
| 3 | -0.563486 | -3.8217 | 0.000198 |
| 4 | 0.097891 | 0.6639 | 0.255026 |
| 5 | -0.223877 | -1.5184 | 0.067877 |
| 6 | 0.154928 | 1.0508 | 0.149427 |
| 7 | -0.029764 | -0.2019 | 0.420454 |
| 8 | 0.13783 | 0.9348 | 0.177385 |
| 9 | 0.102412 | 0.6946 | 0.245403 |
| 10 | -0.040081 | -0.2718 | 0.393481 |
| 11 | 0.059818 | 0.4057 | 0.343421 |
| 12 | -0.301574 | -2.0454 | 0.023281 |
| 13 | 0.082227 | 0.5577 | 0.289881 |
| 14 | -0.148619 | -1.008 | 0.159367 |
| 15 | 0.198166 | 1.344 | 0.092766 |
| 16 | -0.074924 | -0.5082 | 0.306885 |
| 17 | 0.168431 | 1.1424 | 0.12961 |
| 18 | -0.191008 | -1.2955 | 0.100809 |
| 19 | 0.252869 | 1.715 | 0.046534 |
| 20 | -0.260918 | -1.7696 | 0.041708 |
| 21 | 0.27666 | 1.8764 | 0.033477 |
| 22 | -0.324454 | -2.2006 | 0.016414 |
| 23 | 0.212388 | 1.4405 | 0.078251 |
| 24 | -0.196264 | -1.3311 | 0.094854 |
| 25 | 0.187339 | 1.2706 | 0.10513 |
| 26 | -0.071648 | -0.4859 | 0.314659 |
| 27 | 0.067711 | 0.4592 | 0.324114 |
| 28 | -0.029784 | -0.202 | 0.420402 |
| 29 | -0.005887 | -0.0399 | 0.484162 |
| 30 | 0.029729 | 0.2016 | 0.420546 |
| 31 | -0.111568 | -0.7567 | 0.226547 |
| 32 | 0.083441 | 0.5659 | 0.287099 |
| 33 | -0.166243 | -1.1275 | 0.132686 |
| 34 | 0.171628 | 1.164 | 0.125205 |
| 35 | -0.063997 | -0.434 | 0.333141 |
| 36 | 0.107494 | 0.7291 | 0.234831 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.465276 | -3.1557 | 0.001412 |
| 2 | 0.300438 | 2.0377 | 0.023679 |
| 3 | -0.388073 | -2.632 | 0.005757 |
| 4 | -0.460924 | -3.1261 | 0.001533 |
| 5 | -0.080034 | -0.5428 | 0.294939 |
| 6 | -0.079448 | -0.5388 | 0.296297 |
| 7 | -0.270934 | -1.8376 | 0.036295 |
| 8 | -0.123629 | -0.8385 | 0.203045 |
| 9 | 0.284182 | 1.9274 | 0.030058 |
| 10 | -0.019674 | -0.1334 | 0.447216 |
| 11 | -0.035694 | -0.2421 | 0.404894 |
| 12 | -0.104275 | -0.7072 | 0.241497 |
| 13 | -0.048101 | -0.3262 | 0.372863 |
| 14 | 0.01217 | 0.0825 | 0.467287 |
| 15 | -0.108098 | -0.7332 | 0.233591 |
| 16 | -0.243103 | -1.6488 | 0.053001 |
| 17 | -0.017759 | -0.1204 | 0.452326 |
| 18 | -0.216166 | -1.4661 | 0.074711 |
| 19 | 0.039676 | 0.2691 | 0.394531 |
| 20 | -0.02998 | -0.2033 | 0.419885 |
| 21 | 0.145158 | 0.9845 | 0.165008 |
| 22 | -0.01543 | -0.1047 | 0.458553 |
| 23 | -0.007353 | -0.0499 | 0.48022 |
| 24 | 0.064171 | 0.4352 | 0.332716 |
| 25 | -0.005908 | -0.0401 | 0.484106 |
| 26 | 0.017963 | 0.1218 | 0.451781 |
| 27 | -0.077052 | -0.5226 | 0.301884 |
| 28 | -0.066284 | -0.4496 | 0.32757 |
| 29 | 0.006059 | 0.0411 | 0.4837 |
| 30 | -0.070147 | -0.4758 | 0.31825 |
| 31 | -0.079391 | -0.5385 | 0.296429 |
| 32 | 0.014975 | 0.1016 | 0.459773 |
| 33 | -0.029382 | -0.1993 | 0.42146 |
| 34 | -0.099749 | -0.6765 | 0.251046 |
| 35 | 0.106881 | 0.7249 | 0.236092 |
| 36 | -0.028338 | -0.1922 | 0.424218 |
