| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.491217 | -3.3676 | 0.00076 |
| 2 | 0.213841 | 1.466 | 0.074651 |
| 3 | 0.176805 | 1.2121 | 0.115763 |
| 4 | -0.148506 | -1.0181 | 0.15692 |
| 5 | -0.01443 | -0.0989 | 0.460809 |
| 6 | 0.226683 | 1.5541 | 0.06344 |
| 7 | -0.355333 | -2.436 | 0.009347 |
| 8 | 0.18363 | 1.2589 | 0.107141 |
| 9 | 0.07206 | 0.494 | 0.311797 |
| 10 | -0.311265 | -2.1339 | 0.019048 |
| 11 | 0.226217 | 1.5509 | 0.063821 |
| 12 | -0.126595 | -0.8679 | 0.194932 |
| 13 | -0.133983 | -0.9185 | 0.181513 |
| 14 | 0.113317 | 0.7769 | 0.220565 |
| 15 | -0.032612 | -0.2236 | 0.412027 |
| 16 | -0.129673 | -0.889 | 0.189266 |
| 17 | 0.186883 | 1.2812 | 0.103204 |
| 18 | -0.157308 | -1.0784 | 0.143169 |
| 19 | -0.060818 | -0.4169 | 0.339308 |
| 20 | 0.15705 | 1.0767 | 0.14356 |
| 21 | -0.136766 | -0.9376 | 0.176616 |
| 22 | -0.069224 | -0.4746 | 0.318644 |
| 23 | 0.295717 | 2.0273 | 0.02416 |
| 24 | -0.298978 | -2.0497 | 0.022999 |
| 25 | 0.287487 | 1.9709 | 0.02732 |
| 26 | -0.086527 | -0.5932 | 0.277945 |
| 27 | -0.003568 | -0.0245 | 0.490295 |
| 28 | 0.015317 | 0.105 | 0.458407 |
| 29 | 0.070456 | 0.483 | 0.315661 |
| 30 | -0.152667 | -1.0466 | 0.150312 |
| 31 | 0.155828 | 1.0683 | 0.14542 |
| 32 | -0.114134 | -0.7825 | 0.218933 |
| 33 | 0.030739 | 0.2107 | 0.417001 |
| 34 | 0.038846 | 0.2663 | 0.395581 |
| 35 | -0.125176 | -0.8582 | 0.197578 |
| 36 | 0.052896 | 0.3626 | 0.359251 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.491217 | -3.3676 | 0.00076 |
| 2 | -0.036184 | -0.2481 | 0.402582 |
| 3 | 0.35353 | 2.4237 | 0.009633 |
| 4 | 0.123894 | 0.8494 | 0.199989 |
| 5 | -0.221768 | -1.5204 | 0.067559 |
| 6 | 0.102338 | 0.7016 | 0.243196 |
| 7 | -0.150469 | -1.0316 | 0.153779 |
| 8 | -0.120762 | -0.8279 | 0.205956 |
| 9 | 0.185343 | 1.2707 | 0.105053 |
| 10 | -0.117779 | -0.8075 | 0.211737 |
| 11 | -0.108756 | -0.7456 | 0.229813 |
| 12 | -0.098091 | -0.6725 | 0.252287 |
| 13 | -0.069251 | -0.4748 | 0.318578 |
| 14 | -0.080636 | -0.5528 | 0.291505 |
| 15 | 0.082203 | 0.5636 | 0.287868 |
| 16 | 0.066321 | 0.4547 | 0.325717 |
| 17 | -0.060693 | -0.4161 | 0.33962 |
| 18 | -0.088453 | -0.6064 | 0.273582 |
| 19 | -0.182617 | -1.252 | 0.10839 |
| 20 | -0.031789 | -0.2179 | 0.414213 |
| 21 | 0.116272 | 0.7971 | 0.214696 |
| 22 | -0.112433 | -0.7708 | 0.222341 |
| 23 | 0.17933 | 1.2294 | 0.112517 |
| 24 | -0.047274 | -0.3241 | 0.373653 |
| 25 | 0.131613 | 0.9023 | 0.185751 |
| 26 | -0.108069 | -0.7409 | 0.231225 |
| 27 | 0.020193 | 0.1384 | 0.445245 |
| 28 | -0.037327 | -0.2559 | 0.399572 |
| 29 | -0.091714 | -0.6288 | 0.266275 |
| 30 | 0.076838 | 0.5268 | 0.300415 |
| 31 | -0.059138 | -0.4054 | 0.3435 |
| 32 | -0.095939 | -0.6577 | 0.256962 |
| 33 | 0.075648 | 0.5186 | 0.303231 |
| 34 | 0.008807 | 0.0604 | 0.476056 |
| 35 | -0.077319 | -0.5301 | 0.299278 |
| 36 | -0.082317 | -0.5643 | 0.287604 |
