| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.561735 | -3.8918 | 0.000153 |
| 2 | -0.015808 | -0.1095 | 0.456622 |
| 3 | 0.228597 | 1.5838 | 0.059907 |
| 4 | -0.268264 | -1.8586 | 0.034611 |
| 5 | 0.217644 | 1.5079 | 0.06907 |
| 6 | 0.032054 | 0.2221 | 0.412599 |
| 7 | -0.232704 | -1.6122 | 0.056735 |
| 8 | 0.129924 | 0.9001 | 0.18627 |
| 9 | 0.062307 | 0.4317 | 0.333956 |
| 10 | -0.045362 | -0.3143 | 0.377337 |
| 11 | -0.047084 | -0.3262 | 0.372842 |
| 12 | 0.036529 | 0.2531 | 0.400643 |
| 13 | -0.114994 | -0.7967 | 0.214773 |
| 14 | 0.152139 | 1.054 | 0.148569 |
| 15 | -0.042109 | -0.2917 | 0.38587 |
| 16 | -0.125792 | -0.8715 | 0.193907 |
| 17 | 0.143063 | 0.9912 | 0.163286 |
| 18 | 0.063208 | 0.4379 | 0.331705 |
| 19 | -0.201352 | -1.395 | 0.084717 |
| 20 | 0.093294 | 0.6464 | 0.260562 |
| 21 | 0.055541 | 0.3848 | 0.351042 |
| 22 | -0.173301 | -1.2007 | 0.117887 |
| 23 | 0.292573 | 2.027 | 0.024118 |
| 24 | -0.246378 | -1.707 | 0.047146 |
| 25 | 0.021844 | 0.1513 | 0.440171 |
| 26 | 0.12051 | 0.8349 | 0.20395 |
| 27 | -0.008832 | -0.0612 | 0.47573 |
| 28 | -0.084903 | -0.5882 | 0.279569 |
| 29 | 0.01274 | 0.0883 | 0.465017 |
| 30 | -0.000875 | -0.0061 | 0.497593 |
| 31 | 0.023984 | 0.1662 | 0.434362 |
| 32 | 0.04939 | 0.3422 | 0.366853 |
| 33 | -0.088505 | -0.6132 | 0.271325 |
| 34 | -0.028423 | -0.1969 | 0.42236 |
| 35 | 0.124208 | 0.8605 | 0.196885 |
| 36 | -0.137339 | -0.9515 | 0.173056 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.561735 | -3.8918 | 0.000153 |
| 2 | -0.484115 | -3.354 | 0.000781 |
| 3 | -0.107865 | -0.7473 | 0.229262 |
| 4 | -0.261449 | -1.8114 | 0.038171 |
| 5 | -0.029585 | -0.205 | 0.419232 |
| 6 | 0.201316 | 1.3948 | 0.084755 |
| 7 | 0.030669 | 0.2125 | 0.416316 |
| 8 | -0.12104 | -0.8386 | 0.202928 |
| 9 | 0.012174 | 0.0843 | 0.466566 |
| 10 | 0.154784 | 1.0724 | 0.144457 |
| 11 | -0.034506 | -0.2391 | 0.406037 |
| 12 | -0.037676 | -0.261 | 0.397594 |
| 13 | -0.204612 | -1.4176 | 0.081384 |
| 14 | -0.134507 | -0.9319 | 0.178029 |
| 15 | -0.124675 | -0.8638 | 0.196003 |
| 16 | -0.159038 | -1.1018 | 0.138011 |
| 17 | -0.058327 | -0.4041 | 0.343967 |
| 18 | 0.294868 | 2.0429 | 0.023287 |
| 19 | 0.119482 | 0.8278 | 0.205941 |
| 20 | -0.131586 | -0.9117 | 0.183253 |
| 21 | 0.044656 | 0.3094 | 0.379185 |
| 22 | -0.111839 | -0.7748 | 0.221116 |
| 23 | 0.067602 | 0.4684 | 0.320824 |
| 24 | -0.0764 | -0.5293 | 0.299514 |
| 25 | 0.020444 | 0.1416 | 0.443978 |
| 26 | -0.162433 | -1.1254 | 0.133014 |
| 27 | 0.11805 | 0.8179 | 0.208736 |
| 28 | 0.034733 | 0.2406 | 0.405432 |
| 29 | 0.000104 | 7e-04 | 0.499713 |
| 30 | 0.02858 | 0.198 | 0.421939 |
| 31 | 0.012022 | 0.0833 | 0.466985 |
| 32 | -0.070617 | -0.4893 | 0.313446 |
| 33 | -0.122014 | -0.8453 | 0.201058 |
| 34 | -0.033273 | -0.2305 | 0.409333 |
| 35 | -0.089264 | -0.6184 | 0.269605 |
| 36 | -0.134421 | -0.9313 | 0.17818 |
