| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.439783 | -3.4629 | 0.000487 |
| 2 | -0.025308 | -0.1993 | 0.42135 |
| 3 | -0.006337 | -0.0499 | 0.480181 |
| 4 | -0.131059 | -1.032 | 0.15305 |
| 5 | 0.216609 | 1.7056 | 0.046546 |
| 6 | -0.001855 | -0.0146 | 0.494196 |
| 7 | -0.125075 | -0.9848 | 0.164265 |
| 8 | -0.089179 | -0.7022 | 0.242593 |
| 9 | 0.29259 | 2.3039 | 0.012298 |
| 10 | -0.175512 | -1.382 | 0.085968 |
| 11 | 0.038871 | 0.3061 | 0.380287 |
| 12 | -0.064769 | -0.51 | 0.305933 |
| 13 | -0.159611 | -1.2568 | 0.106775 |
| 14 | 0.392086 | 3.0873 | 0.00151 |
| 15 | -0.229945 | -1.8106 | 0.037525 |
| 16 | -0.024 | -0.189 | 0.425365 |
| 17 | 0.029401 | 0.2315 | 0.408842 |
| 18 | 0.072629 | 0.5719 | 0.284736 |
| 19 | 0.006309 | 0.0497 | 0.480271 |
| 20 | -0.018563 | -0.1462 | 0.442133 |
| 21 | -0.080554 | -0.6343 | 0.264114 |
| 22 | -0.111977 | -0.8817 | 0.19067 |
| 23 | 0.326237 | 2.5688 | 0.006313 |
| 24 | -0.162349 | -1.2783 | 0.102947 |
| 25 | 0.022714 | 0.1788 | 0.42932 |
| 26 | -0.066244 | -0.5216 | 0.301903 |
| 27 | 0.005009 | 0.0394 | 0.484334 |
| 28 | 0.124848 | 0.9831 | 0.164701 |
| 29 | -0.108467 | -0.8541 | 0.198178 |
| 30 | 0.019053 | 0.15 | 0.440618 |
| 31 | -0.143309 | -1.1284 | 0.131746 |
| 32 | 0.173517 | 1.3663 | 0.088394 |
| 33 | 0.037819 | 0.2978 | 0.383432 |
| 34 | -0.068515 | -0.5395 | 0.295742 |
| 35 | 0.002237 | 0.0176 | 0.493001 |
| 36 | -0.137991 | -1.0865 | 0.140723 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.439783 | -3.4629 | 0.000487 |
| 2 | -0.271162 | -2.1351 | 0.018355 |
| 3 | -0.186994 | -1.4724 | 0.072986 |
| 4 | -0.314314 | -2.4749 | 0.008038 |
| 5 | -0.033771 | -0.2659 | 0.395595 |
| 6 | 0.081607 | 0.6426 | 0.261436 |
| 7 | -0.055168 | -0.4344 | 0.332755 |
| 8 | -0.243368 | -1.9163 | 0.029971 |
| 9 | 0.21758 | 1.7132 | 0.045834 |
| 10 | 0.038677 | 0.3045 | 0.380866 |
| 11 | -0.046663 | -0.3674 | 0.357276 |
| 12 | -0.077526 | -0.6104 | 0.271902 |
| 13 | -0.205119 | -1.6151 | 0.055682 |
| 14 | 0.141673 | 1.1155 | 0.134464 |
| 15 | -0.082508 | -0.6497 | 0.259153 |
| 16 | -0.122284 | -0.9629 | 0.169678 |
| 17 | -0.006352 | -0.05 | 0.480134 |
| 18 | 0.169827 | 1.3372 | 0.093018 |
| 19 | 0.047873 | 0.377 | 0.353747 |
| 20 | -0.026734 | -0.2105 | 0.416981 |
| 21 | 0.041252 | 0.3248 | 0.373205 |
| 22 | -0.103439 | -0.8145 | 0.209244 |
| 23 | 0.008158 | 0.0642 | 0.474494 |
| 24 | 0.02506 | 0.1973 | 0.42211 |
| 25 | 0.051931 | 0.4089 | 0.342009 |
| 26 | -0.042613 | -0.3355 | 0.369178 |
| 27 | 0.05061 | 0.3985 | 0.345814 |
| 28 | 0.02306 | 0.1816 | 0.428253 |
| 29 | -0.039935 | -0.3144 | 0.377119 |
| 30 | 0.051899 | 0.4087 | 0.342102 |
| 31 | -0.137677 | -1.0841 | 0.141266 |
| 32 | -0.14053 | -1.1065 | 0.136385 |
| 33 | 0.096858 | 0.7627 | 0.22428 |
| 34 | 0.014978 | 0.1179 | 0.453249 |
| 35 | 0.005146 | 0.0405 | 0.483905 |
| 36 | -0.079302 | -0.6244 | 0.267321 |
