| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.370104 | -2.8428 | 0.003067 |
| 2 | -0.169242 | -1.3 | 0.099334 |
| 3 | 0.299058 | 2.2971 | 0.012589 |
| 4 | -0.11854 | -0.9105 | 0.183125 |
| 5 | -0.097728 | -0.7507 | 0.22792 |
| 6 | 0.306942 | 2.3577 | 0.010863 |
| 7 | -0.246401 | -1.8926 | 0.031657 |
| 8 | 0.054437 | 0.4181 | 0.338681 |
| 9 | 0.069797 | 0.5361 | 0.296946 |
| 10 | -0.217431 | -1.6701 | 0.050096 |
| 11 | -0.133851 | -1.0281 | 0.154044 |
| 12 | 0.40039 | 3.0755 | 0.001591 |
| 13 | -0.213967 | -1.6435 | 0.052798 |
| 14 | -0.097081 | -0.7457 | 0.229406 |
| 15 | 0.037829 | 0.2906 | 0.386198 |
| 16 | -0.019703 | -0.1513 | 0.44011 |
| 17 | -0.063246 | -0.4858 | 0.314455 |
| 18 | 0.11347 | 0.8716 | 0.193486 |
| 19 | -0.082636 | -0.6347 | 0.264026 |
| 20 | 0.107216 | 0.8235 | 0.206759 |
| 21 | -0.074867 | -0.5751 | 0.283717 |
| 22 | -0.049583 | -0.3809 | 0.35234 |
| 23 | 0.022632 | 0.1738 | 0.431293 |
| 24 | 0.114026 | 0.8759 | 0.192331 |
| 25 | 0.016307 | 0.1253 | 0.450372 |
| 26 | -0.089798 | -0.6897 | 0.246528 |
| 27 | -0.047853 | -0.3676 | 0.357255 |
| 28 | 0.120313 | 0.9241 | 0.179588 |
| 29 | -0.045077 | -0.3462 | 0.365196 |
| 30 | 0.019166 | 0.1472 | 0.441732 |
| 31 | 0.100948 | 0.7754 | 0.220602 |
| 32 | -0.106311 | -0.8166 | 0.208723 |
| 33 | 0.035067 | 0.2694 | 0.394299 |
| 34 | 0.041853 | 0.3215 | 0.374491 |
| 35 | -0.15725 | -1.2079 | 0.11596 |
| 36 | 0.135361 | 1.0397 | 0.151354 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.370104 | -2.8428 | 0.003067 |
| 2 | -0.354821 | -2.7254 | 0.00422 |
| 3 | 0.10986 | 0.8438 | 0.201082 |
| 4 | 0.013001 | 0.0999 | 0.460395 |
| 5 | -0.05344 | -0.4105 | 0.341469 |
| 6 | 0.236395 | 1.8158 | 0.037243 |
| 7 | -0.067086 | -0.5153 | 0.304135 |
| 8 | 0.069375 | 0.5329 | 0.29806 |
| 9 | -0.061425 | -0.4718 | 0.319399 |
| 10 | -0.195446 | -1.5012 | 0.069312 |
| 11 | -0.409989 | -3.1492 | 0.001285 |
| 12 | 0.11973 | 0.9197 | 0.180746 |
| 13 | 0.101022 | 0.776 | 0.220434 |
| 14 | 0.029133 | 0.2238 | 0.411854 |
| 15 | -0.190442 | -1.4628 | 0.074413 |
| 16 | -0.051233 | -0.3935 | 0.347675 |
| 17 | -0.039836 | -0.306 | 0.380345 |
| 18 | -0.079253 | -0.6088 | 0.272512 |
| 19 | -0.020883 | -0.1604 | 0.436555 |
| 20 | 0.084315 | 0.6476 | 0.259866 |
| 21 | -0.052528 | -0.4035 | 0.34403 |
| 22 | -0.038367 | -0.2947 | 0.384629 |
| 23 | 0.045777 | 0.3516 | 0.363189 |
| 24 | -0.04887 | -0.3754 | 0.354363 |
| 25 | 0.045542 | 0.3498 | 0.363861 |
| 26 | -0.115355 | -0.8861 | 0.189593 |
| 27 | -0.06758 | -0.5191 | 0.302819 |
| 28 | -0.032924 | -0.2529 | 0.400613 |
| 29 | 0.071626 | 0.5502 | 0.29214 |
| 30 | 0.08727 | 0.6703 | 0.252631 |
| 31 | 0.160527 | 1.233 | 0.111228 |
| 32 | -0.129745 | -0.9966 | 0.161517 |
| 33 | 0.053036 | 0.4074 | 0.342602 |
| 34 | 0.061925 | 0.4757 | 0.318038 |
| 35 | -0.123737 | -0.9504 | 0.172883 |
| 36 | -0.107662 | -0.827 | 0.205795 |
