| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.471549 | -3.4971 | 0.000469 |
| 2 | 0.187778 | 1.3926 | 0.084672 |
| 3 | 0.046152 | 0.3423 | 0.366724 |
| 4 | -0.037127 | -0.2753 | 0.392044 |
| 5 | -0.033213 | -0.2463 | 0.403177 |
| 6 | 0.107481 | 0.7971 | 0.21441 |
| 7 | 0.05888 | 0.4367 | 0.332031 |
| 8 | -0.087089 | -0.6459 | 0.260524 |
| 9 | 0.047666 | 0.3535 | 0.362533 |
| 10 | 0.0219 | 0.1624 | 0.435786 |
| 11 | -0.202539 | -1.5021 | 0.0694 |
| 12 | 0.159204 | 1.1807 | 0.121404 |
| 13 | -0.065342 | -0.4846 | 0.314946 |
| 14 | -0.124048 | -0.92 | 0.180804 |
| 15 | 0.07478 | 0.5546 | 0.290713 |
| 16 | -0.039631 | -0.2939 | 0.384965 |
| 17 | -0.091778 | -0.6806 | 0.249477 |
| 18 | 0.029964 | 0.2222 | 0.412483 |
| 19 | 0.042972 | 0.3187 | 0.375584 |
| 20 | -0.040679 | -0.3017 | 0.382016 |
| 21 | 0.081843 | 0.607 | 0.273186 |
| 22 | -0.027622 | -0.2049 | 0.419222 |
| 23 | 0.037315 | 0.2767 | 0.39151 |
| 24 | -0.068125 | -0.5052 | 0.307707 |
| 25 | 0.201656 | 1.4955 | 0.070248 |
| 26 | -0.189687 | -1.4068 | 0.082563 |
| 27 | 0.123584 | 0.9165 | 0.181697 |
| 28 | -0.040381 | -0.2995 | 0.382854 |
| 29 | 0.026188 | 0.1942 | 0.423362 |
| 30 | 0.042246 | 0.3133 | 0.377618 |
| 31 | -0.030431 | -0.2257 | 0.411141 |
| 32 | -0.029195 | -0.2165 | 0.414693 |
| 33 | 0.028526 | 0.2116 | 0.416617 |
| 34 | -0.099661 | -0.7391 | 0.231493 |
| 35 | 0.001214 | 0.009 | 0.496426 |
| 36 | 0.040621 | 0.3013 | 0.382179 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.471549 | -3.4971 | 0.000469 |
| 2 | -0.044468 | -0.3298 | 0.371407 |
| 3 | 0.151613 | 1.1244 | 0.132864 |
| 4 | 0.06741 | 0.4999 | 0.30956 |
| 5 | -0.073872 | -0.5478 | 0.293007 |
| 6 | 0.057956 | 0.4298 | 0.334506 |
| 7 | 0.20529 | 1.5225 | 0.06681 |
| 8 | 0.016683 | 0.1237 | 0.450991 |
| 9 | -0.082345 | -0.6107 | 0.271961 |
| 10 | 0.002933 | 0.0218 | 0.491362 |
| 11 | -0.197289 | -1.4631 | 0.074561 |
| 12 | -0.042626 | -0.3161 | 0.376553 |
| 13 | 0.01278 | 0.0948 | 0.462416 |
| 14 | -0.162915 | -1.2082 | 0.116068 |
| 15 | -0.087968 | -0.6524 | 0.258435 |
| 16 | 0.004148 | 0.0308 | 0.487785 |
| 17 | -0.034299 | -0.2544 | 0.40008 |
| 18 | -0.025349 | -0.188 | 0.425788 |
| 19 | 0.048283 | 0.3581 | 0.360829 |
| 20 | 0.100299 | 0.7438 | 0.230071 |
| 21 | 0.168211 | 1.2475 | 0.108752 |
| 22 | 0.011559 | 0.0857 | 0.465998 |
| 23 | 0.068351 | 0.5069 | 0.307125 |
| 24 | -0.042681 | -0.3165 | 0.376399 |
| 25 | 0.124048 | 0.92 | 0.180805 |
| 26 | -0.066042 | -0.4898 | 0.313119 |
| 27 | -0.108597 | -0.8054 | 0.212034 |
| 28 | -0.148025 | -1.0978 | 0.138541 |
| 29 | -0.003507 | -0.026 | 0.489672 |
| 30 | 0.112043 | 0.8309 | 0.204801 |
| 31 | -0.032889 | -0.2439 | 0.404104 |
| 32 | -0.128743 | -0.9548 | 0.171932 |
| 33 | 0.030846 | 0.2288 | 0.409951 |
| 34 | 0.002326 | 0.0173 | 0.493149 |
| 35 | -0.070143 | -0.5202 | 0.302507 |
| 36 | 0.075383 | 0.5591 | 0.289196 |
