| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.412667 | -2.859 | 0.003135 |
| 2 | 0.05479 | 0.3796 | 0.352959 |
| 3 | 0.390069 | 2.7025 | 0.004744 |
| 4 | -0.319095 | -2.2108 | 0.015926 |
| 5 | 0.18667 | 1.2933 | 0.101051 |
| 6 | 0.125404 | 0.8688 | 0.194633 |
| 7 | -0.374305 | -2.5933 | 0.006283 |
| 8 | 0.250585 | 1.7361 | 0.044481 |
| 9 | -0.112806 | -0.7815 | 0.219161 |
| 10 | -0.188776 | -1.3079 | 0.098572 |
| 11 | 0.15155 | 1.05 | 0.149496 |
| 12 | -0.175906 | -1.2187 | 0.114455 |
| 13 | -0.112436 | -0.779 | 0.219908 |
| 14 | 0.085851 | 0.5948 | 0.277387 |
| 15 | -0.052637 | -0.3647 | 0.358475 |
| 16 | -0.065293 | -0.4524 | 0.326522 |
| 17 | 0.094922 | 0.6576 | 0.256955 |
| 18 | -0.111989 | -0.7759 | 0.220813 |
| 19 | 0.039712 | 0.2751 | 0.392199 |
| 20 | 0.083012 | 0.5751 | 0.283946 |
| 21 | -0.072844 | -0.5047 | 0.308046 |
| 22 | -0.087066 | -0.6032 | 0.274604 |
| 23 | 0.283744 | 1.9658 | 0.027558 |
| 24 | -0.289461 | -2.0054 | 0.025286 |
| 25 | 0.137011 | 0.9492 | 0.173626 |
| 26 | 0.072566 | 0.5028 | 0.308718 |
| 27 | -0.19606 | -1.3583 | 0.090352 |
| 28 | 0.194188 | 1.3454 | 0.092413 |
| 29 | -0.036787 | -0.2549 | 0.399957 |
| 30 | -0.073176 | -0.507 | 0.307246 |
| 31 | 0.153837 | 1.0658 | 0.14592 |
| 32 | -0.126413 | -0.8758 | 0.192746 |
| 33 | 0.029193 | 0.2023 | 0.420287 |
| 34 | 0.089148 | 0.6176 | 0.269868 |
| 35 | -0.111122 | -0.7699 | 0.222572 |
| 36 | 0.004657 | 0.0323 | 0.487197 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.412667 | -2.859 | 0.003135 |
| 2 | -0.13921 | -0.9645 | 0.169821 |
| 3 | 0.440471 | 3.0517 | 0.001851 |
| 4 | 0.028079 | 0.1945 | 0.423288 |
| 5 | 0.020414 | 0.1414 | 0.444061 |
| 6 | 0.080736 | 0.5594 | 0.28926 |
| 7 | -0.278553 | -1.9299 | 0.029772 |
| 8 | -0.133364 | -0.924 | 0.18006 |
| 9 | -0.085275 | -0.5908 | 0.278711 |
| 10 | -0.053882 | -0.3733 | 0.355283 |
| 11 | -0.063285 | -0.4385 | 0.331512 |
| 12 | -0.027132 | -0.188 | 0.425845 |
| 13 | -0.123348 | -0.8546 | 0.198515 |
| 14 | -0.150026 | -1.0394 | 0.151911 |
| 15 | 0.132002 | 0.9145 | 0.182504 |
| 16 | 0.039547 | 0.274 | 0.392635 |
| 17 | 0.021506 | 0.149 | 0.44109 |
| 18 | -0.100403 | -0.6956 | 0.245012 |
| 19 | -0.078694 | -0.5452 | 0.294067 |
| 20 | -0.045817 | -0.3174 | 0.376148 |
| 21 | 0.006132 | 0.0425 | 0.483146 |
| 22 | -0.215181 | -1.4908 | 0.071276 |
| 23 | 0.184618 | 1.2791 | 0.10351 |
| 24 | -0.105373 | -0.73 | 0.234454 |
| 25 | -0.047285 | -0.3276 | 0.372319 |
| 26 | -0.066311 | -0.4594 | 0.324003 |
| 27 | 0.011853 | 0.0821 | 0.467446 |
| 28 | 0.046197 | 0.3201 | 0.375155 |
| 29 | -0.008863 | -0.0614 | 0.475646 |
| 30 | 0.125271 | 0.8679 | 0.194883 |
| 31 | -0.114538 | -0.7935 | 0.215683 |
| 32 | -0.083703 | -0.5799 | 0.282342 |
| 33 | -0.035539 | -0.2462 | 0.403281 |
| 34 | -0.029495 | -0.2044 | 0.419472 |
| 35 | 0.026131 | 0.181 | 0.428548 |
| 36 | -0.096333 | -0.6674 | 0.253852 |
