| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.349017 | -2.4181 | 0.009724 |
| 2 | 0.085176 | 0.5901 | 0.278939 |
| 3 | 0.380627 | 2.6371 | 0.005618 |
| 4 | -0.30546 | -2.1163 | 0.019766 |
| 5 | 0.136366 | 0.9448 | 0.174754 |
| 6 | 0.183144 | 1.2689 | 0.105305 |
| 7 | -0.366571 | -2.5397 | 0.007194 |
| 8 | 0.167352 | 1.1594 | 0.126005 |
| 9 | -0.015022 | -0.1041 | 0.458771 |
| 10 | -0.219628 | -1.5216 | 0.067332 |
| 11 | 0.056163 | 0.3891 | 0.349458 |
| 12 | -0.118233 | -0.8191 | 0.208376 |
| 13 | -0.175121 | -1.2133 | 0.115481 |
| 14 | 0.127592 | 0.884 | 0.190557 |
| 15 | -0.035916 | -0.2488 | 0.402275 |
| 16 | -0.151682 | -1.0509 | 0.149287 |
| 17 | 0.166927 | 1.1565 | 0.1266 |
| 18 | -0.12446 | -0.8623 | 0.196409 |
| 19 | -0.011277 | -0.0781 | 0.469024 |
| 20 | 0.132724 | 0.9195 | 0.181205 |
| 21 | -0.059834 | -0.4145 | 0.340162 |
| 22 | -0.159382 | -1.1042 | 0.137498 |
| 23 | 0.345176 | 2.3914 | 0.010375 |
| 24 | -0.279458 | -1.9361 | 0.029375 |
| 25 | 0.08102 | 0.5613 | 0.288593 |
| 26 | 0.121727 | 0.8434 | 0.201607 |
| 27 | -0.208561 | -1.445 | 0.077484 |
| 28 | 0.152472 | 1.0564 | 0.148047 |
| 29 | 0.052151 | 0.3613 | 0.359725 |
| 30 | -0.139938 | -0.9695 | 0.168573 |
| 31 | 0.137025 | 0.9493 | 0.173603 |
| 32 | -0.052601 | -0.3644 | 0.35857 |
| 33 | -0.001143 | -0.0079 | 0.496858 |
| 34 | 0.079029 | 0.5475 | 0.293276 |
| 35 | -0.072878 | -0.5049 | 0.307965 |
| 36 | -0.043251 | -0.2997 | 0.382868 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.349017 | -2.4181 | 0.009724 |
| 2 | -0.041718 | -0.289 | 0.386901 |
| 3 | 0.452895 | 3.1377 | 0.001454 |
| 4 | -0.038271 | -0.2651 | 0.396016 |
| 5 | -0.090573 | -0.6275 | 0.26665 |
| 6 | 0.118565 | 0.8214 | 0.207728 |
| 7 | -0.192855 | -1.3361 | 0.093902 |
| 8 | -0.141556 | -0.9807 | 0.165822 |
| 9 | -0.020957 | -0.1452 | 0.442583 |
| 10 | 0.006342 | 0.0439 | 0.482568 |
| 11 | -0.172812 | -1.1973 | 0.118539 |
| 12 | -0.162374 | -1.125 | 0.1331 |
| 13 | -0.105345 | -0.7298 | 0.234515 |
| 14 | 0.040949 | 0.2837 | 0.388928 |
| 15 | 0.170678 | 1.1825 | 0.121417 |
| 16 | -0.065491 | -0.4537 | 0.326033 |
| 17 | -0.026031 | -0.1803 | 0.42882 |
| 18 | -0.099232 | -0.6875 | 0.247539 |
| 19 | -0.052656 | -0.3648 | 0.358428 |
| 20 | -0.021839 | -0.1513 | 0.440184 |
| 21 | 0.112134 | 0.7769 | 0.220519 |
| 22 | -0.273879 | -1.8975 | 0.031894 |
| 23 | 0.112617 | 0.7802 | 0.219542 |
| 24 | -0.096885 | -0.6712 | 0.252642 |
| 25 | -0.020073 | -0.1391 | 0.444988 |
| 26 | -0.042416 | -0.2939 | 0.385063 |
| 27 | 0.07275 | 0.504 | 0.308274 |
| 28 | 0.048633 | 0.3369 | 0.368816 |
| 29 | -0.096212 | -0.6666 | 0.254118 |
| 30 | 0.065196 | 0.4517 | 0.326763 |
| 31 | -0.060286 | -0.4177 | 0.339025 |
| 32 | -0.040671 | -0.2818 | 0.389663 |
| 33 | 0.041368 | 0.2866 | 0.387824 |
| 34 | 0.01475 | 0.1022 | 0.459516 |
| 35 | -0.068422 | -0.474 | 0.318809 |
| 36 | -0.145849 | -1.0105 | 0.158668 |
