| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.290109 | -2.643 | 0.00491 |
| 2 | -0.158895 | -1.4476 | 0.075748 |
| 3 | -0.014109 | -0.1285 | 0.449016 |
| 4 | -0.10311 | -0.9394 | 0.175132 |
| 5 | 0.071673 | 0.653 | 0.25779 |
| 6 | 0.023074 | 0.2102 | 0.417008 |
| 7 | -0.02749 | -0.2504 | 0.40143 |
| 8 | -0.032432 | -0.2955 | 0.384186 |
| 9 | 0.073743 | 0.6718 | 0.251777 |
| 10 | 0.034449 | 0.3138 | 0.377213 |
| 11 | 0.162874 | 1.4839 | 0.070818 |
| 12 | -0.356604 | -3.2488 | 0.000837 |
| 13 | 0.040685 | 0.3707 | 0.355917 |
| 14 | 0.001229 | 0.0112 | 0.495547 |
| 15 | -0.026933 | -0.2454 | 0.403388 |
| 16 | 0.136548 | 1.244 | 0.108499 |
| 17 | 0.104695 | 0.9538 | 0.171473 |
| 18 | -0.034824 | -0.3173 | 0.375921 |
| 19 | -0.23589 | -2.1491 | 0.017271 |
| 20 | 0.114408 | 1.0423 | 0.150148 |
| 21 | 0.126137 | 1.1492 | 0.126895 |
| 22 | -0.13335 | -1.2149 | 0.113929 |
| 23 | 0.01675 | 0.1526 | 0.439544 |
| 24 | -0.009189 | -0.0837 | 0.466742 |
| 25 | 0.034208 | 0.3116 | 0.378045 |
| 26 | 0.067643 | 0.6163 | 0.269707 |
| 27 | 0.043665 | 0.3978 | 0.345896 |
| 28 | -0.091005 | -0.8291 | 0.204713 |
| 29 | -0.107982 | -0.9838 | 0.164046 |
| 30 | -0.026955 | -0.2456 | 0.40331 |
| 31 | 0.080392 | 0.7324 | 0.232992 |
| 32 | 0.00761 | 0.0693 | 0.472447 |
| 33 | -0.093633 | -0.853 | 0.198048 |
| 34 | 0.239778 | 2.1845 | 0.015874 |
| 35 | -0.149554 | -1.3625 | 0.088362 |
| 36 | -0.088923 | -0.8101 | 0.210091 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.290109 | -2.643 | 0.00491 |
| 2 | -0.265395 | -2.4179 | 0.008901 |
| 3 | -0.175529 | -1.5991 | 0.056794 |
| 4 | -0.257275 | -2.3439 | 0.010737 |
| 5 | -0.130995 | -1.1934 | 0.118052 |
| 6 | -0.107451 | -0.9789 | 0.165232 |
| 7 | -0.113485 | -1.0339 | 0.152094 |
| 8 | -0.148776 | -1.3554 | 0.089481 |
| 9 | -0.030586 | -0.2787 | 0.390603 |
| 10 | 0.018963 | 0.1728 | 0.43163 |
| 11 | 0.273648 | 2.4931 | 0.007326 |
| 12 | -0.189587 | -1.7272 | 0.043924 |
| 13 | -0.053718 | -0.4894 | 0.312926 |
| 14 | -0.168139 | -1.5318 | 0.064684 |
| 15 | -0.183057 | -1.6677 | 0.04957 |
| 16 | -0.13587 | -1.2378 | 0.109634 |
| 17 | 0.104728 | 0.9541 | 0.171397 |
| 18 | 0.110901 | 1.0104 | 0.157631 |
| 19 | -0.199887 | -1.8211 | 0.036101 |
| 20 | -0.083581 | -0.7615 | 0.224272 |
| 21 | 0.169566 | 1.5448 | 0.063097 |
| 22 | -0.0483 | -0.44 | 0.330528 |
| 23 | 0.107982 | 0.9838 | 0.164045 |
| 24 | -0.044933 | -0.4094 | 0.341666 |
| 25 | 0.068952 | 0.6282 | 0.265806 |
| 26 | -0.037044 | -0.3375 | 0.3683 |
| 27 | 0.045784 | 0.4171 | 0.338836 |
| 28 | 0.041819 | 0.381 | 0.352091 |
| 29 | 0.031575 | 0.2877 | 0.38716 |
| 30 | -0.050404 | -0.4592 | 0.323645 |
| 31 | -0.163158 | -1.4864 | 0.070476 |
| 32 | -0.155358 | -1.4154 | 0.080349 |
| 33 | -0.179895 | -1.6389 | 0.052507 |
| 34 | 0.049783 | 0.4535 | 0.325669 |
| 35 | -0.001615 | -0.0147 | 0.494147 |
| 36 | -0.164238 | -1.4963 | 0.069186 |
