| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.655201 | -7.4704 | 0 |
| 2 | 0.229338 | 2.6149 | 0.004991 |
| 3 | -0.07296 | -0.8319 | 0.203503 |
| 4 | -0.063623 | -0.7254 | 0.234752 |
| 5 | 0.085565 | 0.9756 | 0.16554 |
| 6 | -0.001337 | -0.0152 | 0.493929 |
| 7 | -0.020022 | -0.2283 | 0.409892 |
| 8 | -0.09005 | -1.0267 | 0.153227 |
| 9 | 0.208827 | 2.381 | 0.009359 |
| 10 | -0.201832 | -2.3012 | 0.011485 |
| 11 | 0.158178 | 1.8035 | 0.036812 |
| 12 | -0.1601 | -1.8254 | 0.035116 |
| 13 | 0.114646 | 1.3072 | 0.096733 |
| 14 | -0.054645 | -0.6231 | 0.267171 |
| 15 | 0.088397 | 1.0079 | 0.157692 |
| 16 | -0.104944 | -1.1965 | 0.11683 |
| 17 | 0.02349 | 0.2678 | 0.394626 |
| 18 | 0.076347 | 0.8705 | 0.192819 |
| 19 | -0.068044 | -0.7758 | 0.219633 |
| 20 | -0.042887 | -0.489 | 0.312837 |
| 21 | 0.127348 | 1.452 | 0.074457 |
| 22 | -0.234072 | -2.6688 | 0.004291 |
| 23 | 0.236462 | 2.6961 | 0.003972 |
| 24 | -0.039413 | -0.4494 | 0.326955 |
| 25 | -0.088616 | -1.0104 | 0.157097 |
| 26 | 0.119433 | 1.3617 | 0.087817 |
| 27 | -0.109796 | -1.2519 | 0.106434 |
| 28 | 0.037695 | 0.4298 | 0.33403 |
| 29 | 0.018374 | 0.2095 | 0.417196 |
| 30 | 0.003148 | 0.0359 | 0.485712 |
| 31 | -0.097393 | -1.1104 | 0.134428 |
| 32 | 0.159493 | 1.8185 | 0.035644 |
| 33 | -0.141272 | -1.6108 | 0.05483 |
| 34 | 0.077394 | 0.8824 | 0.189587 |
| 35 | -0.006641 | -0.0757 | 0.469879 |
| 36 | -0.076767 | -0.8753 | 0.19152 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.655201 | -7.4704 | 0 |
| 2 | -0.350353 | -3.9946 | 5.4e-05 |
| 3 | -0.198947 | -2.2683 | 0.012478 |
| 4 | -0.297173 | -3.3883 | 0.000466 |
| 5 | -0.257247 | -2.9331 | 0.001984 |
| 6 | -0.117333 | -1.3378 | 0.091649 |
| 7 | -0.073879 | -0.8424 | 0.20057 |
| 8 | -0.316536 | -3.6091 | 0.000219 |
| 9 | -0.066802 | -0.7617 | 0.22382 |
| 10 | -0.0728 | -0.83 | 0.204017 |
| 11 | -0.019955 | -0.2275 | 0.410187 |
| 12 | -0.181974 | -2.0748 | 0.019988 |
| 13 | -0.106639 | -1.2159 | 0.113118 |
| 14 | -0.125622 | -1.4323 | 0.077228 |
| 15 | -0.00327 | -0.0373 | 0.48516 |
| 16 | -0.059577 | -0.6793 | 0.249084 |
| 17 | -0.097624 | -1.1131 | 0.133863 |
| 18 | 0.034262 | 0.3906 | 0.348349 |
| 19 | 0.154957 | 1.7668 | 0.039806 |
| 20 | -0.123414 | -1.4071 | 0.080886 |
| 21 | 0.096038 | 1.095 | 0.137769 |
| 22 | -0.210968 | -2.4054 | 0.008781 |
| 23 | -0.20466 | -2.3335 | 0.010579 |
| 24 | -0.099793 | -1.1378 | 0.128644 |
| 25 | -0.075343 | -0.859 | 0.195949 |
| 26 | -0.017137 | -0.1954 | 0.422696 |
| 27 | 0.017095 | 0.1949 | 0.422883 |
| 28 | -0.027964 | -0.3188 | 0.375179 |
| 29 | 0.044542 | 0.5079 | 0.306205 |
| 30 | 0.061485 | 0.701 | 0.242268 |
| 31 | -0.005203 | -0.0593 | 0.476392 |
| 32 | -0.019233 | -0.2193 | 0.413385 |
| 33 | -0.032088 | -0.3659 | 0.357534 |
| 34 | -0.109186 | -1.2449 | 0.107702 |
| 35 | -0.040723 | -0.4643 | 0.3216 |
| 36 | -0.190874 | -2.1763 | 0.01567 |
