| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.617592 | -3.6537 | 0.00042 |
| 2 | -0.010299 | -0.0609 | 0.475882 |
| 3 | 0.379309 | 2.244 | 0.015629 |
| 4 | -0.310262 | -1.8355 | 0.037468 |
| 5 | 0.02663 | 0.1575 | 0.437859 |
| 6 | 0.195076 | 1.1541 | 0.128143 |
| 7 | -0.245101 | -1.45 | 0.077976 |
| 8 | 0.152743 | 0.9036 | 0.186183 |
| 9 | -0.137521 | -0.8136 | 0.210691 |
| 10 | 0.11255 | 0.6659 | 0.254935 |
| 11 | 0.003651 | 0.0216 | 0.491445 |
| 12 | -0.152439 | -0.9018 | 0.186652 |
| 13 | 0.156553 | 0.9262 | 0.180348 |
| 14 | -0.088459 | -0.5233 | 0.30202 |
| 15 | 0.043122 | 0.2551 | 0.400065 |
| 16 | -0.014042 | -0.0831 | 0.467133 |
| 17 | -0.001602 | -0.0095 | 0.496245 |
| 18 | 0.025407 | 0.1503 | 0.440691 |
| 19 | -0.083755 | -0.4955 | 0.311672 |
| 20 | 0.122849 | 0.7268 | 0.236095 |
| 21 | 0.000497 | 0.0029 | 0.498834 |
| 22 | -0.228274 | -1.3505 | 0.092764 |
| 23 | 0.347509 | 2.0559 | 0.023656 |
| 24 | -0.235247 | -1.3917 | 0.086392 |
| 25 | 0.014746 | 0.0872 | 0.46549 |
| 26 | 0.150787 | 0.8921 | 0.189224 |
| 27 | -0.126011 | -0.7455 | 0.230476 |
| 28 | -0.041662 | -0.2465 | 0.403377 |
| 29 | 0.15569 | 0.9211 | 0.181658 |
| 30 | -0.135158 | -0.7996 | 0.214667 |
| 31 | 0.03116 | 0.1843 | 0.427404 |
| 32 | 0.02483 | 0.1469 | 0.442029 |
| 33 | -0.039559 | -0.234 | 0.40816 |
| 34 | 0.023875 | 0.1412 | 0.444243 |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.617592 | -3.6537 | 0.00042 |
| 2 | -0.633255 | -3.7464 | 0.000323 |
| 3 | -0.059841 | -0.354 | 0.362722 |
| 4 | 0.115426 | 0.6829 | 0.249593 |
| 5 | 0.023884 | 0.1413 | 0.444222 |
| 6 | 0.053659 | 0.3175 | 0.376394 |
| 7 | -0.094967 | -0.5618 | 0.288906 |
| 8 | 0.013037 | 0.0771 | 0.469481 |
| 9 | -0.344796 | -2.0398 | 0.024485 |
| 10 | -0.185048 | -1.0948 | 0.14055 |
| 11 | 0.070669 | 0.4181 | 0.33922 |
| 12 | 0.041268 | 0.2441 | 0.404272 |
| 13 | -0.065435 | -0.3871 | 0.350507 |
| 14 | -0.297922 | -1.7625 | 0.043355 |
| 15 | 0.035698 | 0.2112 | 0.41698 |
| 16 | -0.013405 | -0.0793 | 0.468622 |
| 17 | -0.006479 | -0.0383 | 0.484822 |
| 18 | -0.030986 | -0.1833 | 0.427805 |
| 19 | -0.156735 | -0.9273 | 0.180071 |
| 20 | -0.012589 | -0.0745 | 0.470526 |
| 21 | 0.0685 | 0.4052 | 0.34388 |
| 22 | -0.190764 | -1.1286 | 0.133377 |
| 23 | 0.018235 | 0.1079 | 0.457354 |
| 24 | 0.03491 | 0.2065 | 0.418786 |
| 25 | 0.081152 | 0.4801 | 0.317072 |
| 26 | -0.111324 | -0.6586 | 0.25723 |
| 27 | 0.069239 | 0.4096 | 0.34229 |
| 28 | 0.014652 | 0.0867 | 0.46571 |
| 29 | -0.039394 | -0.2331 | 0.408537 |
| 30 | -0.090464 | -0.5352 | 0.297951 |
| 31 | -0.170301 | -1.0075 | 0.160301 |
| 32 | 0.085986 | 0.5087 | 0.307078 |
| 33 | -0.014113 | -0.0835 | 0.466968 |
| 34 | -0.050397 | -0.2982 | 0.383675 |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
