| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.629956 | -4.3645 | 3.4e-05 |
| 2 | 0.043128 | 0.2988 | 0.383192 |
| 3 | 0.359285 | 2.4892 | 0.008161 |
| 4 | -0.335303 | -2.323 | 0.01223 |
| 5 | 0.085225 | 0.5905 | 0.278828 |
| 6 | 0.166474 | 1.1534 | 0.127236 |
| 7 | -0.291164 | -2.0172 | 0.02464 |
| 8 | 0.245939 | 1.7039 | 0.047432 |
| 9 | -0.145443 | -1.0077 | 0.159335 |
| 10 | -0.038916 | -0.2696 | 0.394304 |
| 11 | 0.194559 | 1.3479 | 0.092002 |
| 12 | -0.224346 | -1.5543 | 0.063339 |
| 13 | 0.091756 | 0.6357 | 0.263994 |
| 14 | 0.034757 | 0.2408 | 0.405365 |
| 15 | -0.020438 | -0.1416 | 0.443994 |
| 16 | -0.072686 | -0.5036 | 0.30843 |
| 17 | 0.113042 | 0.7832 | 0.218686 |
| 18 | -0.044675 | -0.3095 | 0.379133 |
| 19 | -0.071877 | -0.498 | 0.310386 |
| 20 | 0.119056 | 0.8248 | 0.20677 |
| 21 | 0.020464 | 0.1418 | 0.443923 |
| 22 | -0.273164 | -1.8925 | 0.032229 |
| 23 | 0.390342 | 2.7044 | 0.00472 |
| 24 | -0.274316 | -1.9005 | 0.03169 |
| 25 | 0.038144 | 0.2643 | 0.396352 |
| 26 | 0.152187 | 1.0544 | 0.148493 |
| 27 | -0.178257 | -1.235 | 0.111421 |
| 28 | 0.043664 | 0.3025 | 0.381783 |
| 29 | 0.101039 | 0.7 | 0.243647 |
| 30 | -0.152766 | -1.0584 | 0.147586 |
| 31 | 0.127652 | 0.8844 | 0.190445 |
| 32 | -0.062035 | -0.4298 | 0.334637 |
| 33 | -0.057745 | -0.4001 | 0.345441 |
| 34 | 0.15024 | 1.0409 | 0.15157 |
| 35 | -0.17503 | -1.2126 | 0.1156 |
| 36 | 0.070117 | 0.4858 | 0.314665 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.629956 | -4.3645 | 3.4e-05 |
| 2 | -0.586443 | -4.063 | 8.9e-05 |
| 3 | 0.083274 | 0.5769 | 0.283338 |
| 4 | 0.204537 | 1.4171 | 0.08146 |
| 5 | 0.057052 | 0.3953 | 0.347199 |
| 6 | 0.072364 | 0.5014 | 0.309208 |
| 7 | -0.16334 | -1.1317 | 0.131701 |
| 8 | -0.007926 | -0.0549 | 0.478217 |
| 9 | -0.151098 | -1.0468 | 0.150209 |
| 10 | -0.188825 | -1.3082 | 0.098515 |
| 11 | 0.054 | 0.3741 | 0.354979 |
| 12 | 0.071455 | 0.4951 | 0.31141 |
| 13 | 0.034024 | 0.2357 | 0.407324 |
| 14 | -0.164878 | -1.1423 | 0.129496 |
| 15 | 0.139578 | 0.967 | 0.16919 |
| 16 | -0.012789 | -0.0886 | 0.464882 |
| 17 | -0.06064 | -0.4201 | 0.338133 |
| 18 | -0.00746 | -0.0517 | 0.479498 |
| 19 | -0.094835 | -0.657 | 0.257147 |
| 20 | 0.034214 | 0.237 | 0.406817 |
| 21 | 0.230712 | 1.5984 | 0.058256 |
| 22 | -0.240732 | -1.6678 | 0.05093 |
| 23 | -0.031665 | -0.2194 | 0.413642 |
| 24 | -0.019417 | -0.1345 | 0.446774 |
| 25 | 0.10288 | 0.7128 | 0.239717 |
| 26 | -0.013281 | -0.092 | 0.463536 |
| 27 | 0.053695 | 0.372 | 0.355761 |
| 28 | -0.046268 | -0.3206 | 0.374969 |
| 29 | -0.115432 | -0.7997 | 0.213903 |
| 30 | 0.041197 | 0.2854 | 0.388276 |
| 31 | -0.002518 | -0.0174 | 0.493078 |
| 32 | 0.004973 | 0.0345 | 0.48633 |
| 33 | -0.022701 | -0.1573 | 0.437844 |
| 34 | -0.07549 | -0.523 | 0.301686 |
| 35 | -0.114383 | -0.7925 | 0.215993 |
| 36 | -0.105788 | -0.7329 | 0.233586 |
