| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.512617 | -3.0327 | 0.002272 |
| 2 | 0.213605 | 1.2637 | 0.107345 |
| 3 | -0.064657 | -0.3825 | 0.352196 |
| 4 | -0.080713 | -0.4775 | 0.317986 |
| 5 | -0.097427 | -0.5764 | 0.284022 |
| 6 | 0.128605 | 0.7608 | 0.225926 |
| 7 | -0.078537 | -0.4646 | 0.322536 |
| 8 | 0.129198 | 0.7643 | 0.224892 |
| 9 | -0.103788 | -0.614 | 0.271588 |
| 10 | 0.122388 | 0.7241 | 0.236921 |
| 11 | -0.019134 | -0.1132 | 0.455261 |
| 12 | -0.249457 | -1.4758 | 0.074468 |
| 13 | 0.084299 | 0.4987 | 0.310549 |
| 14 | -0.064402 | -0.381 | 0.352751 |
| 15 | -0.047771 | -0.2826 | 0.389568 |
| 16 | 0.167161 | 0.9889 | 0.164741 |
| 17 | -0.07707 | -0.456 | 0.325621 |
| 18 | 0.079883 | 0.4726 | 0.319719 |
| 19 | -0.053979 | -0.3193 | 0.375682 |
| 20 | -0.077525 | -0.4586 | 0.324663 |
| 21 | 0.159063 | 0.941 | 0.17657 |
| 22 | -0.252322 | -1.4928 | 0.07223 |
| 23 | 0.252302 | 1.4926 | 0.072246 |
| 24 | -0.104118 | -0.616 | 0.27095 |
| 25 | 0.068919 | 0.4077 | 0.342977 |
| 26 | 0.005688 | 0.0336 | 0.486674 |
| 27 | 0.112534 | 0.6658 | 0.254965 |
| 28 | -0.219687 | -1.2997 | 0.101102 |
| 29 | 0.143761 | 0.8505 | 0.200414 |
| 30 | -0.097918 | -0.5793 | 0.283051 |
| 31 | 0.003527 | 0.0209 | 0.491736 |
| 32 | 0.064786 | 0.3833 | 0.351916 |
| 33 | -0.026656 | -0.1577 | 0.437801 |
| 34 | -0.00794 | -0.047 | 0.4814 |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.512617 | -3.0327 | 0.002272 |
| 2 | -0.066698 | -0.3946 | 0.34777 |
| 3 | 0.024461 | 0.1447 | 0.442884 |
| 4 | -0.125471 | -0.7423 | 0.231431 |
| 5 | -0.277016 | -1.6388 | 0.055102 |
| 6 | -0.030701 | -0.1816 | 0.42846 |
| 7 | 0.019671 | 0.1164 | 0.454011 |
| 8 | 0.090509 | 0.5355 | 0.29786 |
| 9 | -0.071954 | -0.4257 | 0.336472 |
| 10 | 0.045176 | 0.2673 | 0.395416 |
| 11 | 0.16241 | 0.9608 | 0.171614 |
| 12 | -0.286171 | -1.693 | 0.049669 |
| 13 | -0.309132 | -1.8289 | 0.037977 |
| 14 | -0.131339 | -0.777 | 0.221186 |
| 15 | -0.102985 | -0.6093 | 0.273142 |
| 16 | -0.044391 | -0.2626 | 0.397191 |
| 17 | -0.171942 | -1.0172 | 0.158014 |
| 18 | -0.018862 | -0.1116 | 0.455892 |
| 19 | 0.020069 | 0.1187 | 0.453083 |
| 20 | -0.169271 | -1.0014 | 0.161748 |
| 21 | 0.062953 | 0.3724 | 0.355907 |
| 22 | -0.122757 | -0.7262 | 0.23626 |
| 23 | 0.1005 | 0.5946 | 0.277978 |
| 24 | -0.110064 | -0.6511 | 0.259602 |
| 25 | -0.122328 | -0.7237 | 0.23703 |
| 26 | -0.059332 | -0.351 | 0.363842 |
| 27 | 0.094569 | 0.5595 | 0.2897 |
| 28 | -0.096694 | -0.572 | 0.285472 |
| 29 | -0.199599 | -1.1808 | 0.122813 |
| 30 | 0.049612 | 0.2935 | 0.385433 |
| 31 | -0.060791 | -0.3596 | 0.360638 |
| 32 | -0.070811 | -0.4189 | 0.338916 |
| 33 | -0.083821 | -0.4959 | 0.311534 |
| 34 | -0.155635 | -0.9207 | 0.181743 |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
