| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.638609 | -4.9052 | 4e-06 |
| 2 | 0.37604 | 2.8884 | 0.002703 |
| 3 | -0.249426 | -1.9159 | 0.030115 |
| 4 | 0.052707 | 0.4048 | 0.343527 |
| 5 | -0.001724 | -0.0132 | 0.494739 |
| 6 | -0.03969 | -0.3049 | 0.380772 |
| 7 | -0.00619 | -0.0475 | 0.481121 |
| 8 | -0.001297 | -0.01 | 0.496043 |
| 9 | 0.109139 | 0.8383 | 0.20262 |
| 10 | -0.080325 | -0.617 | 0.269808 |
| 11 | 0.142751 | 1.0965 | 0.138659 |
| 12 | -0.194012 | -1.4902 | 0.070744 |
| 13 | 0.125576 | 0.9646 | 0.169349 |
| 14 | -0.158247 | -1.2155 | 0.114505 |
| 15 | 0.072243 | 0.5549 | 0.290527 |
| 16 | 0.086737 | 0.6662 | 0.253927 |
| 17 | -0.13364 | -1.0265 | 0.154422 |
| 18 | 0.195781 | 1.5038 | 0.068981 |
| 19 | -0.179845 | -1.3814 | 0.08618 |
| 20 | 0.097394 | 0.7481 | 0.228686 |
| 21 | -0.081336 | -0.6248 | 0.26727 |
| 22 | 0.008506 | 0.0653 | 0.474062 |
| 23 | -0.01256 | -0.0965 | 0.461734 |
| 24 | -0.037254 | -0.2862 | 0.38788 |
| 25 | 0.097538 | 0.7492 | 0.228357 |
| 26 | -0.030141 | -0.2315 | 0.408858 |
| 27 | 0.053619 | 0.4119 | 0.340968 |
| 28 | -0.029358 | -0.2255 | 0.411184 |
| 29 | -0.047954 | -0.3683 | 0.356967 |
| 30 | -0.004345 | -0.0334 | 0.486744 |
| 31 | 0.062729 | 0.4818 | 0.315854 |
| 32 | -0.077433 | -0.5948 | 0.277134 |
| 33 | 0.066926 | 0.5141 | 0.304561 |
| 34 | 0.02046 | 0.1572 | 0.437829 |
| 35 | -0.107565 | -0.8262 | 0.206003 |
| 36 | 0.152176 | 1.1689 | 0.123575 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.638609 | -4.9052 | 4e-06 |
| 2 | -0.053668 | -0.4122 | 0.340831 |
| 3 | -0.051938 | -0.3989 | 0.345688 |
| 4 | -0.196419 | -1.5087 | 0.068353 |
| 5 | -0.084812 | -0.6515 | 0.258642 |
| 6 | -0.073322 | -0.5632 | 0.287718 |
| 7 | -0.15185 | -1.1664 | 0.124076 |
| 8 | -0.119501 | -0.9179 | 0.181204 |
| 9 | 0.128107 | 0.984 | 0.164564 |
| 10 | 0.058358 | 0.4483 | 0.327805 |
| 11 | 0.137443 | 1.0557 | 0.147699 |
| 12 | -0.018303 | -0.1406 | 0.444336 |
| 13 | -0.034761 | -0.267 | 0.395198 |
| 14 | -0.115994 | -0.891 | 0.188282 |
| 15 | -0.125396 | -0.9632 | 0.169693 |
| 16 | 0.176929 | 1.359 | 0.089657 |
| 17 | 0.001937 | 0.0149 | 0.494091 |
| 18 | 0.058034 | 0.4458 | 0.328699 |
| 19 | 0.000336 | 0.0026 | 0.498974 |
| 20 | -0.113887 | -0.8748 | 0.19262 |
| 21 | -0.094383 | -0.725 | 0.235668 |
| 22 | -0.059642 | -0.4581 | 0.324276 |
| 23 | 0.013267 | 0.1019 | 0.459588 |
| 24 | -0.120907 | -0.9287 | 0.178413 |
| 25 | 0.009085 | 0.0698 | 0.472301 |
| 26 | 0.044216 | 0.3396 | 0.367672 |
| 27 | -0.032572 | -0.2502 | 0.401656 |
| 28 | 0.063936 | 0.4911 | 0.312588 |
| 29 | -0.05802 | -0.4457 | 0.328737 |
| 30 | -0.033388 | -0.2565 | 0.399246 |
| 31 | 0.103758 | 0.797 | 0.214328 |
| 32 | 0.047075 | 0.3616 | 0.359477 |
| 33 | 0.015585 | 0.1197 | 0.45256 |
| 34 | 0.078435 | 0.6025 | 0.274584 |
| 35 | -0.103951 | -0.7985 | 0.213901 |
| 36 | -0.074917 | -0.5754 | 0.283589 |
