| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.34646 | -2.6612 | 0.005007 |
| 2 | -0.266035 | -2.0435 | 0.02274 |
| 3 | 0.175098 | 1.345 | 0.091894 |
| 4 | -0.20542 | -1.5779 | 0.059972 |
| 5 | 0.106049 | 0.8146 | 0.209294 |
| 6 | 0.117173 | 0.9 | 0.185884 |
| 7 | 0.060363 | 0.4637 | 0.322299 |
| 8 | -0.104745 | -0.8046 | 0.212152 |
| 9 | 0.079702 | 0.6122 | 0.271379 |
| 10 | -0.256059 | -1.9668 | 0.026956 |
| 11 | -0.167796 | -1.2889 | 0.101238 |
| 12 | 0.67856 | 5.2121 | 1e-06 |
| 13 | -0.239454 | -1.8393 | 0.035453 |
| 14 | -0.210675 | -1.6182 | 0.055474 |
| 15 | 0.134543 | 1.0334 | 0.152806 |
| 16 | -0.179759 | -1.3808 | 0.086281 |
| 17 | 0.117397 | 0.9017 | 0.185431 |
| 18 | 0.068236 | 0.5241 | 0.301075 |
| 19 | 0.055523 | 0.4265 | 0.335656 |
| 20 | -0.091518 | -0.703 | 0.242422 |
| 21 | 0.06533 | 0.5018 | 0.308836 |
| 22 | -0.217816 | -1.6731 | 0.049803 |
| 23 | -0.04867 | -0.3738 | 0.354931 |
| 24 | 0.423142 | 3.2502 | 0.000954 |
| 25 | -0.139377 | -1.0706 | 0.14436 |
| 26 | -0.118492 | -0.9102 | 0.183222 |
| 27 | -0.010103 | -0.0776 | 0.469204 |
| 28 | -0.038659 | -0.2969 | 0.383774 |
| 29 | 0.074711 | 0.5739 | 0.284119 |
| 30 | -0.001337 | -0.0103 | 0.49592 |
| 31 | 0.094151 | 0.7232 | 0.236212 |
| 32 | -0.078175 | -0.6005 | 0.275244 |
| 33 | -0.015396 | -0.1183 | 0.453132 |
| 34 | -0.045091 | -0.3464 | 0.365155 |
| 35 | -0.093677 | -0.7196 | 0.237321 |
| 36 | 0.275002 | 2.1123 | 0.01945 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.34646 | -2.6612 | 0.005007 |
| 2 | -0.438733 | -3.37 | 0.000665 |
| 3 | -0.15412 | -1.1838 | 0.120617 |
| 4 | -0.427924 | -3.2869 | 0.000854 |
| 5 | -0.262204 | -2.014 | 0.024287 |
| 6 | -0.231277 | -1.7765 | 0.040406 |
| 7 | 0.103195 | 0.7927 | 0.215578 |
| 8 | 0.057157 | 0.439 | 0.331122 |
| 9 | 0.43131 | 3.313 | 0.00079 |
| 10 | 0.000194 | 0.0015 | 0.499407 |
| 11 | -0.462337 | -3.5513 | 0.00038 |
| 12 | 0.179177 | 1.3763 | 0.086967 |
| 13 | 0.090335 | 0.6939 | 0.245242 |
| 14 | 0.01014 | 0.0779 | 0.469092 |
| 15 | -0.11053 | -0.849 | 0.199658 |
| 16 | -0.054275 | -0.4169 | 0.339135 |
| 17 | 0.055217 | 0.4241 | 0.336507 |
| 18 | -0.007407 | -0.0569 | 0.477411 |
| 19 | 0.066837 | 0.5134 | 0.3048 |
| 20 | -0.107866 | -0.8285 | 0.205354 |
| 21 | 0.04465 | 0.343 | 0.366422 |
| 22 | -0.021119 | -0.1622 | 0.435844 |
| 23 | 0.135237 | 1.0388 | 0.151574 |
| 24 | -0.10961 | -0.8419 | 0.201612 |
| 25 | 0.025097 | 0.1928 | 0.423898 |
| 26 | 0.063977 | 0.4914 | 0.312476 |
| 27 | -0.090452 | -0.6948 | 0.244962 |
| 28 | 0.037923 | 0.2913 | 0.385924 |
| 29 | -0.019403 | -0.149 | 0.441015 |
| 30 | -0.063744 | -0.4896 | 0.313108 |
| 31 | -0.050305 | -0.3864 | 0.350295 |
| 32 | 0.016933 | 0.1301 | 0.448479 |
| 33 | -0.124061 | -0.9529 | 0.172257 |
| 34 | 0.161331 | 1.2392 | 0.110087 |
| 35 | 0.019511 | 0.1499 | 0.440691 |
| 36 | 0.055809 | 0.4287 | 0.334859 |
