| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.629558 | -4.316 | 4.1e-05 |
| 2 | 0.04186 | 0.287 | 0.387695 |
| 3 | 0.359801 | 2.4667 | 0.00867 |
| 4 | -0.335887 | -2.3027 | 0.012884 |
| 5 | 0.085139 | 0.5837 | 0.281112 |
| 6 | 0.165606 | 1.1353 | 0.130996 |
| 7 | -0.289548 | -1.985 | 0.026496 |
| 8 | 0.244075 | 1.6733 | 0.050457 |
| 9 | -0.144049 | -0.9875 | 0.164215 |
| 10 | -0.039458 | -0.2705 | 0.393975 |
| 11 | 0.194516 | 1.3335 | 0.094392 |
| 12 | -0.223969 | -1.5355 | 0.065688 |
| 13 | 0.090548 | 0.6208 | 0.268876 |
| 14 | 0.035579 | 0.2439 | 0.404178 |
| 15 | -0.01988 | -0.1363 | 0.446086 |
| 16 | -0.073651 | -0.5049 | 0.307984 |
| 17 | 0.113305 | 0.7768 | 0.220591 |
| 18 | -0.044516 | -0.3052 | 0.380785 |
| 19 | -0.07218 | -0.4948 | 0.31151 |
| 20 | 0.119821 | 0.8215 | 0.207768 |
| 21 | 0.020017 | 0.1372 | 0.445719 |
| 22 | -0.273796 | -1.8771 | 0.033363 |
| 23 | 0.390765 | 2.6789 | 0.005073 |
| 24 | -0.273556 | -1.8754 | 0.033479 |
| 25 | 0.037048 | 0.254 | 0.400307 |
| 26 | 0.152892 | 1.0482 | 0.14996 |
| 27 | -0.177979 | -1.2202 | 0.114245 |
| 28 | 0.04276 | 0.2931 | 0.38535 |
| 29 | 0.100633 | 0.6899 | 0.246822 |
| 30 | -0.150611 | -1.0325 | 0.153552 |
| 31 | 0.124968 | 0.8567 | 0.197969 |
| 32 | -0.060582 | -0.4153 | 0.339895 |
| 33 | -0.057626 | -0.3951 | 0.347291 |
| 34 | 0.149601 | 1.0256 | 0.155162 |
| 35 | -0.174029 | -1.1931 | 0.119413 |
| 36 | 0.068942 | 0.4726 | 0.319327 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.629558 | -4.316 | 4.1e-05 |
| 2 | -0.587225 | -4.0258 | 0.000103 |
| 3 | 0.080753 | 0.5536 | 0.291234 |
| 4 | 0.200103 | 1.3718 | 0.088314 |
| 5 | 0.054111 | 0.371 | 0.356165 |
| 6 | 0.068985 | 0.4729 | 0.319224 |
| 7 | -0.162601 | -1.1147 | 0.135315 |
| 8 | -0.006795 | -0.0466 | 0.481521 |
| 9 | -0.149118 | -1.0223 | 0.155935 |
| 10 | -0.188336 | -1.2912 | 0.10148 |
| 11 | 0.052434 | 0.3595 | 0.360428 |
| 12 | 0.067959 | 0.4659 | 0.321718 |
| 13 | 0.027489 | 0.1885 | 0.425666 |
| 14 | -0.168816 | -1.1573 | 0.12649 |
| 15 | 0.1396 | 0.957 | 0.17172 |
| 16 | -0.00879 | -0.0603 | 0.476101 |
| 17 | -0.058054 | -0.398 | 0.346218 |
| 18 | -0.009523 | -0.0653 | 0.47411 |
| 19 | -0.096526 | -0.6617 | 0.255682 |
| 20 | 0.03366 | 0.2308 | 0.40925 |
| 21 | 0.230795 | 1.5822 | 0.06015 |
| 22 | -0.2446 | -1.6769 | 0.050101 |
| 23 | -0.034738 | -0.2382 | 0.406399 |
| 24 | -0.016554 | -0.1135 | 0.455064 |
| 25 | 0.107195 | 0.7349 | 0.233027 |
| 26 | -0.014322 | -0.0982 | 0.461101 |
| 27 | 0.050957 | 0.3493 | 0.364195 |
| 28 | -0.047533 | -0.3259 | 0.372985 |
| 29 | -0.116392 | -0.7979 | 0.214457 |
| 30 | 0.03973 | 0.2724 | 0.393264 |
| 31 | -0.002583 | -0.0177 | 0.492973 |
| 32 | 0.005331 | 0.0365 | 0.485502 |
| 33 | -0.021146 | -0.145 | 0.442678 |
| 34 | -0.07591 | -0.5204 | 0.302609 |
| 35 | -0.116109 | -0.796 | 0.215017 |
| 36 | -0.106951 | -0.7332 | 0.233533 |
