| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.536357 | -4.0848 | 6.9e-05 |
| 2 | 0.303201 | 2.3091 | 0.01226 |
| 3 | -0.176373 | -1.3432 | 0.092217 |
| 4 | -0.04064 | -0.3095 | 0.379023 |
| 5 | 0.044519 | 0.339 | 0.367899 |
| 6 | -0.01859 | -0.1416 | 0.443954 |
| 7 | -0.011706 | -0.0892 | 0.464634 |
| 8 | 0.070871 | 0.5397 | 0.295721 |
| 9 | 0.121744 | 0.9272 | 0.17884 |
| 10 | -0.087676 | -0.6677 | 0.25348 |
| 11 | 0.195947 | 1.4923 | 0.070522 |
| 12 | -0.382261 | -2.9112 | 0.002551 |
| 13 | 0.200165 | 1.5244 | 0.06642 |
| 14 | -0.23103 | -1.7595 | 0.041885 |
| 15 | 0.1028 | 0.7829 | 0.218435 |
| 16 | 0.054797 | 0.4173 | 0.338992 |
| 17 | -0.069798 | -0.5316 | 0.298528 |
| 18 | 0.163296 | 1.2436 | 0.10932 |
| 19 | -0.149326 | -1.1372 | 0.130058 |
| 20 | 0.0559 | 0.4257 | 0.335942 |
| 21 | -0.085017 | -0.6475 | 0.259941 |
| 22 | -0.028197 | -0.2147 | 0.415362 |
| 23 | 0.017273 | 0.1315 | 0.447899 |
| 24 | -0.034708 | -0.2643 | 0.396231 |
| 25 | 0.056282 | 0.4286 | 0.334891 |
| 26 | 0.092772 | 0.7065 | 0.241344 |
| 27 | 0.00357 | 0.0272 | 0.489202 |
| 28 | -0.050043 | -0.3811 | 0.352254 |
| 29 | -0.028759 | -0.219 | 0.413702 |
| 30 | -0.067929 | -0.5173 | 0.303446 |
| 31 | 0.10092 | 0.7686 | 0.22263 |
| 32 | -0.090864 | -0.692 | 0.245849 |
| 33 | 0.075409 | 0.5743 | 0.283992 |
| 34 | 0.03365 | 0.2563 | 0.399325 |
| 35 | -0.117271 | -0.8931 | 0.187745 |
| 36 | 0.201809 | 1.5369 | 0.064874 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.536357 | -4.0848 | 6.9e-05 |
| 2 | 0.021791 | 0.166 | 0.434386 |
| 3 | -0.007872 | -0.06 | 0.4762 |
| 4 | -0.200473 | -1.5268 | 0.066129 |
| 5 | -0.067872 | -0.5169 | 0.303597 |
| 6 | 0.031628 | 0.2409 | 0.405252 |
| 7 | -0.053552 | -0.4078 | 0.342446 |
| 8 | 0.03264 | 0.2486 | 0.402282 |
| 9 | 0.288126 | 2.1943 | 0.016116 |
| 10 | 0.100161 | 0.7628 | 0.224337 |
| 11 | 0.209842 | 1.5981 | 0.057726 |
| 12 | -0.208695 | -1.5894 | 0.058706 |
| 13 | -0.157529 | -1.1997 | 0.117565 |
| 14 | -0.196089 | -1.4934 | 0.070381 |
| 15 | -0.19235 | -1.4649 | 0.074175 |
| 16 | -0.024524 | -0.1868 | 0.426246 |
| 17 | -0.098574 | -0.7507 | 0.227929 |
| 18 | 0.069001 | 0.5255 | 0.300622 |
| 19 | -0.036401 | -0.2772 | 0.391298 |
| 20 | -0.013466 | -0.1026 | 0.459336 |
| 21 | 0.099527 | 0.758 | 0.225768 |
| 22 | 0.033736 | 0.2569 | 0.399072 |
| 23 | 0.177202 | 1.3495 | 0.091206 |
| 24 | -0.083302 | -0.6344 | 0.264154 |
| 25 | -0.039588 | -0.3015 | 0.382058 |
| 26 | 0.048007 | 0.3656 | 0.357993 |
| 27 | 0.047986 | 0.3655 | 0.358051 |
| 28 | -0.01406 | -0.1071 | 0.45755 |
| 29 | -0.172799 | -1.316 | 0.096677 |
| 30 | -0.032527 | -0.2477 | 0.402615 |
| 31 | 0.007498 | 0.0571 | 0.477329 |
| 32 | -0.057259 | -0.4361 | 0.332201 |
| 33 | -0.015175 | -0.1156 | 0.454197 |
| 34 | 0.041098 | 0.313 | 0.377706 |
| 35 | -0.139421 | -1.0618 | 0.146364 |
| 36 | -0.036544 | -0.2783 | 0.390882 |
