| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.426481 | -4.4116 | 1.2e-05 |
| 2 | -0.158854 | -1.6432 | 0.051639 |
| 3 | 0.20712 | 2.1425 | 0.017212 |
| 4 | -0.039466 | -0.4082 | 0.341955 |
| 5 | -0.092713 | -0.959 | 0.169852 |
| 6 | 0.014051 | 0.1453 | 0.442355 |
| 7 | -0.020691 | -0.214 | 0.415465 |
| 8 | -0.016101 | -0.1666 | 0.434018 |
| 9 | 0.075941 | 0.7855 | 0.216936 |
| 10 | -0.058026 | -0.6002 | 0.274811 |
| 11 | -0.07833 | -0.8103 | 0.209797 |
| 12 | 0.304214 | 3.1468 | 0.001069 |
| 13 | -0.270758 | -2.8007 | 0.003026 |
| 14 | 0.067179 | 0.6949 | 0.244311 |
| 15 | 0.143503 | 1.4844 | 0.070321 |
| 16 | -0.212167 | -2.1947 | 0.015174 |
| 17 | 0.096498 | 0.9982 | 0.16022 |
| 18 | 0.015024 | 0.1554 | 0.438395 |
| 19 | -0.014993 | -0.1551 | 0.438524 |
| 20 | -0.134613 | -1.3924 | 0.083338 |
| 21 | 0.144238 | 1.492 | 0.06932 |
| 22 | -0.031061 | -0.3213 | 0.374305 |
| 23 | -0.057003 | -0.5896 | 0.278336 |
| 24 | 0.0955 | 0.9879 | 0.162726 |
| 25 | -0.024034 | -0.2486 | 0.402071 |
| 26 | 0.035098 | 0.3631 | 0.35864 |
| 27 | -0.004936 | -0.0511 | 0.479687 |
| 28 | -0.105099 | -1.0872 | 0.139706 |
| 29 | 0.141314 | 1.4618 | 0.073369 |
| 30 | -0.056533 | -0.5848 | 0.279962 |
| 31 | -0.128349 | -1.3277 | 0.093559 |
| 32 | 0.065744 | 0.6801 | 0.248968 |
| 33 | 0.055114 | 0.5701 | 0.2849 |
| 34 | -0.021452 | -0.2219 | 0.412405 |
| 35 | -0.094589 | -0.9784 | 0.165033 |
| 36 | 0.176086 | 1.8214 | 0.035666 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.426481 | -4.4116 | 1.2e-05 |
| 2 | -0.416495 | -4.3083 | 1.8e-05 |
| 3 | -0.098304 | -1.0169 | 0.155757 |
| 4 | -0.034919 | -0.3612 | 0.35933 |
| 5 | -0.075334 | -0.7793 | 0.218774 |
| 6 | -0.118544 | -1.2262 | 0.111402 |
| 7 | -0.169182 | -1.75 | 0.04149 |
| 8 | -0.168445 | -1.7424 | 0.042155 |
| 9 | -0.038795 | -0.4013 | 0.344502 |
| 10 | -0.062719 | -0.6488 | 0.258937 |
| 11 | -0.188232 | -1.9471 | 0.027073 |
| 12 | 0.189748 | 1.9628 | 0.026135 |
| 13 | -0.082031 | -0.8485 | 0.199016 |
| 14 | 0.046071 | 0.4766 | 0.317322 |
| 15 | 0.110299 | 1.1409 | 0.128221 |
| 16 | -0.077899 | -0.8058 | 0.211074 |
| 17 | 0.062275 | 0.6442 | 0.260419 |
| 18 | 0.006498 | 0.0672 | 0.473269 |
| 19 | 0.101353 | 1.0484 | 0.148407 |
| 20 | -0.136921 | -1.4163 | 0.079794 |
| 21 | -0.030709 | -0.3177 | 0.375682 |
| 22 | -0.04384 | -0.4535 | 0.325558 |
| 23 | -0.029497 | -0.3051 | 0.380434 |
| 24 | -0.047925 | -0.4957 | 0.310547 |
| 25 | 0.062282 | 0.6443 | 0.260395 |
| 26 | 0.064568 | 0.6679 | 0.252818 |
| 27 | 0.012785 | 0.1323 | 0.447517 |
| 28 | -0.013753 | -0.1423 | 0.443571 |
| 29 | 0.030129 | 0.3117 | 0.377956 |
| 30 | 0.058731 | 0.6075 | 0.272398 |
| 31 | -0.131588 | -1.3612 | 0.088163 |
| 32 | -0.034746 | -0.3594 | 0.359998 |
| 33 | -0.093307 | -0.9652 | 0.168317 |
| 34 | 0.034596 | 0.3579 | 0.360574 |
| 35 | -0.107475 | -1.1117 | 0.134373 |
| 36 | 0.022464 | 0.2324 | 0.408349 |
