| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.432834 | -4.4773 | 9e-06 |
| 2 | 0.042751 | 0.4422 | 0.329612 |
| 3 | -0.017168 | -0.1776 | 0.42969 |
| 4 | 0.030316 | 0.3136 | 0.377219 |
| 5 | -0.425619 | -4.4026 | 1.3e-05 |
| 6 | 0.79802 | 8.2548 | 0 |
| 7 | -0.427778 | -4.425 | 1.2e-05 |
| 8 | 0.006343 | 0.0656 | 0.473903 |
| 9 | -0.024471 | -0.2531 | 0.400326 |
| 10 | 0.009192 | 0.0951 | 0.462212 |
| 11 | -0.352232 | -3.6435 | 0.000208 |
| 12 | 0.749244 | 7.7502 | 0 |
| 13 | -0.409192 | -4.2327 | 2.4e-05 |
| 14 | 0.000849 | 0.0088 | 0.496507 |
| 15 | -0.003145 | -0.0325 | 0.487053 |
| 16 | -0.007637 | -0.079 | 0.468591 |
| 17 | -0.378585 | -3.9161 | 7.9e-05 |
| 18 | 0.708926 | 7.3332 | 0 |
| 19 | -0.383275 | -3.9646 | 6.7e-05 |
| 20 | -0.00049 | -0.0051 | 0.497983 |
| 21 | -0.014709 | -0.1522 | 0.439676 |
| 22 | 0.042972 | 0.4445 | 0.328789 |
| 23 | -0.350992 | -3.6307 | 0.000218 |
| 24 | 0.696959 | 7.2094 | 0 |
| 25 | -0.338901 | -3.5056 | 0.000333 |
| 26 | 0.02694 | 0.2787 | 0.390517 |
| 27 | -0.021633 | -0.2238 | 0.411682 |
| 28 | 0.01207 | 0.1249 | 0.450437 |
| 29 | -0.328693 | -3.4 | 0.000474 |
| 30 | 0.624772 | 6.4627 | 0 |
| 31 | -0.3378 | -3.4942 | 0.000346 |
| 32 | 0.01948 | 0.2015 | 0.420344 |
| 33 | -0.004669 | -0.0483 | 0.480786 |
| 34 | 0.003923 | 0.0406 | 0.483855 |
| 35 | -0.287283 | -2.9717 | 0.001829 |
| 36 | 0.601399 | 6.2209 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.432834 | -4.4773 | 9e-06 |
| 2 | -0.177929 | -1.8405 | 0.034232 |
| 3 | -0.091985 | -0.9515 | 0.171747 |
| 4 | -0.011433 | -0.1183 | 0.453042 |
| 5 | -0.531036 | -5.4931 | 0 |
| 6 | 0.639721 | 6.6173 | 0 |
| 7 | -0.082749 | -0.856 | 0.196965 |
| 8 | -0.203415 | -2.1041 | 0.018854 |
| 9 | -0.129422 | -1.3388 | 0.091744 |
| 10 | -0.148065 | -1.5316 | 0.064287 |
| 11 | 0.026436 | 0.2735 | 0.392514 |
| 12 | 0.257021 | 2.6586 | 0.004525 |
| 13 | -0.042648 | -0.4412 | 0.329996 |
| 14 | -0.117487 | -1.2153 | 0.113464 |
| 15 | -0.050336 | -0.5207 | 0.301831 |
| 16 | -0.064658 | -0.6688 | 0.252522 |
| 17 | -0.252857 | -2.6156 | 0.005097 |
| 18 | 0.021094 | 0.2182 | 0.413846 |
| 19 | 0.040945 | 0.4235 | 0.336377 |
| 20 | -0.016195 | -0.1675 | 0.433637 |
| 21 | -0.136518 | -1.4122 | 0.080403 |
| 22 | 0.018852 | 0.195 | 0.42288 |
| 23 | -0.034076 | -0.3525 | 0.362584 |
| 24 | 0.068756 | 0.7112 | 0.239249 |
| 25 | 0.094609 | 0.9786 | 0.164981 |
| 26 | 0.051923 | 0.5371 | 0.296159 |
| 27 | -0.021659 | -0.224 | 0.411578 |
| 28 | -0.110707 | -1.1452 | 0.127349 |
| 29 | 0.00246 | 0.0254 | 0.489872 |
| 30 | -0.094768 | -0.9803 | 0.164577 |
| 31 | -0.056711 | -0.5866 | 0.279347 |
| 32 | 0.044403 | 0.4593 | 0.323471 |
| 33 | 0.023313 | 0.2411 | 0.404951 |
| 34 | -0.059318 | -0.6136 | 0.270395 |
| 35 | 0.006746 | 0.0698 | 0.472251 |
| 36 | 0.023663 | 0.2448 | 0.40355 |
