| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.501812 | -5.4971 | 0 |
| 2 | -0.025801 | -0.2826 | 0.388971 |
| 3 | 0.252191 | 2.7626 | 0.003319 |
| 4 | -0.152137 | -1.6666 | 0.049104 |
| 5 | -0.071349 | -0.7816 | 0.217999 |
| 6 | 0.085789 | 0.9398 | 0.174611 |
| 7 | -0.14416 | -1.5792 | 0.058462 |
| 8 | -0.010998 | -0.1205 | 0.452152 |
| 9 | 0.162215 | 1.777 | 0.039053 |
| 10 | -0.171789 | -1.8819 | 0.031139 |
| 11 | 0.03489 | 0.3822 | 0.351493 |
| 12 | 0.208817 | 2.2875 | 0.01196 |
| 13 | -0.174044 | -1.9066 | 0.029485 |
| 14 | 0.047851 | 0.5242 | 0.300558 |
| 15 | 0.152338 | 1.6688 | 0.048884 |
| 16 | -0.221047 | -2.4215 | 0.008478 |
| 17 | 0.156442 | 1.7137 | 0.044579 |
| 18 | -0.104198 | -1.1414 | 0.127981 |
| 19 | -0.009728 | -0.1066 | 0.457655 |
| 20 | -0.091301 | -1.0002 | 0.159624 |
| 21 | 0.168754 | 1.8486 | 0.033488 |
| 22 | -0.159002 | -1.7418 | 0.042055 |
| 23 | 0.069891 | 0.7656 | 0.222703 |
| 24 | 0.090043 | 0.9864 | 0.162967 |
| 25 | -0.017338 | -0.1899 | 0.424845 |
| 26 | -0.002865 | -0.0314 | 0.487508 |
| 27 | 0.036675 | 0.4018 | 0.344289 |
| 28 | -0.047291 | -0.5181 | 0.302688 |
| 29 | 0.005234 | 0.0573 | 0.477185 |
| 30 | 0.020054 | 0.2197 | 0.413246 |
| 31 | -0.177211 | -1.9412 | 0.027287 |
| 32 | 0.141282 | 1.5477 | 0.062168 |
| 33 | -0.009778 | -0.1071 | 0.457439 |
| 34 | -0.019148 | -0.2098 | 0.417108 |
| 35 | -0.063153 | -0.6918 | 0.245199 |
| 36 | 0.151655 | 1.6613 | 0.049632 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.501812 | -5.4971 | 0 |
| 2 | -0.371053 | -4.0647 | 4.3e-05 |
| 3 | 0.074771 | 0.8191 | 0.207184 |
| 4 | 0.068038 | 0.7453 | 0.228768 |
| 5 | -0.094307 | -1.0331 | 0.151822 |
| 6 | -0.118677 | -1.3 | 0.098039 |
| 7 | -0.237568 | -2.6024 | 0.005211 |
| 8 | -0.243229 | -2.6644 | 0.004386 |
| 9 | 0.032446 | 0.3554 | 0.361448 |
| 10 | -0.013734 | -0.1504 | 0.440332 |
| 11 | -0.086257 | -0.9449 | 0.173304 |
| 12 | 0.103808 | 1.1372 | 0.128869 |
| 13 | 0.045674 | 0.5003 | 0.308877 |
| 14 | 0.01135 | 0.1243 | 0.45063 |
| 15 | 0.133754 | 1.4652 | 0.072741 |
| 16 | -0.020259 | -0.2219 | 0.412375 |
| 17 | 0.111731 | 1.224 | 0.111683 |
| 18 | -0.066593 | -0.7295 | 0.233561 |
| 19 | 0.032277 | 0.3536 | 0.362139 |
| 20 | -0.202057 | -2.2134 | 0.01438 |
| 21 | 0.026949 | 0.2952 | 0.384173 |
| 22 | -0.00604 | -0.0662 | 0.473677 |
| 23 | 0.022976 | 0.2517 | 0.400857 |
| 24 | 0.013741 | 0.1505 | 0.440302 |
| 25 | 0.148674 | 1.6286 | 0.053006 |
| 26 | 0.042035 | 0.4605 | 0.323008 |
| 27 | 0.008143 | 0.0892 | 0.464533 |
| 28 | -0.017955 | -0.1967 | 0.422203 |
| 29 | -0.009829 | -0.1077 | 0.457217 |
| 30 | 0.058862 | 0.6448 | 0.260145 |
| 31 | -0.127661 | -1.3985 | 0.082277 |
| 32 | -0.006998 | -0.0767 | 0.46951 |
| 33 | 0.025265 | 0.2768 | 0.39122 |
| 34 | 0.140248 | 1.5363 | 0.063544 |
| 35 | -0.05574 | -0.6106 | 0.271308 |
| 36 | -0.06596 | -0.7226 | 0.235678 |
