| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.43863 | -3.9232 | 9.2e-05 |
| 2 | -0.029948 | -0.2679 | 0.394748 |
| 3 | 0.12864 | 1.1506 | 0.126663 |
| 4 | -0.207954 | -1.86 | 0.033281 |
| 5 | 0.071445 | 0.639 | 0.262317 |
| 6 | 0.160403 | 1.4347 | 0.077637 |
| 7 | -0.072526 | -0.6487 | 0.259197 |
| 8 | 0.014744 | 0.1319 | 0.447708 |
| 9 | -0.041708 | -0.373 | 0.355051 |
| 10 | -0.135657 | -1.2134 | 0.114282 |
| 11 | 0.015095 | 0.135 | 0.446469 |
| 12 | 0.224391 | 2.007 | 0.024063 |
| 13 | -0.22195 | -1.9852 | 0.025276 |
| 14 | 0.190965 | 1.708 | 0.045753 |
| 15 | -0.13401 | -1.1986 | 0.117107 |
| 16 | -0.094402 | -0.8444 | 0.200494 |
| 17 | 0.145697 | 1.3031 | 0.098131 |
| 18 | -0.042458 | -0.3798 | 0.352568 |
| 19 | 0.033834 | 0.3026 | 0.381482 |
| 20 | 0.050208 | 0.4491 | 0.327295 |
| 21 | -0.064204 | -0.5743 | 0.283703 |
| 22 | -0.070922 | -0.6343 | 0.263834 |
| 23 | 0.051728 | 0.4627 | 0.322428 |
| 24 | 0.031441 | 0.2812 | 0.389635 |
| 25 | 0.026531 | 0.2373 | 0.406515 |
| 26 | 0.055108 | 0.4929 | 0.311717 |
| 27 | -0.218817 | -1.9572 | 0.026908 |
| 28 | 0.144658 | 1.2939 | 0.099719 |
| 29 | -0.085311 | -0.763 | 0.223839 |
| 30 | 0.035071 | 0.3137 | 0.377288 |
| 31 | 0.082087 | 0.7342 | 0.232483 |
| 32 | -0.056136 | -0.5021 | 0.308489 |
| 33 | 0.000853 | 0.0076 | 0.496966 |
| 34 | -0.061025 | -0.5458 | 0.293352 |
| 35 | -0.026632 | -0.2382 | 0.406167 |
| 36 | 0.065949 | 0.5899 | 0.278473 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.43863 | -3.9232 | 9.2e-05 |
| 2 | -0.275313 | -2.4625 | 0.007973 |
| 3 | -0.011888 | -0.1063 | 0.457795 |
| 4 | -0.199966 | -1.7885 | 0.038737 |
| 5 | -0.131161 | -1.1731 | 0.122111 |
| 6 | 0.120527 | 1.078 | 0.142131 |
| 7 | 0.133626 | 1.1952 | 0.117773 |
| 8 | 0.078155 | 0.699 | 0.243278 |
| 9 | -0.021583 | -0.193 | 0.423707 |
| 10 | -0.171245 | -1.5317 | 0.064775 |
| 11 | -0.227197 | -2.0321 | 0.02273 |
| 12 | 0.104036 | 0.9305 | 0.177449 |
| 13 | -0.099796 | -0.8926 | 0.187374 |
| 14 | 0.092453 | 0.8269 | 0.20537 |
| 15 | -0.038066 | -0.3405 | 0.367198 |
| 16 | -0.036647 | -0.3278 | 0.371966 |
| 17 | 0.020176 | 0.1805 | 0.428623 |
| 18 | -0.008232 | -0.0736 | 0.470744 |
| 19 | 0.0096 | 0.0859 | 0.465893 |
| 20 | -0.002892 | -0.0259 | 0.489713 |
| 21 | 0.055977 | 0.5007 | 0.308988 |
| 22 | -0.040262 | -0.3601 | 0.359856 |
| 23 | -0.031932 | -0.2856 | 0.38796 |
| 24 | -0.015838 | -0.1417 | 0.443851 |
| 25 | 0.086089 | 0.77 | 0.221782 |
| 26 | 0.047984 | 0.4292 | 0.334472 |
| 27 | -0.153509 | -1.373 | 0.08679 |
| 28 | 0.011605 | 0.1038 | 0.458796 |
| 29 | -0.079066 | -0.7072 | 0.240752 |
| 30 | 0.036789 | 0.329 | 0.371489 |
| 31 | -0.021943 | -0.1963 | 0.42245 |
| 32 | 0.008979 | 0.0803 | 0.468096 |
| 33 | 0.045591 | 0.4078 | 0.342264 |
| 34 | -0.018373 | -0.1643 | 0.434942 |
| 35 | -0.073366 | -0.6562 | 0.256789 |
| 36 | -0.066683 | -0.5964 | 0.276284 |
