| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.56813 | -4.4007 | 2.3e-05 |
| 2 | 0.062378 | 0.4832 | 0.315364 |
| 3 | 0.379726 | 2.9413 | 0.002319 |
| 4 | -0.345198 | -2.6739 | 0.004823 |
| 5 | 0.123756 | 0.9586 | 0.170802 |
| 6 | 0.192682 | 1.4925 | 0.070402 |
| 7 | -0.385237 | -2.984 | 0.002055 |
| 8 | 0.297806 | 2.3068 | 0.012267 |
| 9 | -0.09298 | -0.7202 | 0.237092 |
| 10 | -0.104311 | -0.808 | 0.211143 |
| 11 | 0.133906 | 1.0372 | 0.151895 |
| 12 | -0.085221 | -0.6601 | 0.255853 |
| 13 | -0.015797 | -0.1224 | 0.451509 |
| 14 | 0.049047 | 0.3799 | 0.352676 |
| 15 | 0.041122 | 0.3185 | 0.375596 |
| 16 | -0.173855 | -1.3467 | 0.091575 |
| 17 | 0.159689 | 1.2369 | 0.110463 |
| 18 | -0.074326 | -0.5757 | 0.283478 |
| 19 | -0.073724 | -0.5711 | 0.285045 |
| 20 | 0.132778 | 1.0285 | 0.153922 |
| 21 | -0.038708 | -0.2998 | 0.382671 |
| 22 | -0.219262 | -1.6984 | 0.047307 |
| 23 | 0.404704 | 3.1348 | 0.001331 |
| 24 | -0.345349 | -2.6751 | 0.004808 |
| 25 | 0.095725 | 0.7415 | 0.230647 |
| 26 | 0.129778 | 1.0053 | 0.159405 |
| 27 | -0.178787 | -1.3849 | 0.085609 |
| 28 | 0.063446 | 0.4914 | 0.312452 |
| 29 | 0.10165 | 0.7874 | 0.217081 |
| 30 | -0.18463 | -1.4301 | 0.078933 |
| 31 | 0.139688 | 1.082 | 0.141786 |
| 32 | -0.066874 | -0.518 | 0.30318 |
| 33 | -0.001669 | -0.0129 | 0.494863 |
| 34 | 0.04531 | 0.351 | 0.363421 |
| 35 | -0.077296 | -0.5987 | 0.275804 |
| 36 | 0.010737 | 0.0832 | 0.466997 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.56813 | -4.4007 | 2.3e-05 |
| 2 | -0.384499 | -2.9783 | 0.002089 |
| 3 | 0.364482 | 2.8233 | 0.003221 |
| 4 | 0.226686 | 1.7559 | 0.042105 |
| 5 | -0.004806 | -0.0372 | 0.485212 |
| 6 | 0.098901 | 0.7661 | 0.223314 |
| 7 | -0.233858 | -1.8115 | 0.037538 |
| 8 | -0.113908 | -0.8823 | 0.190561 |
| 9 | -0.078885 | -0.611 | 0.271741 |
| 10 | 0.095258 | 0.7379 | 0.231736 |
| 11 | 0.024596 | 0.1905 | 0.424773 |
| 12 | -0.013823 | -0.1071 | 0.457544 |
| 13 | 0.012244 | 0.0948 | 0.462378 |
| 14 | -0.100163 | -0.7759 | 0.220439 |
| 15 | 0.195934 | 1.5177 | 0.067171 |
| 16 | -0.136256 | -1.0554 | 0.147729 |
| 17 | -0.089859 | -0.696 | 0.244544 |
| 18 | -0.131793 | -1.0209 | 0.155709 |
| 19 | -0.058917 | -0.4564 | 0.324887 |
| 20 | 0.098563 | 0.7635 | 0.224088 |
| 21 | 0.223725 | 1.733 | 0.044119 |
| 22 | -0.178835 | -1.3852 | 0.085553 |
| 23 | 0.015329 | 0.1187 | 0.452938 |
| 24 | -0.054227 | -0.42 | 0.337978 |
| 25 | 0.005086 | 0.0394 | 0.484354 |
| 26 | -0.049468 | -0.3832 | 0.351471 |
| 27 | 0.090673 | 0.7023 | 0.242589 |
| 28 | -0.042471 | -0.329 | 0.371657 |
| 29 | -0.090754 | -0.703 | 0.242395 |
| 30 | 0.090112 | 0.698 | 0.243935 |
| 31 | 0.033178 | 0.257 | 0.39903 |
| 32 | -0.091923 | -0.712 | 0.239601 |
| 33 | -0.028966 | -0.2244 | 0.411615 |
| 34 | -0.00573 | -0.0444 | 0.482373 |
| 35 | -0.066708 | -0.5167 | 0.303627 |
| 36 | -0.093264 | -0.7224 | 0.236422 |
