| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.541715 | -4.161 | 5.2e-05 |
| 2 | 0.005537 | 0.0425 | 0.483109 |
| 3 | 0.040513 | 0.3112 | 0.378377 |
| 4 | 0.021669 | 0.1664 | 0.434188 |
| 5 | -0.075724 | -0.5816 | 0.28151 |
| 6 | 0.086497 | 0.6644 | 0.254514 |
| 7 | -0.056721 | -0.4357 | 0.332328 |
| 8 | 0.068871 | 0.529 | 0.299393 |
| 9 | -0.062635 | -0.4811 | 0.316109 |
| 10 | -0.018995 | -0.1459 | 0.442248 |
| 11 | 0.101545 | 0.78 | 0.21926 |
| 12 | -0.107278 | -0.824 | 0.206624 |
| 13 | 0.130527 | 1.0026 | 0.160075 |
| 14 | -0.175071 | -1.3447 | 0.091927 |
| 15 | 0.011168 | 0.0858 | 0.465963 |
| 16 | 0.204704 | 1.5724 | 0.060607 |
| 17 | -0.178722 | -1.3728 | 0.087506 |
| 18 | 0.018342 | 0.1409 | 0.444221 |
| 19 | 0.078328 | 0.6017 | 0.274856 |
| 20 | 0.053117 | 0.408 | 0.342376 |
| 21 | -0.197711 | -1.5186 | 0.067096 |
| 22 | 0.08238 | 0.6328 | 0.264663 |
| 23 | -2.3e-05 | -2e-04 | 0.499929 |
| 24 | 0.106268 | 0.8163 | 0.208817 |
| 25 | -0.264643 | -2.0328 | 0.023292 |
| 26 | 0.304081 | 2.3357 | 0.011463 |
| 27 | -0.138323 | -1.0625 | 0.146174 |
| 28 | -0.008941 | -0.0687 | 0.472738 |
| 29 | 0.078342 | 0.6018 | 0.274822 |
| 30 | -0.187517 | -1.4403 | 0.077528 |
| 31 | 0.160278 | 1.2311 | 0.111582 |
| 32 | 0.015598 | 0.1198 | 0.452519 |
| 33 | -0.070835 | -0.5441 | 0.294215 |
| 34 | 0.007659 | 0.0588 | 0.476642 |
| 35 | 0.006884 | 0.0529 | 0.479004 |
| 36 | -0.01554 | -0.1194 | 0.452695 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.541715 | -4.161 | 5.2e-05 |
| 2 | -0.407501 | -3.1301 | 0.001358 |
| 3 | -0.298724 | -2.2945 | 0.012667 |
| 4 | -0.187863 | -1.443 | 0.077154 |
| 5 | -0.239465 | -1.8394 | 0.035447 |
| 6 | -0.144734 | -1.1117 | 0.135383 |
| 7 | -0.161287 | -1.2389 | 0.11015 |
| 8 | -0.037222 | -0.2859 | 0.387974 |
| 9 | -0.039568 | -0.3039 | 0.381127 |
| 10 | -0.109858 | -0.8438 | 0.201085 |
| 11 | 0.032287 | 0.248 | 0.402497 |
| 12 | -0.043306 | -0.3326 | 0.370293 |
| 13 | 0.166754 | 1.2809 | 0.102627 |
| 14 | -0.027748 | -0.2131 | 0.415978 |
| 15 | -0.225545 | -1.7324 | 0.04421 |
| 16 | 0.034704 | 0.2666 | 0.395366 |
| 17 | -0.056663 | -0.4352 | 0.33249 |
| 18 | -0.065889 | -0.5061 | 0.307335 |
| 19 | -0.039725 | -0.3051 | 0.380668 |
| 20 | 0.245851 | 1.8884 | 0.031945 |
| 21 | 0.104714 | 0.8043 | 0.212221 |
| 22 | -0.019441 | -0.1493 | 0.440901 |
| 23 | -0.073805 | -0.5669 | 0.286464 |
| 24 | 0.058697 | 0.4509 | 0.326873 |
| 25 | -0.248976 | -1.9124 | 0.030341 |
| 26 | -0.044047 | -0.3383 | 0.368158 |
| 27 | -0.020662 | -0.1587 | 0.43722 |
| 28 | -0.009092 | -0.0698 | 0.47228 |
| 29 | 0.142776 | 1.0967 | 0.138618 |
| 30 | -0.141643 | -1.088 | 0.140515 |
| 31 | -0.044164 | -0.3392 | 0.367822 |
| 32 | -0.010771 | -0.0827 | 0.467172 |
| 33 | 0.081562 | 0.6265 | 0.266704 |
| 34 | 0.116465 | 0.8946 | 0.187323 |
| 35 | -0.124167 | -0.9537 | 0.172052 |
| 36 | -0.137032 | -1.0526 | 0.148417 |
