| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.633771 | -4.7427 | 7e-06 |
| 2 | 0.071949 | 0.5384 | 0.296213 |
| 3 | 0.227434 | 1.702 | 0.047155 |
| 4 | -0.247039 | -1.8487 | 0.034894 |
| 5 | 0.065441 | 0.4897 | 0.313125 |
| 6 | 0.170084 | 1.2728 | 0.104175 |
| 7 | -0.200743 | -1.5022 | 0.069329 |
| 8 | -0.011968 | -0.0896 | 0.464479 |
| 9 | 0.183117 | 1.3703 | 0.088027 |
| 10 | -0.155708 | -1.1652 | 0.124437 |
| 11 | 0.047103 | 0.3525 | 0.362897 |
| 12 | 0.001938 | 0.0145 | 0.49424 |
| 13 | -0.03058 | -0.2288 | 0.409913 |
| 14 | -0.076906 | -0.5755 | 0.283626 |
| 15 | 0.202777 | 1.5174 | 0.06739 |
| 16 | -0.189396 | -1.4173 | 0.080966 |
| 17 | 0.064437 | 0.4822 | 0.315771 |
| 18 | 0.089201 | 0.6675 | 0.253591 |
| 19 | -0.167913 | -1.2565 | 0.107068 |
| 20 | 0.065344 | 0.489 | 0.313379 |
| 21 | 0.167336 | 1.2522 | 0.107846 |
| 22 | -0.365085 | -2.732 | 0.004202 |
| 23 | 0.415662 | 3.1105 | 0.001468 |
| 24 | -0.257262 | -1.9252 | 0.029646 |
| 25 | -0.028726 | -0.215 | 0.415289 |
| 26 | 0.232325 | 1.7386 | 0.043804 |
| 27 | -0.182915 | -1.3688 | 0.088262 |
| 28 | 0.018489 | 0.1384 | 0.445227 |
| 29 | 0.085062 | 0.6365 | 0.263508 |
| 30 | -0.114112 | -0.8539 | 0.198389 |
| 31 | 0.008618 | 0.0645 | 0.474405 |
| 32 | 0.167784 | 1.2556 | 0.107241 |
| 33 | -0.214035 | -1.6017 | 0.057425 |
| 34 | 0.124194 | 0.9294 | 0.17834 |
| 35 | -0.025906 | -0.1939 | 0.423491 |
| 36 | 0.007663 | 0.0573 | 0.477237 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.633771 | -4.7427 | 7e-06 |
| 2 | -0.551058 | -4.1237 | 6.2e-05 |
| 3 | -0.12261 | -0.9175 | 0.1814 |
| 4 | -0.091351 | -0.6836 | 0.248522 |
| 5 | -0.177748 | -1.3301 | 0.094431 |
| 6 | 0.093406 | 0.699 | 0.243726 |
| 7 | 0.159975 | 1.1971 | 0.118146 |
| 8 | -0.133539 | -0.9993 | 0.16097 |
| 9 | -0.088544 | -0.6626 | 0.255151 |
| 10 | 0.040252 | 0.3012 | 0.382182 |
| 11 | 0.067553 | 0.5055 | 0.307588 |
| 12 | -0.134306 | -1.0051 | 0.159598 |
| 13 | -0.107125 | -0.8016 | 0.213073 |
| 14 | -0.278369 | -2.0831 | 0.020909 |
| 15 | -0.126688 | -0.948 | 0.173589 |
| 16 | -0.135032 | -1.0105 | 0.158305 |
| 17 | -0.046543 | -0.3483 | 0.364463 |
| 18 | 0.120342 | 0.9006 | 0.18584 |
| 19 | 0.048855 | 0.3656 | 0.358021 |
| 20 | -0.187035 | -1.3996 | 0.083568 |
| 21 | 0.099495 | 0.7446 | 0.229828 |
| 22 | -0.236124 | -1.767 | 0.04134 |
| 23 | 0.151016 | 1.1301 | 0.131625 |
| 24 | -0.028859 | -0.216 | 0.414902 |
| 25 | -0.142616 | -1.0672 | 0.145221 |
| 26 | -0.123644 | -0.9253 | 0.179398 |
| 27 | -0.009061 | -0.0678 | 0.47309 |
| 28 | 0.025872 | 0.1936 | 0.423592 |
| 29 | 0.063697 | 0.4767 | 0.317729 |
| 30 | -0.098319 | -0.7358 | 0.232475 |
| 31 | -0.130005 | -0.9729 | 0.167401 |
| 32 | -0.083453 | -0.6245 | 0.267417 |
| 33 | -0.084476 | -0.6322 | 0.264928 |
| 34 | 0.041025 | 0.307 | 0.37999 |
| 35 | 0.117125 | 0.8765 | 0.192256 |
| 36 | 0.052251 | 0.391 | 0.348637 |
