| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.592027 | -4.0587 | 9.3e-05 |
| 2 | 0.310497 | 2.1287 | 0.019277 |
| 3 | -0.138969 | -0.9527 | 0.172802 |
| 4 | -0.019411 | -0.1331 | 0.447352 |
| 5 | -0.095081 | -0.6518 | 0.258839 |
| 6 | 0.127267 | 0.8725 | 0.193686 |
| 7 | -0.107018 | -0.7337 | 0.233394 |
| 8 | 0.134224 | 0.9202 | 0.181085 |
| 9 | -0.050612 | -0.347 | 0.365078 |
| 10 | -0.002122 | -0.0145 | 0.494227 |
| 11 | 0.077195 | 0.5292 | 0.299572 |
| 12 | -0.228195 | -1.5644 | 0.062213 |
| 13 | 0.028115 | 0.1927 | 0.423995 |
| 14 | 0.003417 | 0.0234 | 0.490706 |
| 15 | -0.010632 | -0.0729 | 0.471103 |
| 16 | 0.053829 | 0.369 | 0.35688 |
| 17 | 0.025676 | 0.176 | 0.430514 |
| 18 | 0.001506 | 0.0103 | 0.495903 |
| 19 | -0.023996 | -0.1645 | 0.435019 |
| 20 | -0.091493 | -0.6272 | 0.266767 |
| 21 | 0.213855 | 1.4661 | 0.074638 |
| 22 | -0.344695 | -2.3631 | 0.011156 |
| 23 | 0.339266 | 2.3259 | 0.012194 |
| 24 | -0.195402 | -1.3396 | 0.093408 |
| 25 | 0.141787 | 0.972 | 0.168003 |
| 26 | -0.021979 | -0.1507 | 0.440435 |
| 27 | 0.113694 | 0.7794 | 0.219813 |
| 28 | -0.212615 | -1.4576 | 0.075798 |
| 29 | 0.160073 | 1.0974 | 0.139028 |
| 30 | -0.141532 | -0.9703 | 0.168433 |
| 31 | 0.080368 | 0.551 | 0.29213 |
| 32 | 0.031733 | 0.2176 | 0.41436 |
| 33 | -0.075701 | -0.519 | 0.303106 |
| 34 | 0.079954 | 0.5481 | 0.293095 |
| 35 | -0.060809 | -0.4169 | 0.33933 |
| 36 | -0.030978 | -0.2124 | 0.416366 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.592027 | -4.0587 | 9.3e-05 |
| 2 | -0.061583 | -0.4222 | 0.337405 |
| 3 | 0.030469 | 0.2089 | 0.41772 |
| 4 | -0.116447 | -0.7983 | 0.21435 |
| 5 | -0.265814 | -1.8223 | 0.037385 |
| 6 | -0.022781 | -0.1562 | 0.438279 |
| 7 | 0.006741 | 0.0462 | 0.481667 |
| 8 | 0.053537 | 0.367 | 0.357622 |
| 9 | 0.037376 | 0.2562 | 0.399442 |
| 10 | -0.034143 | -0.2341 | 0.407973 |
| 11 | 0.118457 | 0.8121 | 0.210414 |
| 12 | -0.18466 | -1.266 | 0.105882 |
| 13 | -0.343192 | -2.3528 | 0.011435 |
| 14 | -0.162713 | -1.1155 | 0.135153 |
| 15 | -0.008308 | -0.057 | 0.47741 |
| 16 | -0.030027 | -0.2059 | 0.418897 |
| 17 | -0.113906 | -0.7809 | 0.219388 |
| 18 | -0.002523 | -0.0173 | 0.493137 |
| 19 | 0.02332 | 0.1599 | 0.436832 |
| 20 | -0.181646 | -1.2453 | 0.109597 |
| 21 | 0.191824 | 1.3151 | 0.097432 |
| 22 | -0.189985 | -1.3025 | 0.09955 |
| 23 | -0.004078 | -0.028 | 0.488908 |
| 24 | -0.036406 | -0.2496 | 0.401998 |
| 25 | -0.109703 | -0.7521 | 0.227874 |
| 26 | 0.014876 | 0.102 | 0.459601 |
| 27 | 0.200651 | 1.3756 | 0.087734 |
| 28 | -0.021618 | -0.1482 | 0.441408 |
| 29 | -0.113919 | -0.781 | 0.219363 |
| 30 | 0.080298 | 0.5505 | 0.292294 |
| 31 | 0.055149 | 0.3781 | 0.353537 |
| 32 | -0.015293 | -0.1048 | 0.458472 |
| 33 | 0.005573 | 0.0382 | 0.484842 |
| 34 | -0.088423 | -0.6062 | 0.273651 |
| 35 | -0.066215 | -0.4539 | 0.325977 |
| 36 | -0.027482 | -0.1884 | 0.425685 |
