| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.627811 | -4.3496 | 3.5e-05 |
| 2 | 0.100761 | 0.6981 | 0.244245 |
| 3 | 0.249564 | 1.729 | 0.045115 |
| 4 | -0.240973 | -1.6695 | 0.050764 |
| 5 | 0.107015 | 0.7414 | 0.231024 |
| 6 | 0.059858 | 0.4147 | 0.340102 |
| 7 | -0.135462 | -0.9385 | 0.17634 |
| 8 | 0.113227 | 0.7845 | 0.218313 |
| 9 | -0.020367 | -0.1411 | 0.444189 |
| 10 | -0.06666 | -0.4618 | 0.323144 |
| 11 | 0.103803 | 0.7192 | 0.237761 |
| 12 | -0.082875 | -0.5742 | 0.284266 |
| 13 | 0.019549 | 0.1354 | 0.446415 |
| 14 | -0.006082 | -0.0421 | 0.483282 |
| 15 | 0.052019 | 0.3604 | 0.360066 |
| 16 | -0.100508 | -0.6963 | 0.244786 |
| 17 | 0.082309 | 0.5703 | 0.285582 |
| 18 | 0.040366 | 0.2797 | 0.390468 |
| 19 | -0.147788 | -1.0239 | 0.155506 |
| 20 | 0.102258 | 0.7085 | 0.241041 |
| 21 | 0.067996 | 0.4711 | 0.319856 |
| 22 | -0.265405 | -1.8388 | 0.036069 |
| 23 | 0.372514 | 2.5808 | 0.006484 |
| 24 | -0.28378 | -1.9661 | 0.027543 |
| 25 | 0.024112 | 0.1671 | 0.434016 |
| 26 | 0.172851 | 1.1975 | 0.118487 |
| 27 | -0.155451 | -1.077 | 0.143433 |
| 28 | 0.03145 | 0.2179 | 0.414218 |
| 29 | 0.039714 | 0.2751 | 0.392191 |
| 30 | -0.058522 | -0.4055 | 0.343474 |
| 31 | 0.027839 | 0.1929 | 0.423937 |
| 32 | 0.016625 | 0.1152 | 0.45439 |
| 33 | -0.053049 | -0.3675 | 0.357419 |
| 34 | 0.051936 | 0.3598 | 0.360279 |
| 35 | -0.073624 | -0.5101 | 0.306166 |
| 36 | 0.020147 | 0.1396 | 0.444787 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.627811 | -4.3496 | 3.5e-05 |
| 2 | -0.484251 | -3.355 | 0.000779 |
| 3 | 0.085035 | 0.5891 | 0.279264 |
| 4 | 0.163972 | 1.136 | 0.130792 |
| 5 | 0.118728 | 0.8226 | 0.207409 |
| 6 | 0.11327 | 0.7848 | 0.218225 |
| 7 | -0.019234 | -0.1333 | 0.447273 |
| 8 | -0.035303 | -0.2446 | 0.40391 |
| 9 | -0.00138 | -0.0096 | 0.496205 |
| 10 | -0.0351 | -0.2432 | 0.404451 |
| 11 | 0.021355 | 0.148 | 0.4415 |
| 12 | -0.011183 | -0.0775 | 0.469283 |
| 13 | -0.018799 | -0.1302 | 0.448459 |
| 14 | -0.102622 | -0.711 | 0.240266 |
| 15 | 0.063096 | 0.4371 | 0.331984 |
| 16 | -0.005163 | -0.0358 | 0.485806 |
| 17 | -0.000218 | -0.0015 | 0.499399 |
| 18 | 0.145135 | 1.0055 | 0.159843 |
| 19 | 0.002044 | 0.0142 | 0.494379 |
| 20 | -0.136334 | -0.9446 | 0.174809 |
| 21 | 0.057232 | 0.3965 | 0.346742 |
| 22 | -0.185135 | -1.2827 | 0.102886 |
| 23 | 0.163096 | 1.13 | 0.132053 |
| 24 | 0.051867 | 0.3593 | 0.360455 |
| 25 | -0.083536 | -0.5788 | 0.282731 |
| 26 | -0.099869 | -0.6919 | 0.246163 |
| 27 | 0.085518 | 0.5925 | 0.278152 |
| 28 | 0.077852 | 0.5394 | 0.296061 |
| 29 | -0.056644 | -0.3924 | 0.348235 |
| 30 | -0.038769 | -0.2686 | 0.394695 |
| 31 | -0.04726 | -0.3274 | 0.372384 |
| 32 | -0.033827 | -0.2344 | 0.407852 |
| 33 | 0.027679 | 0.1918 | 0.424367 |
| 34 | -0.000325 | -0.0023 | 0.499105 |
| 35 | -0.110688 | -0.7669 | 0.223457 |
| 36 | -0.162909 | -1.1287 | 0.132324 |
