| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.705762 | -4.7867 | 9e-06 |
| 2 | 0.178373 | 1.2098 | 0.116271 |
| 3 | 0.153492 | 1.041 | 0.15165 |
| 4 | -0.20215 | -1.3711 | 0.088506 |
| 5 | 0.069923 | 0.4742 | 0.318786 |
| 6 | 0.085996 | 0.5833 | 0.281286 |
| 7 | -0.129605 | -0.879 | 0.191978 |
| 8 | 0.025649 | 0.174 | 0.431331 |
| 9 | 0.120698 | 0.8186 | 0.208614 |
| 10 | -0.18345 | -1.2442 | 0.109861 |
| 11 | 0.139724 | 0.9477 | 0.174129 |
| 12 | -0.065581 | -0.4448 | 0.329278 |
| 13 | 0.0363 | 0.2462 | 0.403312 |
| 14 | -0.070221 | -0.4763 | 0.318071 |
| 15 | 0.130969 | 0.8883 | 0.189508 |
| 16 | -0.142219 | -0.9646 | 0.1699 |
| 17 | 0.058169 | 0.3945 | 0.34751 |
| 18 | 0.064632 | 0.4384 | 0.33159 |
| 19 | -0.123328 | -0.8365 | 0.203613 |
| 20 | 0.058319 | 0.3955 | 0.347137 |
| 21 | 0.120971 | 0.8205 | 0.208092 |
| 22 | -0.325299 | -2.2063 | 0.016198 |
| 23 | 0.402474 | 2.7297 | 0.004476 |
| 24 | -0.273679 | -1.8562 | 0.03492 |
| 25 | 0.03944 | 0.2675 | 0.395142 |
| 26 | 0.113678 | 0.771 | 0.222324 |
| 27 | -0.113885 | -0.7724 | 0.221912 |
| 28 | 0.030358 | 0.2059 | 0.41889 |
| 29 | 0.031692 | 0.2149 | 0.415381 |
| 30 | -0.016201 | -0.1099 | 0.456491 |
| 31 | -0.058856 | -0.3992 | 0.345803 |
| 32 | 0.131914 | 0.8947 | 0.187806 |
| 33 | -0.152512 | -1.0344 | 0.153181 |
| 34 | 0.122039 | 0.8277 | 0.206055 |
| 35 | -0.090582 | -0.6144 | 0.271004 |
| 36 | 0.057422 | 0.3895 | 0.349368 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.705762 | -4.7867 | 9e-06 |
| 2 | -0.637035 | -4.3206 | 4.1e-05 |
| 3 | -0.30185 | -2.0472 | 0.023185 |
| 4 | -0.119888 | -0.8131 | 0.21017 |
| 5 | -0.158417 | -1.0744 | 0.144116 |
| 6 | -0.027887 | -0.1891 | 0.425407 |
| 7 | 0.055375 | 0.3756 | 0.35448 |
| 8 | -0.109594 | -0.7433 | 0.230539 |
| 9 | -0.005985 | -0.0406 | 0.483899 |
| 10 | -0.023458 | -0.1591 | 0.437142 |
| 11 | 0.020029 | 0.1358 | 0.446269 |
| 12 | -0.07641 | -0.5182 | 0.303387 |
| 13 | 0.048832 | 0.3312 | 0.371001 |
| 14 | -0.072959 | -0.4948 | 0.311538 |
| 15 | 0.042795 | 0.2903 | 0.386464 |
| 16 | 0.037453 | 0.254 | 0.400307 |
| 17 | -0.056699 | -0.3846 | 0.351171 |
| 18 | -0.004399 | -0.0298 | 0.488164 |
| 19 | 0.021514 | 0.1459 | 0.442313 |
| 20 | -0.111943 | -0.7592 | 0.225792 |
| 21 | 0.202369 | 1.3725 | 0.088277 |
| 22 | -0.188421 | -1.2779 | 0.103842 |
| 23 | 0.043426 | 0.2945 | 0.384839 |
| 24 | 0.000107 | 7e-04 | 0.499712 |
| 25 | 0.024343 | 0.1651 | 0.434794 |
| 26 | -0.072296 | -0.4903 | 0.313114 |
| 27 | -0.017195 | -0.1166 | 0.453833 |
| 28 | 0.006555 | 0.0445 | 0.482366 |
| 29 | -0.034163 | -0.2317 | 0.408897 |
| 30 | -0.005596 | -0.038 | 0.484945 |
| 31 | 0.016212 | 0.11 | 0.456462 |
| 32 | -0.004299 | -0.0292 | 0.488432 |
| 33 | -0.012338 | -0.0837 | 0.466837 |
| 34 | 0.002026 | 0.0137 | 0.494549 |
| 35 | -0.030706 | -0.2083 | 0.417973 |
| 36 | -0.16039 | -1.0878 | 0.141172 |
