| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.549249 | -5.0039 | 2e-06 |
| 2 | -0.042263 | -0.385 | 0.350599 |
| 3 | 0.471079 | 4.2917 | 2.4e-05 |
| 4 | -0.410483 | -3.7397 | 0.000169 |
| 5 | 0.09453 | 0.8612 | 0.195801 |
| 6 | 0.203402 | 1.8531 | 0.033713 |
| 7 | -0.335696 | -3.0583 | 0.001498 |
| 8 | 0.224971 | 2.0496 | 0.021781 |
| 9 | -0.043997 | -0.4008 | 0.344788 |
| 10 | -0.14997 | -1.3663 | 0.087769 |
| 11 | 0.173719 | 1.5827 | 0.058652 |
| 12 | -0.098167 | -0.8943 | 0.186863 |
| 13 | -0.103492 | -0.9429 | 0.174245 |
| 14 | 0.193248 | 1.7606 | 0.040997 |
| 15 | -0.096272 | -0.8771 | 0.191488 |
| 16 | -0.083345 | -0.7593 | 0.224908 |
| 17 | 0.127938 | 1.1656 | 0.123563 |
| 18 | 0.025987 | 0.2368 | 0.406715 |
| 19 | -0.19814 | -1.8051 | 0.037339 |
| 20 | 0.183626 | 1.6729 | 0.049055 |
| 21 | 0.037101 | 0.338 | 0.368106 |
| 22 | -0.280456 | -2.5551 | 0.006221 |
| 23 | 0.414563 | 3.7769 | 0.000149 |
| 24 | -0.243934 | -2.2223 | 0.01449 |
| 25 | -0.051646 | -0.4705 | 0.319608 |
| 26 | 0.299231 | 2.7261 | 0.003908 |
| 27 | -0.273924 | -2.4956 | 0.007278 |
| 28 | 0.039731 | 0.362 | 0.359149 |
| 29 | 0.195606 | 1.7821 | 0.039199 |
| 30 | -0.27503 | -2.5056 | 0.007088 |
| 31 | 0.142589 | 1.2991 | 0.098762 |
| 32 | 0.009452 | 0.0861 | 0.465794 |
| 33 | -0.15378 | -1.401 | 0.08247 |
| 34 | 0.139197 | 1.2681 | 0.104147 |
| 35 | -0.03219 | -0.2933 | 0.385025 |
| 36 | -0.13402 | -1.221 | 0.112775 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.549249 | -5.0039 | 2e-06 |
| 2 | -0.492516 | -4.487 | 1.2e-05 |
| 3 | 0.313688 | 2.8578 | 0.002695 |
| 4 | 0.136836 | 1.2466 | 0.108018 |
| 5 | -0.01753 | -0.1597 | 0.436749 |
| 6 | -0.007928 | -0.0722 | 0.471299 |
| 7 | -0.151578 | -1.3809 | 0.085502 |
| 8 | 0.000665 | 0.0061 | 0.49759 |
| 9 | -0.062788 | -0.572 | 0.284426 |
| 10 | -0.050619 | -0.4612 | 0.322943 |
| 11 | -0.050947 | -0.4641 | 0.321878 |
| 12 | -0.016677 | -0.1519 | 0.439803 |
| 13 | -0.145149 | -1.3224 | 0.094839 |
| 14 | -0.033013 | -0.3008 | 0.382173 |
| 15 | 0.131134 | 1.1947 | 0.117806 |
| 16 | -0.006257 | -0.057 | 0.477338 |
| 17 | -0.140485 | -1.2799 | 0.102077 |
| 18 | 0.123029 | 1.1208 | 0.132793 |
| 19 | -0.066255 | -0.6036 | 0.273873 |
| 20 | -0.096983 | -0.8836 | 0.189744 |
| 21 | 0.115147 | 1.049 | 0.148603 |
| 22 | -0.140116 | -1.2765 | 0.102667 |
| 23 | 0.253505 | 2.3095 | 0.011699 |
| 24 | 0.009329 | 0.085 | 0.466236 |
| 25 | 0.003324 | 0.0303 | 0.487958 |
| 26 | -0.009721 | -0.0886 | 0.464821 |
| 27 | 0.080803 | 0.7362 | 0.231856 |
| 28 | -0.055645 | -0.507 | 0.306767 |
| 29 | -0.074337 | -0.6772 | 0.250069 |
| 30 | 0.073683 | 0.6713 | 0.251952 |
| 31 | -0.045886 | -0.418 | 0.338499 |
| 32 | -0.133909 | -1.22 | 0.112965 |
| 33 | -0.027147 | -0.2473 | 0.402636 |
| 34 | 0.013416 | 0.1222 | 0.451508 |
| 35 | 0.058997 | 0.5375 | 0.296184 |
| 36 | -0.047232 | -0.4303 | 0.334044 |
