| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.596862 | -4.1352 | 7.1e-05 |
| 2 | 0.087072 | 0.6033 | 0.27459 |
| 3 | 0.120154 | 0.8325 | 0.204638 |
| 4 | -0.018344 | -0.1271 | 0.4497 |
| 5 | -0.12923 | -0.8953 | 0.187539 |
| 6 | 0.204026 | 1.4135 | 0.081976 |
| 7 | -0.205941 | -1.4268 | 0.080055 |
| 8 | 0.144115 | 0.9985 | 0.161532 |
| 9 | 0.020888 | 0.1447 | 0.442771 |
| 10 | -0.122386 | -0.8479 | 0.200348 |
| 11 | 0.127462 | 0.8831 | 0.190797 |
| 12 | -0.07807 | -0.5409 | 0.295544 |
| 13 | -0.070199 | -0.4864 | 0.314466 |
| 14 | 0.129539 | 0.8975 | 0.186974 |
| 15 | 0.01553 | 0.1076 | 0.457383 |
| 16 | -0.236159 | -1.6362 | 0.054174 |
| 17 | 0.279903 | 1.9392 | 0.029182 |
| 18 | -0.18811 | -1.3033 | 0.09935 |
| 19 | 0.084694 | 0.5868 | 0.280051 |
| 20 | -0.011878 | -0.0823 | 0.467378 |
| 21 | 0.023385 | 0.162 | 0.435985 |
| 22 | -0.167485 | -1.1604 | 0.125818 |
| 23 | 0.355974 | 2.4663 | 0.008638 |
| 24 | -0.326609 | -2.2628 | 0.014105 |
| 25 | 0.058193 | 0.4032 | 0.344305 |
| 26 | 0.083459 | 0.5782 | 0.28291 |
| 27 | -0.0621 | -0.4302 | 0.334473 |
| 28 | -0.03375 | -0.2338 | 0.408056 |
| 29 | 0.041853 | 0.29 | 0.386546 |
| 30 | 0.011299 | 0.0783 | 0.468965 |
| 31 | -0.053542 | -0.3709 | 0.356154 |
| 32 | 0.015893 | 0.1101 | 0.456392 |
| 33 | -0.022563 | -0.1563 | 0.438217 |
| 34 | 0.020081 | 0.1391 | 0.444966 |
| 35 | -0.023196 | -0.1607 | 0.436499 |
| 36 | -0.034762 | -0.2408 | 0.405354 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.596862 | -4.1352 | 7.1e-05 |
| 2 | -0.418127 | -2.8969 | 0.002831 |
| 3 | -0.104873 | -0.7266 | 0.235505 |
| 4 | 0.13356 | 0.9253 | 0.179711 |
| 5 | -0.027205 | -0.1885 | 0.425646 |
| 6 | 0.110867 | 0.7681 | 0.223093 |
| 7 | -0.089683 | -0.6213 | 0.268657 |
| 8 | 0.005755 | 0.0399 | 0.484181 |
| 9 | 0.153004 | 1.06 | 0.147214 |
| 10 | 0.023 | 0.1593 | 0.437032 |
| 11 | 0.089681 | 0.6213 | 0.268662 |
| 12 | -0.066341 | -0.4596 | 0.323931 |
| 13 | -0.199048 | -1.379 | 0.087136 |
| 14 | -0.0933 | -0.6464 | 0.26055 |
| 15 | 0.168694 | 1.1687 | 0.124138 |
| 16 | -0.085987 | -0.5957 | 0.277076 |
| 17 | -0.032786 | -0.2271 | 0.410637 |
| 18 | -0.142723 | -0.9888 | 0.163857 |
| 19 | 0.015338 | 0.1063 | 0.457908 |
| 20 | 0.095688 | 0.6629 | 0.255269 |
| 21 | 0.167311 | 1.1592 | 0.126062 |
| 22 | -0.16551 | -1.1467 | 0.128597 |
| 23 | 0.11597 | 0.8035 | 0.212834 |
| 24 | 0.075866 | 0.5256 | 0.300788 |
| 25 | -0.133365 | -0.924 | 0.180059 |
| 26 | -0.148988 | -1.0322 | 0.153571 |
| 27 | -0.078662 | -0.545 | 0.294144 |
| 28 | -0.064341 | -0.4458 | 0.328886 |
| 29 | -0.17986 | -1.2461 | 0.109386 |
| 30 | 0.08257 | 0.5721 | 0.284975 |
| 31 | 0.007825 | 0.0542 | 0.478496 |
| 32 | -0.140574 | -0.9739 | 0.167487 |
| 33 | -0.046231 | -0.3203 | 0.375068 |
| 34 | -0.085947 | -0.5955 | 0.277167 |
| 35 | 0.096824 | 0.6708 | 0.252776 |
| 36 | 0.007852 | 0.0544 | 0.478421 |
