| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.614537 | -4.2131 | 5.7e-05 |
| 2 | -0.020815 | -0.1427 | 0.443569 |
| 3 | 0.319193 | 2.1883 | 0.016827 |
| 4 | -0.269057 | -1.8446 | 0.035704 |
| 5 | 0.054856 | 0.3761 | 0.354278 |
| 6 | 0.120005 | 0.8227 | 0.207414 |
| 7 | -0.096924 | -0.6645 | 0.254817 |
| 8 | -0.08953 | -0.6138 | 0.271158 |
| 9 | 0.186688 | 1.2799 | 0.103437 |
| 10 | -0.092027 | -0.6309 | 0.265579 |
| 11 | -0.058995 | -0.4045 | 0.343858 |
| 12 | 0.177596 | 1.2175 | 0.114739 |
| 13 | -0.268125 | -1.8382 | 0.036181 |
| 14 | 0.262561 | 1.8 | 0.039138 |
| 15 | -0.106865 | -0.7326 | 0.233711 |
| 16 | -0.03937 | -0.2699 | 0.394207 |
| 17 | 0.044855 | 0.3075 | 0.379907 |
| 18 | 0.036646 | 0.2512 | 0.401364 |
| 19 | -0.138844 | -0.9519 | 0.173018 |
| 20 | 0.157265 | 1.0782 | 0.143233 |
| 21 | -0.002901 | -0.0199 | 0.492107 |
| 22 | -0.213272 | -1.4621 | 0.075182 |
| 23 | 0.282911 | 1.9395 | 0.029225 |
| 24 | -0.10651 | -0.7302 | 0.234448 |
| 25 | -0.190552 | -1.3064 | 0.098894 |
| 26 | 0.321962 | 2.2073 | 0.016107 |
| 27 | -0.202166 | -1.386 | 0.086147 |
| 28 | 0.003951 | 0.0271 | 0.489252 |
| 29 | 0.102853 | 0.7051 | 0.242106 |
| 30 | -0.073782 | -0.5058 | 0.307672 |
| 31 | -0.018516 | -0.1269 | 0.449764 |
| 32 | 0.071637 | 0.4911 | 0.312813 |
| 33 | -0.037687 | -0.2584 | 0.398624 |
| 34 | -0.030019 | -0.2058 | 0.418918 |
| 35 | 0.066963 | 0.4591 | 0.324147 |
| 36 | -0.067858 | -0.4652 | 0.321965 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.614537 | -4.2131 | 5.7e-05 |
| 2 | -0.640273 | -4.3895 | 3.2e-05 |
| 3 | -0.25941 | -1.7784 | 0.040901 |
| 4 | -0.211616 | -1.4508 | 0.076743 |
| 5 | -0.206885 | -1.4183 | 0.081346 |
| 6 | -0.111736 | -0.766 | 0.223747 |
| 7 | 0.074708 | 0.5122 | 0.305464 |
| 8 | -0.139517 | -0.9565 | 0.171862 |
| 9 | -0.140542 | -0.9635 | 0.170111 |
| 10 | -0.075279 | -0.5161 | 0.304107 |
| 11 | -0.068668 | -0.4708 | 0.319994 |
| 12 | 0.111535 | 0.7646 | 0.224153 |
| 13 | -0.217643 | -1.4921 | 0.07118 |
| 14 | 0.004089 | 0.028 | 0.488879 |
| 15 | 0.006082 | 0.0417 | 0.483458 |
| 16 | 0.123431 | 0.8462 | 0.200864 |
| 17 | -0.047907 | -0.3284 | 0.372022 |
| 18 | 0.113684 | 0.7794 | 0.219833 |
| 19 | -0.1385 | -0.9495 | 0.17361 |
| 20 | -0.055987 | -0.3838 | 0.351418 |
| 21 | 0.047846 | 0.328 | 0.372177 |
| 22 | -0.05331 | -0.3655 | 0.358199 |
| 23 | 0.071691 | 0.4915 | 0.312684 |
| 24 | 0.152468 | 1.0453 | 0.150623 |
| 25 | -0.100498 | -0.689 | 0.247111 |
| 26 | -0.128088 | -0.8781 | 0.19217 |
| 27 | -0.070244 | -0.4816 | 0.316173 |
| 28 | -0.005938 | -0.0407 | 0.483849 |
| 29 | 0.011176 | 0.0766 | 0.469627 |
| 30 | -0.071218 | -0.4882 | 0.313822 |
| 31 | 0.056076 | 0.3844 | 0.351194 |
| 32 | -0.023191 | -0.159 | 0.437179 |
| 33 | 0.020731 | 0.1421 | 0.443794 |
| 34 | 0.022427 | 0.1538 | 0.439231 |
| 35 | 0.044046 | 0.302 | 0.382005 |
| 36 | -0.021533 | -0.1476 | 0.441635 |
