| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.673528 | -4.5681 | 1.8e-05 |
| 2 | 0.122165 | 0.8286 | 0.205814 |
| 3 | 0.217108 | 1.4725 | 0.073848 |
| 4 | -0.250242 | -1.6972 | 0.048206 |
| 5 | 0.057323 | 0.3888 | 0.349616 |
| 6 | 0.218274 | 1.4804 | 0.072791 |
| 7 | -0.361027 | -2.4486 | 0.009106 |
| 8 | 0.304592 | 2.0658 | 0.022251 |
| 9 | -0.180698 | -1.2256 | 0.113302 |
| 10 | 0.040439 | 0.2743 | 0.392551 |
| 11 | 0.079309 | 0.5379 | 0.29662 |
| 12 | -0.115072 | -0.7805 | 0.21956 |
| 13 | 0.033313 | 0.2259 | 0.411126 |
| 14 | 0.055712 | 0.3779 | 0.353637 |
| 15 | -0.039627 | -0.2688 | 0.394657 |
| 16 | -0.058403 | -0.3961 | 0.346928 |
| 17 | 0.106357 | 0.7214 | 0.237172 |
| 18 | -0.036127 | -0.245 | 0.403764 |
| 19 | -0.057526 | -0.3902 | 0.34911 |
| 20 | 0.04609 | 0.3126 | 0.378 |
| 21 | 0.114092 | 0.7738 | 0.221501 |
| 22 | -0.319363 | -2.166 | 0.017764 |
| 23 | 0.369209 | 2.5041 | 0.007943 |
| 24 | -0.205593 | -1.3944 | 0.084947 |
| 25 | -0.030845 | -0.2092 | 0.417607 |
| 26 | 0.137304 | 0.9312 | 0.178295 |
| 27 | -0.068916 | -0.4674 | 0.321207 |
| 28 | -0.074323 | -0.5041 | 0.308304 |
| 29 | 0.20744 | 1.4069 | 0.083085 |
| 30 | -0.256121 | -1.7371 | 0.044531 |
| 31 | 0.187298 | 1.2703 | 0.10518 |
| 32 | -0.081763 | -0.5545 | 0.290947 |
| 33 | -0.031538 | -0.2139 | 0.415786 |
| 34 | 0.119048 | 0.8074 | 0.21179 |
| 35 | -0.079925 | -0.5421 | 0.29519 |
| 36 | -0.062092 | -0.4211 | 0.337811 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.673528 | -4.5681 | 1.8e-05 |
| 2 | -0.606696 | -4.1148 | 7.9e-05 |
| 3 | -0.171804 | -1.1652 | 0.124966 |
| 4 | -0.034477 | -0.2338 | 0.408075 |
| 5 | -0.180069 | -1.2213 | 0.114099 |
| 6 | 0.184064 | 1.2484 | 0.109104 |
| 7 | 0.016482 | 0.1118 | 0.45574 |
| 8 | 0.095766 | 0.6495 | 0.259618 |
| 9 | -0.152149 | -1.0319 | 0.153752 |
| 10 | -0.119647 | -0.8115 | 0.210633 |
| 11 | -0.004574 | -0.031 | 0.487693 |
| 12 | -0.040249 | -0.273 | 0.393044 |
| 13 | -0.060396 | -0.4096 | 0.341991 |
| 14 | -0.10928 | -0.7412 | 0.231177 |
| 15 | 0.17322 | 1.1748 | 0.123053 |
| 16 | -0.08361 | -0.5671 | 0.286713 |
| 17 | -0.104143 | -0.7063 | 0.241771 |
| 18 | 0.076744 | 0.5205 | 0.302604 |
| 19 | 0.072047 | 0.4886 | 0.313707 |
| 20 | -0.136371 | -0.9249 | 0.179919 |
| 21 | 0.16443 | 1.1152 | 0.135275 |
| 22 | -0.122565 | -0.8313 | 0.205056 |
| 23 | -0.057577 | -0.3905 | 0.348982 |
| 24 | -0.005736 | -0.0389 | 0.484568 |
| 25 | -0.040215 | -0.2727 | 0.393133 |
| 26 | -0.09288 | -0.6299 | 0.265925 |
| 27 | 0.021362 | 0.1449 | 0.442719 |
| 28 | 0.060869 | 0.4128 | 0.340824 |
| 29 | 0.040171 | 0.2725 | 0.393246 |
| 30 | 0.05174 | 0.3509 | 0.363625 |
| 31 | -0.025733 | -0.1745 | 0.431107 |
| 32 | -0.150469 | -1.0205 | 0.156407 |
| 33 | -0.15491 | -1.0507 | 0.149453 |
| 34 | -0.007878 | -0.0534 | 0.47881 |
| 35 | 0.075061 | 0.5091 | 0.306562 |
| 36 | 0.050563 | 0.3429 | 0.366605 |
