| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.574363 | -4.2596 | 4e-05 |
| 2 | 0.040846 | 0.3029 | 0.381547 |
| 3 | 0.097567 | 0.7236 | 0.236197 |
| 4 | 0.002877 | 0.0213 | 0.491527 |
| 5 | -0.102179 | -0.7578 | 0.225908 |
| 6 | 0.113495 | 0.8417 | 0.2018 |
| 7 | -0.145589 | -1.0797 | 0.14249 |
| 8 | 0.126135 | 0.9354 | 0.176825 |
| 9 | 0.014496 | 0.1075 | 0.457389 |
| 10 | -0.296027 | -2.1954 | 0.016186 |
| 11 | 0.436644 | 3.2382 | 0.001021 |
| 12 | -0.235096 | -1.7435 | 0.043415 |
| 13 | -0.090754 | -0.673 | 0.251868 |
| 14 | 0.183289 | 1.3593 | 0.089799 |
| 15 | -0.050193 | -0.3722 | 0.355572 |
| 16 | -0.048666 | -0.3609 | 0.359773 |
| 17 | 0.115614 | 0.8574 | 0.197467 |
| 18 | -0.162466 | -1.2049 | 0.116705 |
| 19 | 0.125077 | 0.9276 | 0.178835 |
| 20 | 0.032958 | 0.2444 | 0.403907 |
| 21 | -0.173171 | -1.2843 | 0.102215 |
| 22 | 0.131666 | 0.9765 | 0.166556 |
| 23 | 0.019442 | 0.1442 | 0.442939 |
| 24 | -0.116614 | -0.8648 | 0.195444 |
| 25 | 0.101242 | 0.7508 | 0.227978 |
| 26 | -0.039265 | -0.2912 | 0.385999 |
| 27 | -0.018164 | -0.1347 | 0.446666 |
| 28 | -0.023181 | -0.1719 | 0.432068 |
| 29 | 0.030062 | 0.2229 | 0.412203 |
| 30 | -0.054581 | -0.4048 | 0.343603 |
| 31 | 0.137668 | 1.021 | 0.155868 |
| 32 | -0.172225 | -1.2773 | 0.103438 |
| 33 | 0.122271 | 0.9068 | 0.184238 |
| 34 | -0.051667 | -0.3832 | 0.351536 |
| 35 | 0.051398 | 0.3812 | 0.352269 |
| 36 | -0.027614 | -0.2048 | 0.419245 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.574363 | -4.2596 | 4e-05 |
| 2 | -0.431345 | -3.1989 | 0.001145 |
| 3 | -0.213781 | -1.5854 | 0.0593 |
| 4 | -0.011346 | -0.0841 | 0.466624 |
| 5 | -0.071091 | -0.5272 | 0.300079 |
| 6 | 0.019262 | 0.1429 | 0.443464 |
| 7 | -0.165255 | -1.2256 | 0.112792 |
| 8 | -0.071999 | -0.534 | 0.29776 |
| 9 | 0.086746 | 0.6433 | 0.261344 |
| 10 | -0.365191 | -2.7083 | 0.004497 |
| 11 | 0.073262 | 0.5433 | 0.294551 |
| 12 | 0.045548 | 0.3378 | 0.368403 |
| 13 | -0.152624 | -1.1319 | 0.131296 |
| 14 | -0.038617 | -0.2864 | 0.387828 |
| 15 | -0.072698 | -0.5391 | 0.295983 |
| 16 | 0.041895 | 0.3107 | 0.378602 |
| 17 | 0.096091 | 0.7126 | 0.239544 |
| 18 | -0.048046 | -0.3563 | 0.361483 |
| 19 | 0.002047 | 0.0152 | 0.493971 |
| 20 | 0.026443 | 0.1961 | 0.422624 |
| 21 | 0.073497 | 0.5451 | 0.293954 |
| 22 | -0.084897 | -0.6296 | 0.265778 |
| 23 | -0.028124 | -0.2086 | 0.417775 |
| 24 | 0.083784 | 0.6214 | 0.268466 |
| 25 | 0.011478 | 0.0851 | 0.466236 |
| 26 | -0.004042 | -0.03 | 0.488098 |
| 27 | -0.004247 | -0.0315 | 0.487492 |
| 28 | -0.228693 | -1.696 | 0.047767 |
| 29 | -0.040435 | -0.2999 | 0.382702 |
| 30 | -0.167096 | -1.2392 | 0.110263 |
| 31 | -0.055329 | -0.4103 | 0.341579 |
| 32 | -0.062697 | -0.465 | 0.321892 |
| 33 | -0.008626 | -0.064 | 0.474611 |
| 34 | -0.124682 | -0.9247 | 0.179589 |
| 35 | -0.044677 | -0.3313 | 0.370826 |
| 36 | 0.051691 | 0.3833 | 0.351469 |
