| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.434241 | -4.5128 | 8e-06 |
| 2 | 0.140993 | 1.4652 | 0.072879 |
| 3 | -0.105073 | -1.092 | 0.138642 |
| 4 | -0.057694 | -0.5996 | 0.275023 |
| 5 | -0.017662 | -0.1836 | 0.427354 |
| 6 | 0.071045 | 0.7383 | 0.230959 |
| 7 | -0.089133 | -0.9263 | 0.178179 |
| 8 | 0.10039 | 1.0433 | 0.149573 |
| 9 | -0.04816 | -0.5005 | 0.308873 |
| 10 | 0.094827 | 0.9855 | 0.163299 |
| 11 | 0.071475 | 0.7428 | 0.229612 |
| 12 | -0.270403 | -2.8101 | 0.002941 |
| 13 | 0.01936 | 0.2012 | 0.420463 |
| 14 | 0.009244 | 0.0961 | 0.461823 |
| 15 | -0.089104 | -0.926 | 0.178257 |
| 16 | 0.129207 | 1.3428 | 0.091082 |
| 17 | 0.002779 | 0.0289 | 0.488507 |
| 18 | -0.073596 | -0.7648 | 0.22302 |
| 19 | 0.078495 | 0.8157 | 0.20822 |
| 20 | -0.048751 | -0.5066 | 0.306722 |
| 21 | -0.001113 | -0.0116 | 0.495395 |
| 22 | -0.089375 | -0.9288 | 0.17753 |
| 23 | 0.121233 | 1.2599 | 0.105212 |
| 24 | -0.132725 | -1.3793 | 0.085322 |
| 25 | 0.039418 | 0.4096 | 0.34144 |
| 26 | 0.084207 | 0.8751 | 0.19173 |
| 27 | 0.014851 | 0.1543 | 0.438816 |
| 28 | 0.064574 | 0.6711 | 0.251803 |
| 29 | -0.030421 | -0.3161 | 0.376252 |
| 30 | -0.017284 | -0.1796 | 0.428893 |
| 31 | 0.010822 | 0.1125 | 0.455332 |
| 32 | -0.047438 | -0.493 | 0.31151 |
| 33 | 0.12037 | 1.2509 | 0.106833 |
| 34 | -0.082788 | -0.8604 | 0.19575 |
| 35 | 0.004817 | 0.0501 | 0.480084 |
| 36 | 0.033631 | 0.3495 | 0.363696 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.434241 | -4.5128 | 8e-06 |
| 2 | -0.058627 | -0.6093 | 0.271812 |
| 3 | -0.081268 | -0.8446 | 0.200111 |
| 4 | -0.159657 | -1.6592 | 0.049988 |
| 5 | -0.13326 | -1.3849 | 0.084472 |
| 6 | 0.013454 | 0.1398 | 0.444534 |
| 7 | -0.085053 | -0.8839 | 0.189359 |
| 8 | 0.002498 | 0.026 | 0.489669 |
| 9 | 0.000307 | 0.0032 | 0.498732 |
| 10 | 0.094298 | 0.98 | 0.164645 |
| 11 | 0.198033 | 2.058 | 0.020998 |
| 12 | -0.205236 | -2.1329 | 0.0176 |
| 13 | -0.229979 | -2.39 | 0.00929 |
| 14 | -0.041126 | -0.4274 | 0.334971 |
| 15 | -0.147175 | -1.5295 | 0.064533 |
| 16 | -0.091017 | -0.9459 | 0.173163 |
| 17 | 0.00026 | 0.0027 | 0.498924 |
| 18 | -0.092557 | -0.9619 | 0.169129 |
| 19 | -0.044418 | -0.4616 | 0.322647 |
| 20 | -0.012752 | -0.1325 | 0.44741 |
| 21 | -0.045934 | -0.4774 | 0.317037 |
| 22 | -0.124897 | -1.298 | 0.098533 |
| 23 | 0.151264 | 1.572 | 0.059439 |
| 24 | -0.136825 | -1.4219 | 0.078964 |
| 25 | -0.258326 | -2.6846 | 0.004203 |
| 26 | 0.050453 | 0.5243 | 0.300566 |
| 27 | -0.001604 | -0.0167 | 0.493366 |
| 28 | 0.0754 | 0.7836 | 0.2175 |
| 29 | 0.108049 | 1.1229 | 0.13199 |
| 30 | -0.014261 | -0.1482 | 0.441229 |
| 31 | 0.04795 | 0.4983 | 0.309637 |
| 32 | 0.059251 | 0.6158 | 0.269677 |
| 33 | 0.086008 | 0.8938 | 0.186704 |
| 34 | -0.056054 | -0.5825 | 0.280714 |
| 35 | 0.071426 | 0.7423 | 0.229763 |
| 36 | -0.037665 | -0.3914 | 0.348128 |
