| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.396353 | -4.3418 | 1.5e-05 |
| 2 | 0.08413 | 0.9216 | 0.179295 |
| 3 | -0.189707 | -2.0781 | 0.019914 |
| 4 | 0.063547 | 0.6961 | 0.24385 |
| 5 | -0.025239 | -0.2765 | 0.391329 |
| 6 | 0.084573 | 0.9265 | 0.178036 |
| 7 | -0.092054 | -1.0084 | 0.157646 |
| 8 | 0.088972 | 0.9746 | 0.16585 |
| 9 | -0.094874 | -1.0393 | 0.150379 |
| 10 | -0.009314 | -0.102 | 0.459451 |
| 11 | 0.00418 | 0.0458 | 0.481778 |
| 12 | 0.142704 | 1.5632 | 0.060314 |
| 13 | -0.073018 | -0.7999 | 0.212684 |
| 14 | -0.076516 | -0.8382 | 0.201795 |
| 15 | -0.029078 | -0.3185 | 0.375318 |
| 16 | 0.039611 | 0.4339 | 0.332563 |
| 17 | 0.097878 | 1.0722 | 0.142892 |
| 18 | -0.05032 | -0.5512 | 0.29125 |
| 19 | 0.055233 | 0.605 | 0.273145 |
| 20 | -0.071309 | -0.7811 | 0.218127 |
| 21 | -0.035104 | -0.3845 | 0.350627 |
| 22 | -0.169514 | -1.8569 | 0.032887 |
| 23 | 0.201592 | 2.2083 | 0.014561 |
| 24 | -0.080517 | -0.882 | 0.189763 |
| 25 | 0.062914 | 0.6892 | 0.246018 |
| 26 | -0.088042 | -0.9644 | 0.16838 |
| 27 | 0.081994 | 0.8982 | 0.18544 |
| 28 | -0.051483 | -0.564 | 0.286914 |
| 29 | 0.083189 | 0.9113 | 0.181986 |
| 30 | -0.014194 | -0.1555 | 0.438348 |
| 31 | 0.024687 | 0.2704 | 0.393646 |
| 32 | -0.03133 | -0.3432 | 0.366023 |
| 33 | 0.037886 | 0.415 | 0.339433 |
| 34 | -0.135172 | -1.4807 | 0.070649 |
| 35 | 0.122421 | 1.3411 | 0.091217 |
| 36 | -0.035145 | -0.385 | 0.350463 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.396353 | -4.3418 | 1.5e-05 |
| 2 | -0.086565 | -0.9483 | 0.172449 |
| 3 | -0.224466 | -2.4589 | 0.007681 |
| 4 | -0.120075 | -1.3154 | 0.095449 |
| 5 | -0.074101 | -0.8117 | 0.209276 |
| 6 | 0.01881 | 0.2061 | 0.41855 |
| 7 | -0.06956 | -0.762 | 0.22378 |
| 8 | 0.032898 | 0.3604 | 0.359598 |
| 9 | -0.040683 | -0.4457 | 0.328324 |
| 10 | -0.100135 | -1.0969 | 0.137434 |
| 11 | -0.042605 | -0.4667 | 0.320774 |
| 12 | 0.128713 | 1.41 | 0.080566 |
| 13 | 0.032591 | 0.357 | 0.360855 |
| 14 | -0.112233 | -1.2295 | 0.110653 |
| 15 | -0.069353 | -0.7597 | 0.224455 |
| 16 | -0.025853 | -0.2832 | 0.388754 |
| 17 | 0.080357 | 0.8803 | 0.190237 |
| 18 | 0.001905 | 0.0209 | 0.491693 |
| 19 | 0.081009 | 0.8874 | 0.188316 |
| 20 | 0.007364 | 0.0807 | 0.467922 |
| 21 | -0.066267 | -0.7259 | 0.234651 |
| 22 | -0.257503 | -2.8208 | 0.002804 |
| 23 | -0.019062 | -0.2088 | 0.417473 |
| 24 | -0.085708 | -0.9389 | 0.174837 |
| 25 | -0.078314 | -0.8579 | 0.196331 |
| 26 | -0.031516 | -0.3452 | 0.365258 |
| 27 | 0.049103 | 0.5379 | 0.295821 |
| 28 | -0.034301 | -0.3757 | 0.353885 |
| 29 | -0.015039 | -0.1647 | 0.434709 |
| 30 | 0.098602 | 1.0801 | 0.141126 |
| 31 | 0.043373 | 0.4751 | 0.31778 |
| 32 | 0.038324 | 0.4198 | 0.337684 |
| 33 | 0.118352 | 1.2965 | 0.098649 |
| 34 | -0.058919 | -0.6454 | 0.259942 |
| 35 | -0.061036 | -0.6686 | 0.252511 |
| 36 | -0.036201 | -0.3966 | 0.346198 |
