| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.616896 | -4.2292 | 5.4e-05 |
| 2 | 0.020256 | 0.1389 | 0.445075 |
| 3 | 0.343668 | 2.3561 | 0.011346 |
| 4 | -0.432851 | -2.9675 | 0.002355 |
| 5 | 0.239113 | 1.6393 | 0.053917 |
| 6 | 0.102209 | 0.7007 | 0.243469 |
| 7 | -0.35756 | -2.4513 | 0.009004 |
| 8 | 0.315991 | 2.1663 | 0.017695 |
| 9 | -0.034295 | -0.2351 | 0.407571 |
| 10 | -0.175498 | -1.2032 | 0.117471 |
| 11 | 0.214726 | 1.4721 | 0.073831 |
| 12 | -0.179135 | -1.2281 | 0.112765 |
| 13 | 0.023815 | 0.1633 | 0.435503 |
| 14 | 0.095732 | 0.6563 | 0.257415 |
| 15 | -0.077491 | -0.5312 | 0.298874 |
| 16 | -0.03235 | -0.2218 | 0.412722 |
| 17 | 0.113755 | 0.7799 | 0.21969 |
| 18 | -0.006604 | -0.0453 | 0.482041 |
| 19 | -0.143955 | -0.9869 | 0.164372 |
| 20 | 0.125624 | 0.8612 | 0.19674 |
| 21 | -0.001949 | -0.0134 | 0.494697 |
| 22 | -0.149894 | -1.0276 | 0.154693 |
| 23 | 0.281839 | 1.9322 | 0.029688 |
| 24 | -0.251658 | -1.7253 | 0.045524 |
| 25 | 0.067041 | 0.4596 | 0.323958 |
| 26 | 0.080367 | 0.551 | 0.292134 |
| 27 | -0.057463 | -0.3939 | 0.3477 |
| 28 | -0.024512 | -0.168 | 0.433635 |
| 29 | 0.0605 | 0.4148 | 0.3401 |
| 30 | -0.102497 | -0.7027 | 0.242859 |
| 31 | 0.09971 | 0.6836 | 0.248799 |
| 32 | -0.012734 | -0.0873 | 0.465401 |
| 33 | -0.097688 | -0.6697 | 0.253158 |
| 34 | 0.109531 | 0.7509 | 0.228227 |
| 35 | -0.053802 | -0.3689 | 0.356948 |
| 36 | -0.011127 | -0.0763 | 0.46976 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.616896 | -4.2292 | 5.4e-05 |
| 2 | -0.581662 | -3.9877 | 0.000116 |
| 3 | 0.011242 | 0.0771 | 0.469448 |
| 4 | -0.198332 | -1.3597 | 0.090207 |
| 5 | -0.160251 | -1.0986 | 0.138764 |
| 6 | 0.10586 | 0.7257 | 0.235799 |
| 7 | -0.121991 | -0.8363 | 0.203601 |
| 8 | -0.140176 | -0.961 | 0.170736 |
| 9 | 0.077318 | 0.5301 | 0.29928 |
| 10 | 0.124346 | 0.8525 | 0.199138 |
| 11 | 0.021956 | 0.1505 | 0.440498 |
| 12 | -0.129464 | -0.8876 | 0.189648 |
| 13 | -0.108 | -0.7404 | 0.231366 |
| 14 | -0.188213 | -1.2903 | 0.101625 |
| 15 | -0.032639 | -0.2238 | 0.411957 |
| 16 | -0.102181 | -0.7005 | 0.243529 |
| 17 | -0.052673 | -0.3611 | 0.35982 |
| 18 | 0.224644 | 1.5401 | 0.065123 |
| 19 | -0.00085 | -0.0058 | 0.497689 |
| 20 | -0.159458 | -1.0932 | 0.139942 |
| 21 | 0.061699 | 0.423 | 0.337117 |
| 22 | -0.069097 | -0.4737 | 0.318952 |
| 23 | 0.081936 | 0.5617 | 0.288487 |
| 24 | -0.009184 | -0.063 | 0.475032 |
| 25 | 0.050155 | 0.3438 | 0.366247 |
| 26 | -0.265484 | -1.8201 | 0.03756 |
| 27 | 0.103784 | 0.7115 | 0.240144 |
| 28 | 0.119769 | 0.8211 | 0.207869 |
| 29 | 0.007465 | 0.0512 | 0.4797 |
| 30 | -0.024329 | -0.1668 | 0.434126 |
| 31 | -0.010997 | -0.0754 | 0.470112 |
| 32 | -0.114262 | -0.7833 | 0.218679 |
| 33 | -0.13852 | -0.9496 | 0.173574 |
| 34 | -0.032245 | -0.2211 | 0.413003 |
| 35 | -0.063348 | -0.4343 | 0.333033 |
| 36 | -0.113055 | -0.7751 | 0.221091 |
