| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.653553 | -4.5279 | 2e-05 |
| 2 | 0.055761 | 0.3863 | 0.350483 |
| 3 | 0.283691 | 1.9655 | 0.02758 |
| 4 | -0.263342 | -1.8245 | 0.037153 |
| 5 | 0.03613 | 0.2503 | 0.401705 |
| 6 | 0.178203 | 1.2346 | 0.11149 |
| 7 | -0.279043 | -1.9333 | 0.029557 |
| 8 | 0.250543 | 1.7358 | 0.044507 |
| 9 | -0.12284 | -0.8511 | 0.19948 |
| 10 | -0.071759 | -0.4972 | 0.310672 |
| 11 | 0.271713 | 1.8825 | 0.03292 |
| 12 | -0.310174 | -2.1489 | 0.018355 |
| 13 | 0.125914 | 0.8724 | 0.193678 |
| 14 | 0.057688 | 0.3997 | 0.345586 |
| 15 | -0.059604 | -0.4129 | 0.340742 |
| 16 | -0.079305 | -0.5494 | 0.292624 |
| 17 | 0.179853 | 1.2461 | 0.109396 |
| 18 | -0.155853 | -1.0798 | 0.142818 |
| 19 | 0.049438 | 0.3425 | 0.366728 |
| 20 | 0.064079 | 0.4439 | 0.329537 |
| 21 | -0.032238 | -0.2234 | 0.412105 |
| 22 | -0.146688 | -1.0163 | 0.157294 |
| 23 | 0.273446 | 1.8945 | 0.032097 |
| 24 | -0.258136 | -1.7884 | 0.04001 |
| 25 | 0.117718 | 0.8156 | 0.209386 |
| 26 | 0.040256 | 0.2789 | 0.390759 |
| 27 | -0.12428 | -0.861 | 0.19675 |
| 28 | 0.102701 | 0.7115 | 0.2401 |
| 29 | -0.023409 | -0.1622 | 0.435921 |
| 30 | -0.024381 | -0.1689 | 0.433285 |
| 31 | 0.027963 | 0.1937 | 0.423601 |
| 32 | -0.016792 | -0.1163 | 0.453934 |
| 33 | -0.036867 | -0.2554 | 0.399745 |
| 34 | 0.127742 | 0.885 | 0.190279 |
| 35 | -0.18721 | -1.297 | 0.10041 |
| 36 | 0.14905 | 1.0326 | 0.153472 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.653553 | -4.5279 | 2e-05 |
| 2 | -0.648266 | -4.4913 | 2.2e-05 |
| 3 | -0.24063 | -1.6671 | 0.051 |
| 4 | -0.064402 | -0.4462 | 0.328733 |
| 5 | -0.137776 | -0.9545 | 0.172296 |
| 6 | 0.030586 | 0.2119 | 0.416538 |
| 7 | -0.167962 | -1.1637 | 0.125154 |
| 8 | 0.012392 | 0.0859 | 0.46597 |
| 9 | -0.018758 | -0.13 | 0.44857 |
| 10 | -0.172135 | -1.1926 | 0.119447 |
| 11 | 0.1614 | 1.1182 | 0.134521 |
| 12 | 0.061381 | 0.4253 | 0.336274 |
| 13 | -0.021448 | -0.1486 | 0.441246 |
| 14 | -0.233087 | -1.6149 | 0.056446 |
| 15 | 0.061053 | 0.423 | 0.337097 |
| 16 | -0.084124 | -0.5828 | 0.281369 |
| 17 | -0.072543 | -0.5026 | 0.308774 |
| 18 | -0.033871 | -0.2347 | 0.407733 |
| 19 | -0.104786 | -0.726 | 0.235688 |
| 20 | 0.079902 | 0.5536 | 0.291219 |
| 21 | 0.25077 | 1.7374 | 0.044366 |
| 22 | -0.153836 | -1.0658 | 0.145922 |
| 23 | 0.012727 | 0.0882 | 0.465053 |
| 24 | -0.099484 | -0.6892 | 0.246994 |
| 25 | -0.078591 | -0.5445 | 0.294312 |
| 26 | -0.139751 | -0.9682 | 0.168892 |
| 27 | -0.030479 | -0.2112 | 0.416826 |
| 28 | -0.053889 | -0.3734 | 0.355264 |
| 29 | -0.159491 | -1.105 | 0.137337 |
| 30 | 0.063421 | 0.4394 | 0.331174 |
| 31 | -0.101175 | -0.701 | 0.243356 |
| 32 | -0.021328 | -0.1478 | 0.441573 |
| 33 | 0.018223 | 0.1263 | 0.45003 |
| 34 | -0.042776 | -0.2964 | 0.384115 |
| 35 | -0.067526 | -0.4678 | 0.32101 |
| 36 | -0.08343 | -0.578 | 0.282977 |
