| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.704214 | -4.8278 | 8e-06 |
| 2 | 0.113765 | 0.7799 | 0.219671 |
| 3 | 0.322567 | 2.2114 | 0.015954 |
| 4 | -0.394263 | -2.7029 | 0.004768 |
| 5 | 0.160826 | 1.1026 | 0.137914 |
| 6 | 0.18237 | 1.2503 | 0.108696 |
| 7 | -0.400365 | -2.7448 | 0.004275 |
| 8 | 0.366897 | 2.5153 | 0.007685 |
| 9 | -0.16057 | -1.1008 | 0.138292 |
| 10 | -0.067495 | -0.4627 | 0.32285 |
| 11 | 0.178116 | 1.2211 | 0.114069 |
| 12 | -0.136918 | -0.9387 | 0.176351 |
| 13 | 0.020655 | 0.1416 | 0.443998 |
| 14 | 0.029517 | 0.2024 | 0.420256 |
| 15 | 0.050156 | 0.3439 | 0.366245 |
| 16 | -0.163183 | -1.1187 | 0.134471 |
| 17 | 0.185268 | 1.2701 | 0.105144 |
| 18 | -0.091288 | -0.6258 | 0.267223 |
| 19 | -0.067362 | -0.4618 | 0.323173 |
| 20 | 0.16218 | 1.1118 | 0.135929 |
| 21 | -0.058181 | -0.3989 | 0.345899 |
| 22 | -0.206377 | -1.4148 | 0.081852 |
| 23 | 0.406311 | 2.7855 | 0.00384 |
| 24 | -0.38013 | -2.606 | 0.006116 |
| 25 | 0.178505 | 1.2238 | 0.11357 |
| 26 | 0.04276 | 0.2932 | 0.385349 |
| 27 | -0.150262 | -1.0301 | 0.154108 |
| 28 | 0.107104 | 0.7343 | 0.233217 |
| 29 | 0.024346 | 0.1669 | 0.434081 |
| 30 | -0.142885 | -0.9796 | 0.166157 |
| 31 | 0.182537 | 1.2514 | 0.108489 |
| 32 | -0.139897 | -0.9591 | 0.171212 |
| 33 | 0.036765 | 0.252 | 0.401051 |
| 34 | 0.081528 | 0.5589 | 0.289432 |
| 35 | -0.127674 | -0.8753 | 0.192934 |
| 36 | 0.076793 | 0.5265 | 0.300521 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.704214 | -4.8278 | 8e-06 |
| 2 | -0.758117 | -5.1974 | 2e-06 |
| 3 | -0.328687 | -2.2534 | 0.014471 |
| 4 | -0.070296 | -0.4819 | 0.316048 |
| 5 | -0.171599 | -1.1764 | 0.122675 |
| 6 | 0.171601 | 1.1764 | 0.122673 |
| 7 | 0.043072 | 0.2953 | 0.384538 |
| 8 | 0.048464 | 0.3323 | 0.370587 |
| 9 | -0.108493 | -0.7438 | 0.230354 |
| 10 | -0.129756 | -0.8896 | 0.189115 |
| 11 | -0.149489 | -1.0248 | 0.155341 |
| 12 | -0.10903 | -0.7475 | 0.229252 |
| 13 | 0.060396 | 0.4141 | 0.340359 |
| 14 | -0.211728 | -1.4515 | 0.076637 |
| 15 | 0.154048 | 1.0561 | 0.148161 |
| 16 | 0.055666 | 0.3816 | 0.352228 |
| 17 | 0.044908 | 0.3079 | 0.379771 |
| 18 | -0.006679 | -0.0458 | 0.481837 |
| 19 | -0.212788 | -1.4588 | 0.075635 |
| 20 | -0.244529 | -1.6764 | 0.05015 |
| 21 | 0.137598 | 0.9433 | 0.17517 |
| 22 | -0.031762 | -0.2177 | 0.414284 |
| 23 | -0.01038 | -0.0712 | 0.471785 |
| 24 | -0.024895 | -0.1707 | 0.432607 |
| 25 | 0.151117 | 1.036 | 0.15275 |
| 26 | -0.074184 | -0.5086 | 0.306713 |
| 27 | -0.012732 | -0.0873 | 0.465407 |
| 28 | 0.008434 | 0.0578 | 0.477068 |
| 29 | -0.100525 | -0.6892 | 0.247053 |
| 30 | -0.059654 | -0.409 | 0.342211 |
| 31 | -0.002223 | -0.0152 | 0.493953 |
| 32 | -0.031641 | -0.2169 | 0.414605 |
| 33 | -0.040292 | -0.2762 | 0.391791 |
| 34 | 0.141456 | 0.9698 | 0.168563 |
| 35 | 0.121495 | 0.8329 | 0.204549 |
| 36 | 0.020325 | 0.1393 | 0.444887 |
