| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.59235 | -4.0609 | 9.2e-05 |
| 2 | 0.311155 | 2.1332 | 0.019081 |
| 3 | -0.139808 | -0.9585 | 0.171363 |
| 4 | -0.018583 | -0.1274 | 0.449585 |
| 5 | -0.095314 | -0.6534 | 0.258328 |
| 6 | 0.127233 | 0.8723 | 0.19375 |
| 7 | -0.106639 | -0.7311 | 0.23418 |
| 8 | 0.133432 | 0.9148 | 0.182492 |
| 9 | -0.050074 | -0.3433 | 0.366456 |
| 10 | -0.002578 | -0.0177 | 0.492988 |
| 11 | 0.077307 | 0.53 | 0.299307 |
| 12 | -0.227933 | -1.5626 | 0.062424 |
| 13 | 0.027973 | 0.1918 | 0.424372 |
| 14 | 0.003622 | 0.0248 | 0.490146 |
| 15 | -0.010799 | -0.074 | 0.470649 |
| 16 | 0.053974 | 0.37 | 0.356513 |
| 17 | 0.025407 | 0.1742 | 0.431236 |
| 18 | 0.001462 | 0.01 | 0.496022 |
| 19 | -0.023842 | -0.1635 | 0.435431 |
| 20 | -0.091485 | -0.6272 | 0.266786 |
| 21 | 0.213876 | 1.4663 | 0.074618 |
| 22 | -0.344638 | -2.3627 | 0.011166 |
| 23 | 0.339404 | 2.3268 | 0.012167 |
| 24 | -0.195863 | -1.3428 | 0.092898 |
| 25 | 0.142343 | 0.9759 | 0.167066 |
| 26 | -0.022573 | -0.1548 | 0.43884 |
| 27 | 0.114194 | 0.7829 | 0.218815 |
| 28 | -0.212839 | -1.4592 | 0.075588 |
| 29 | 0.160044 | 1.0972 | 0.139071 |
| 30 | -0.141257 | -0.9684 | 0.168899 |
| 31 | 0.080076 | 0.549 | 0.292811 |
| 32 | 0.031838 | 0.2183 | 0.414083 |
| 33 | -0.075659 | -0.5187 | 0.303204 |
| 34 | 0.079808 | 0.5471 | 0.293436 |
| 35 | -0.060795 | -0.4168 | 0.339365 |
| 36 | -0.030836 | -0.2114 | 0.416745 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.59235 | -4.0609 | 9.2e-05 |
| 2 | -0.061196 | -0.4195 | 0.338368 |
| 3 | 0.030206 | 0.2071 | 0.418419 |
| 4 | -0.116362 | -0.7977 | 0.214517 |
| 5 | -0.265343 | -1.8191 | 0.037635 |
| 6 | -0.022674 | -0.1554 | 0.438567 |
| 7 | 0.00725 | 0.0497 | 0.480285 |
| 8 | 0.052963 | 0.3631 | 0.359079 |
| 9 | 0.037305 | 0.2558 | 0.399629 |
| 10 | -0.034259 | -0.2349 | 0.407667 |
| 11 | 0.11819 | 0.8103 | 0.210935 |
| 12 | -0.184518 | -1.265 | 0.106055 |
| 13 | -0.343455 | -2.3546 | 0.011385 |
| 14 | -0.162347 | -1.113 | 0.135685 |
| 15 | -0.008414 | -0.0577 | 0.477123 |
| 16 | -0.02992 | -0.2051 | 0.419181 |
| 17 | -0.113677 | -0.7793 | 0.219846 |
| 18 | -0.002756 | -0.0189 | 0.492502 |
| 19 | 0.023667 | 0.1623 | 0.435902 |
| 20 | -0.181605 | -1.245 | 0.109648 |
| 21 | 0.191722 | 1.3144 | 0.097549 |
| 22 | -0.190291 | -1.3046 | 0.099195 |
| 23 | -0.004293 | -0.0294 | 0.488323 |
| 24 | -0.036233 | -0.2484 | 0.402454 |
| 25 | -0.109742 | -0.7524 | 0.227795 |
| 26 | 0.015108 | 0.1036 | 0.458972 |
| 27 | 0.200914 | 1.3774 | 0.087457 |
| 28 | -0.021437 | -0.147 | 0.441895 |
| 29 | -0.113918 | -0.781 | 0.219364 |
| 30 | 0.080123 | 0.5493 | 0.292702 |
| 31 | 0.055262 | 0.3789 | 0.35325 |
| 32 | -0.015458 | -0.106 | 0.458025 |
| 33 | 0.005497 | 0.0377 | 0.48505 |
| 34 | -0.088482 | -0.6066 | 0.273518 |
| 35 | -0.066113 | -0.4532 | 0.326229 |
| 36 | -0.027281 | -0.187 | 0.42622 |
