| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.354496 | 2.0671 | 0.023205 |
| 2 | -0.125993 | -0.7347 | 0.233793 |
| 3 | -0.477953 | -2.7869 | 0.004322 |
| 4 | -0.495184 | -2.8874 | 0.003354 |
| 5 | -0.303242 | -1.7682 | 0.043001 |
| 6 | 0.09853 | 0.5745 | 0.284697 |
| 7 | 0.335044 | 1.9536 | 0.029507 |
| 8 | 0.408005 | 2.3791 | 0.011557 |
| 9 | 0.30392 | 1.7721 | 0.042667 |
| 10 | -0.097777 | -0.5701 | 0.286169 |
| 11 | -0.230091 | -1.3417 | 0.094301 |
| 12 | -0.410802 | -2.3954 | 0.011128 |
| 13 | -0.16815 | -0.9805 | 0.166889 |
| 14 | 0.040476 | 0.236 | 0.407419 |
| 15 | 0.210181 | 1.2256 | 0.114394 |
| 16 | 0.139536 | 0.8136 | 0.210759 |
| 17 | 0.164199 | 0.9574 | 0.172554 |
| 18 | 5e-05 | 3e-04 | 0.499884 |
| 19 | -0.131875 | -0.769 | 0.223614 |
| 20 | -0.128622 | -0.75 | 0.229211 |
| 21 | -0.134478 | -0.7841 | 0.219195 |
| 22 | 0.042753 | 0.2493 | 0.402319 |
| 23 | 0.090602 | 0.5283 | 0.300362 |
| 24 | 0.04524 | 0.2638 | 0.396767 |
| 25 | 0.036899 | 0.2152 | 0.415465 |
| 26 | 0.04875 | 0.2843 | 0.388968 |
| 27 | -0.070412 | -0.4106 | 0.341982 |
| 28 | -0.038443 | -0.2242 | 0.411988 |
| 29 | -0.013464 | -0.0785 | 0.468942 |
| 30 | -0.027723 | -0.1617 | 0.436268 |
| 31 | 0.029577 | 0.1725 | 0.432049 |
| 32 | 0.011347 | 0.0662 | 0.473817 |
| 33 | -0.005396 | -0.0315 | 0.487541 |
| 34 | NA | NA | NA |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.354496 | 2.0671 | 0.023205 |
| 2 | -0.287832 | -1.6783 | 0.051226 |
| 3 | -0.397057 | -2.3152 | 0.013384 |
| 4 | -0.30242 | -1.7634 | 0.04341 |
| 5 | -0.308526 | -1.799 | 0.04045 |
| 6 | -0.102352 | -0.5968 | 0.277294 |
| 7 | -0.107188 | -0.625 | 0.26807 |
| 8 | 0.021208 | 0.1237 | 0.451154 |
| 9 | 0.175324 | 1.0223 | 0.156927 |
| 10 | -0.084876 | -0.4949 | 0.311924 |
| 11 | 0.213499 | 1.2449 | 0.11084 |
| 12 | -0.148754 | -0.8674 | 0.195909 |
| 13 | 0.152358 | 0.8884 | 0.190286 |
| 14 | -0.011514 | -0.0671 | 0.473434 |
| 15 | -0.098062 | -0.5718 | 0.28561 |
| 16 | -0.176271 | -1.0278 | 0.155643 |
| 17 | -0.033583 | -0.1958 | 0.422958 |
| 18 | -0.103653 | -0.6044 | 0.274797 |
| 19 | -0.10166 | -0.5928 | 0.278627 |
| 20 | -0.026759 | -0.156 | 0.438466 |
| 21 | -0.045701 | -0.2665 | 0.39574 |
| 22 | 0.081263 | 0.4738 | 0.31932 |
| 23 | 0.065763 | 0.3835 | 0.351883 |
| 24 | -0.12057 | -0.703 | 0.243409 |
| 25 | 0.157507 | 0.9184 | 0.182436 |
| 26 | -0.020166 | -0.1176 | 0.453543 |
| 27 | -0.033461 | -0.1951 | 0.423235 |
| 28 | -0.055545 | -0.3239 | 0.374007 |
| 29 | -1.8e-05 | -1e-04 | 0.499959 |
| 30 | -0.071881 | -0.4191 | 0.338878 |
| 31 | -0.055644 | -0.3245 | 0.37379 |
| 32 | -0.065553 | -0.3822 | 0.352332 |
| 33 | -0.042477 | -0.2477 | 0.402936 |
| 34 | NA | NA | NA |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
