| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.71991 | -4.9355 | 5e-06 |
| 2 | 0.454764 | 3.1177 | 0.001554 |
| 3 | -0.340607 | -2.3351 | 0.01193 |
| 4 | 0.165263 | 1.133 | 0.131484 |
| 5 | -0.106024 | -0.7269 | 0.235457 |
| 6 | 0.080828 | 0.5541 | 0.29106 |
| 7 | -0.02669 | -0.183 | 0.4278 |
| 8 | 0.005149 | 0.0353 | 0.485995 |
| 9 | 0.038039 | 0.2608 | 0.3977 |
| 10 | -0.001579 | -0.0108 | 0.495703 |
| 11 | -0.035439 | -0.243 | 0.404548 |
| 12 | -0.123106 | -0.844 | 0.201481 |
| 13 | 0.154407 | 1.0586 | 0.147604 |
| 14 | -0.149432 | -1.0245 | 0.155433 |
| 15 | 0.225139 | 1.5435 | 0.064711 |
| 16 | -0.112212 | -0.7693 | 0.222785 |
| 17 | -0.014425 | -0.0989 | 0.460821 |
| 18 | -0.001313 | -0.009 | 0.496427 |
| 19 | 0.027197 | 0.1865 | 0.426446 |
| 20 | -0.103212 | -0.7076 | 0.241348 |
| 21 | 0.205238 | 1.407 | 0.082997 |
| 22 | -0.282145 | -1.9343 | 0.029556 |
| 23 | 0.371852 | 2.5493 | 0.007059 |
| 24 | -0.362116 | -2.4825 | 0.008336 |
| 25 | 0.29821 | 2.0444 | 0.023268 |
| 26 | -0.262187 | -1.7975 | 0.039344 |
| 27 | 0.148286 | 1.0166 | 0.157275 |
| 28 | -0.082252 | -0.5639 | 0.287753 |
| 29 | 0.063684 | 0.4366 | 0.332203 |
| 30 | -0.01957 | -0.1342 | 0.446923 |
| 31 | -0.015366 | -0.1053 | 0.458276 |
| 32 | 0.029192 | 0.2001 | 0.421122 |
| 33 | -0.043887 | -0.3009 | 0.38242 |
| 34 | 0.055554 | 0.3809 | 0.352511 |
| 35 | -0.079255 | -0.5433 | 0.29473 |
| 36 | 0.107819 | 0.7392 | 0.231739 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.71991 | -4.9355 | 5e-06 |
| 2 | -0.131833 | -0.9038 | 0.185356 |
| 3 | -0.137243 | -0.9409 | 0.175786 |
| 4 | -0.229152 | -1.571 | 0.061447 |
| 5 | -0.183947 | -1.2611 | 0.106753 |
| 6 | -0.09936 | -0.6812 | 0.249552 |
| 7 | -0.037685 | -0.2584 | 0.39863 |
| 8 | -0.059039 | -0.4048 | 0.343749 |
| 9 | 0.039905 | 0.2736 | 0.392804 |
| 10 | 0.155744 | 1.0677 | 0.145548 |
| 11 | 0.063487 | 0.4352 | 0.332689 |
| 12 | -0.32054 | -2.1975 | 0.016474 |
| 13 | -0.18195 | -1.2474 | 0.109217 |
| 14 | -0.16234 | -1.1129 | 0.135696 |
| 15 | -0.023974 | -0.1644 | 0.435076 |
| 16 | 0.17118 | 1.1736 | 0.123244 |
| 17 | -0.048281 | -0.331 | 0.371058 |
| 18 | -0.117831 | -0.8078 | 0.211635 |
| 19 | 0.078059 | 0.5351 | 0.297535 |
| 20 | -0.138326 | -0.9483 | 0.17391 |
| 21 | 0.17113 | 1.1732 | 0.123312 |
| 22 | -0.111966 | -0.7676 | 0.223282 |
| 23 | 0.061674 | 0.4228 | 0.33718 |
| 24 | -0.076515 | -0.5246 | 0.301178 |
| 25 | -0.142041 | -0.9738 | 0.167575 |
| 26 | -0.020906 | -0.1433 | 0.443324 |
| 27 | 0.053025 | 0.3635 | 0.358922 |
| 28 | -0.038107 | -0.2612 | 0.397522 |
| 29 | -0.099403 | -0.6815 | 0.249458 |
| 30 | -0.125107 | -0.8577 | 0.197708 |
| 31 | -0.204709 | -1.4034 | 0.083533 |
| 32 | -0.039946 | -0.2739 | 0.392698 |
| 33 | 0.023055 | 0.1581 | 0.437544 |
| 34 | -0.039726 | -0.2723 | 0.393274 |
| 35 | 0.018776 | 0.1287 | 0.449063 |
| 36 | -0.115464 | -0.7916 | 0.216292 |
