| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.565353 | -4.8633 | 3e-06 |
| 2 | 0.086349 | 0.7428 | 0.229975 |
| 3 | 0.163876 | 1.4097 | 0.081407 |
| 4 | -0.242834 | -2.0889 | 0.020076 |
| 5 | 0.103045 | 0.8864 | 0.189129 |
| 6 | -0.032838 | -0.2825 | 0.389181 |
| 7 | 0.0589 | 0.5067 | 0.306943 |
| 8 | -0.25188 | -2.1668 | 0.016737 |
| 9 | 0.275178 | 2.3672 | 0.01027 |
| 10 | -0.096092 | -0.8266 | 0.205557 |
| 11 | -0.295228 | -2.5396 | 0.006598 |
| 12 | 0.625846 | 5.3837 | 0 |
| 13 | -0.435343 | -3.745 | 0.000177 |
| 14 | 0.173677 | 1.494 | 0.06971 |
| 15 | 0.086552 | 0.7446 | 0.229451 |
| 16 | -0.206755 | -1.7786 | 0.039708 |
| 17 | 0.063955 | 0.5502 | 0.291932 |
| 18 | 0.070278 | 0.6046 | 0.273664 |
| 19 | -0.091461 | -0.7868 | 0.216961 |
| 20 | -0.07793 | -0.6704 | 0.25235 |
| 21 | 0.159398 | 1.3712 | 0.087229 |
| 22 | -0.130452 | -1.1222 | 0.132705 |
| 23 | -0.089844 | -0.7729 | 0.22103 |
| 24 | 0.371216 | 3.1933 | 0.001033 |
| 25 | -0.283351 | -2.4375 | 0.008596 |
| 26 | 0.088606 | 0.7622 | 0.224176 |
| 27 | 0.135841 | 1.1685 | 0.123169 |
| 28 | -0.199534 | -1.7165 | 0.045131 |
| 29 | 0.062442 | 0.5371 | 0.29639 |
| 30 | 0.018404 | 0.1583 | 0.43732 |
| 31 | -0.115124 | -0.9903 | 0.162619 |
| 32 | 0.059073 | 0.5082 | 0.306424 |
| 33 | 0.037432 | 0.322 | 0.37418 |
| 34 | -0.044692 | -0.3845 | 0.350872 |
| 35 | -0.113408 | -0.9756 | 0.166228 |
| 36 | 0.281743 | 2.4236 | 0.008905 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.565353 | -4.8633 | 3e-06 |
| 2 | -0.34286 | -2.9494 | 0.00213 |
| 3 | 0.059285 | 0.51 | 0.305789 |
| 4 | -0.104493 | -0.8989 | 0.185816 |
| 5 | -0.132637 | -1.141 | 0.128777 |
| 6 | -0.144253 | -1.2409 | 0.10928 |
| 7 | 0.059511 | 0.5119 | 0.305112 |
| 8 | -0.342814 | -2.949 | 0.002132 |
| 9 | -0.113958 | -0.9803 | 0.165065 |
| 10 | -0.00473 | -0.0407 | 0.483825 |
| 11 | -0.492498 | -4.2366 | 3.2e-05 |
| 12 | 0.188888 | 1.6249 | 0.054221 |
| 13 | 0.139443 | 1.1995 | 0.117074 |
| 14 | 0.105814 | 0.9103 | 0.182823 |
| 15 | 0.095627 | 0.8226 | 0.206684 |
| 16 | 0.014849 | 0.1277 | 0.449352 |
| 17 | -0.108111 | -0.93 | 0.177697 |
| 18 | 0.081841 | 0.704 | 0.241815 |
| 19 | -0.104499 | -0.8989 | 0.185801 |
| 20 | 0.06875 | 0.5914 | 0.278024 |
| 21 | -0.084762 | -0.7292 | 0.234105 |
| 22 | -0.068488 | -0.5892 | 0.278775 |
| 23 | -0.006232 | -0.0536 | 0.478695 |
| 24 | 0.071125 | 0.6118 | 0.271258 |
| 25 | 0.142131 | 1.2227 | 0.112669 |
| 26 | -0.033479 | -0.288 | 0.387075 |
| 27 | 0.000238 | 0.002 | 0.499186 |
| 28 | 0.10002 | 0.8604 | 0.196174 |
| 29 | 0.027205 | 0.234 | 0.407805 |
| 30 | -0.175625 | -1.5108 | 0.067551 |
| 31 | -0.116927 | -1.0058 | 0.158885 |
| 32 | -0.004827 | -0.0415 | 0.483496 |
| 33 | -0.001153 | -0.0099 | 0.496056 |
| 34 | 0.104057 | 0.8951 | 0.18681 |
| 35 | -0.04906 | -0.422 | 0.337112 |
| 36 | -0.046461 | -0.3997 | 0.345274 |
