| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.517631 | -3.3943 | 0.000744 |
| 2 | 0.138452 | 0.9079 | 0.184498 |
| 3 | -0.49717 | -3.2602 | 0.001091 |
| 4 | 0.831424 | 5.452 | 1e-06 |
| 5 | -0.484495 | -3.177 | 0.001377 |
| 6 | 0.157902 | 1.0354 | 0.153127 |
| 7 | -0.435946 | -2.8587 | 0.003268 |
| 8 | 0.712946 | 4.6751 | 1.5e-05 |
| 9 | -0.399245 | -2.618 | 0.006081 |
| 10 | 0.102762 | 0.6739 | 0.252004 |
| 11 | -0.391223 | -2.5654 | 0.006938 |
| 12 | 0.640282 | 4.1986 | 6.6e-05 |
| 13 | -0.327724 | -2.149 | 0.018652 |
| 14 | 0.053389 | 0.3501 | 0.363987 |
| 15 | -0.31474 | -2.0639 | 0.022548 |
| 16 | 0.543895 | 3.5666 | 0.000451 |
| 17 | -0.279853 | -1.8351 | 0.036705 |
| 18 | 0.029931 | 0.1963 | 0.422662 |
| 19 | -0.25396 | -1.6653 | 0.051559 |
| 20 | 0.426411 | 2.7962 | 0.00385 |
| 21 | -0.209667 | -1.3749 | 0.088145 |
| 22 | 0.000511 | 0.0034 | 0.49867 |
| 23 | -0.174782 | -1.1461 | 0.129042 |
| 24 | 0.315927 | 2.0717 | 0.022165 |
| 25 | -0.151688 | -0.9947 | 0.162727 |
| 26 | -0.006589 | -0.0432 | 0.482868 |
| 27 | -0.111371 | -0.7303 | 0.234581 |
| 28 | 0.252713 | 1.6572 | 0.052384 |
| 29 | -0.124637 | -0.8173 | 0.209131 |
| 30 | 0.006173 | 0.0405 | 0.483949 |
| 31 | -0.086399 | -0.5666 | 0.286981 |
| 32 | 0.152424 | 0.9995 | 0.16157 |
| 33 | -0.080613 | -0.5286 | 0.299894 |
| 34 | 0.011765 | 0.0771 | 0.469432 |
| 35 | -0.074066 | -0.4857 | 0.314828 |
| 36 | 0.102082 | 0.6694 | 0.253411 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.517631 | -3.3943 | 0.000744 |
| 2 | -0.176884 | -1.1599 | 0.126243 |
| 3 | -0.711252 | -4.664 | 1.5e-05 |
| 4 | 0.520299 | 3.4118 | 0.000708 |
| 5 | -0.045978 | -0.3015 | 0.382244 |
| 6 | -0.05913 | -0.3877 | 0.350061 |
| 7 | 0.019165 | 0.1257 | 0.450288 |
| 8 | 0.018988 | 0.1245 | 0.450744 |
| 9 | 0.177229 | 1.1622 | 0.125789 |
| 10 | -0.148009 | -0.9706 | 0.168597 |
| 11 | -0.092147 | -0.6042 | 0.274427 |
| 12 | 0.080742 | 0.5295 | 0.299606 |
| 13 | 0.000232 | 0.0015 | 0.499396 |
| 14 | -0.051332 | -0.3366 | 0.369025 |
| 15 | 0.0529 | 0.3469 | 0.365183 |
| 16 | -0.035563 | -0.2332 | 0.408355 |
| 17 | -0.024828 | -0.1628 | 0.435717 |
| 18 | 0.004081 | 0.0268 | 0.489388 |
| 19 | -0.024005 | -0.1574 | 0.437829 |
| 20 | -0.134903 | -0.8846 | 0.190641 |
| 21 | -0.041495 | -0.2721 | 0.393422 |
| 22 | -0.079173 | -0.5192 | 0.303151 |
| 23 | 0.063561 | 0.4168 | 0.339449 |
| 24 | -0.104435 | -0.6848 | 0.248564 |
| 25 | -0.103849 | -0.681 | 0.249767 |
| 26 | 0.106547 | 0.6987 | 0.244258 |
| 27 | -0.00584 | -0.0383 | 0.484815 |
| 28 | 0.105666 | 0.6929 | 0.24605 |
| 29 | -0.015917 | -0.1044 | 0.45868 |
| 30 | 0.115931 | 0.7602 | 0.225639 |
| 31 | 0.061937 | 0.4062 | 0.343323 |
| 32 | -0.188531 | -1.2363 | 0.111532 |
| 33 | 0.052698 | 0.3456 | 0.365678 |
| 34 | -0.050497 | -0.3311 | 0.371078 |
| 35 | -0.133036 | -0.8724 | 0.193924 |
| 36 | 7e-05 | 5e-04 | 0.499819 |
