| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.515895 | -4.527 | 1.1e-05 |
| 2 | 0.158576 | 1.3915 | 0.084041 |
| 3 | -0.161575 | -1.4178 | 0.080139 |
| 4 | 0.095075 | 0.8343 | 0.203352 |
| 5 | -0.046465 | -0.4077 | 0.342302 |
| 6 | -0.074434 | -0.6532 | 0.257801 |
| 7 | 0.198787 | 1.7444 | 0.042544 |
| 8 | -0.170806 | -1.4988 | 0.069005 |
| 9 | 0.196178 | 1.7215 | 0.044592 |
| 10 | -0.27953 | -2.4529 | 0.008217 |
| 11 | 0.441717 | 3.8761 | 0.000111 |
| 12 | -0.462379 | -4.0574 | 5.9e-05 |
| 13 | 0.147046 | 1.2903 | 0.1004 |
| 14 | -0.030961 | -0.2717 | 0.393296 |
| 15 | 0.046583 | 0.4088 | 0.341923 |
| 16 | -0.053914 | -0.4731 | 0.318741 |
| 17 | 0.061148 | 0.5366 | 0.296555 |
| 18 | 0.081545 | 0.7156 | 0.238214 |
| 19 | -0.17395 | -1.5264 | 0.065503 |
| 20 | 0.131123 | 1.1506 | 0.12673 |
| 21 | -0.239711 | -2.1035 | 0.019346 |
| 22 | 0.298578 | 2.62 | 0.005294 |
| 23 | -0.186112 | -1.6331 | 0.053263 |
| 24 | 0.103732 | 0.9102 | 0.182767 |
| 25 | -0.022009 | -0.1931 | 0.423683 |
| 26 | 0.010396 | 0.0912 | 0.463775 |
| 27 | -0.059022 | -0.5179 | 0.303 |
| 28 | 0.055211 | 0.4845 | 0.314711 |
| 29 | 0.024409 | 0.2142 | 0.415483 |
| 30 | -0.119472 | -1.0484 | 0.148876 |
| 31 | 0.206933 | 1.8158 | 0.036645 |
| 32 | -0.242982 | -2.1322 | 0.018091 |
| 33 | 0.251024 | 2.2027 | 0.015303 |
| 34 | -0.17809 | -1.5627 | 0.061108 |
| 35 | 0.083004 | 0.7284 | 0.234303 |
| 36 | -0.097995 | -0.8599 | 0.196255 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.515895 | -4.527 | 1.1e-05 |
| 2 | -0.146586 | -1.2863 | 0.101099 |
| 3 | -0.199695 | -1.7523 | 0.04185 |
| 4 | -0.096127 | -0.8435 | 0.200777 |
| 5 | -0.059967 | -0.5262 | 0.300128 |
| 6 | -0.190562 | -1.6722 | 0.049275 |
| 7 | 0.099665 | 0.8746 | 0.192266 |
| 8 | -0.02995 | -0.2628 | 0.396701 |
| 9 | 0.130671 | 1.1466 | 0.127543 |
| 10 | -0.128667 | -1.129 | 0.131191 |
| 11 | 0.348482 | 3.0579 | 0.001532 |
| 12 | -0.133622 | -1.1725 | 0.122301 |
| 13 | -0.182912 | -1.605 | 0.056289 |
| 14 | -0.063438 | -0.5567 | 0.289685 |
| 15 | -0.061901 | -0.5432 | 0.294288 |
| 16 | -0.169691 | -1.489 | 0.070282 |
| 17 | 0.083715 | 0.7346 | 0.232409 |
| 18 | 0.011319 | 0.0993 | 0.460571 |
| 19 | -0.002494 | -0.0219 | 0.4913 |
| 20 | 0.011967 | 0.105 | 0.45832 |
| 21 | -0.129763 | -1.1387 | 0.129187 |
| 22 | -0.025197 | -0.2211 | 0.412799 |
| 23 | 0.190591 | 1.6724 | 0.049249 |
| 24 | -0.015126 | -0.1327 | 0.447376 |
| 25 | -0.025014 | -0.2195 | 0.413422 |
| 26 | 0.037467 | 0.3288 | 0.371612 |
| 27 | -0.066329 | -0.582 | 0.281121 |
| 28 | -0.019763 | -0.1734 | 0.431387 |
| 29 | 0.070932 | 0.6224 | 0.267749 |
| 30 | -0.034654 | -0.3041 | 0.38094 |
| 31 | 0.14656 | 1.2861 | 0.101138 |
| 32 | -0.051269 | -0.4499 | 0.32703 |
| 33 | -0.024484 | -0.2148 | 0.415228 |
| 34 | -0.009631 | -0.0845 | 0.466434 |
| 35 | 0.057366 | 0.5034 | 0.308065 |
| 36 | -0.140756 | -1.2351 | 0.110268 |
