| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.535555 | -4.6995 | 6e-06 |
| 2 | 0.145055 | 1.2728 | 0.103451 |
| 3 | -0.083213 | -0.7302 | 0.233746 |
| 4 | -0.015594 | -0.1368 | 0.445757 |
| 5 | 0.110398 | 0.9687 | 0.167853 |
| 6 | -0.129527 | -1.1366 | 0.129616 |
| 7 | -0.025165 | -0.2208 | 0.412908 |
| 8 | 0.097067 | 0.8518 | 0.198495 |
| 9 | 0.10044 | 0.8814 | 0.190433 |
| 10 | -0.178388 | -1.5653 | 0.060801 |
| 11 | 0.260734 | 2.2879 | 0.012443 |
| 12 | -0.426546 | -3.7429 | 0.000174 |
| 13 | 0.264764 | 2.3233 | 0.011402 |
| 14 | -0.059315 | -0.5205 | 0.30211 |
| 15 | -0.045288 | -0.3974 | 0.346087 |
| 16 | 0.093303 | 0.8187 | 0.207734 |
| 17 | -0.090888 | -0.7975 | 0.213796 |
| 18 | 0.127998 | 1.1232 | 0.132425 |
| 19 | -0.054847 | -0.4813 | 0.31584 |
| 20 | -0.062552 | -0.5489 | 0.292334 |
| 21 | 0.059661 | 0.5235 | 0.301057 |
| 22 | -0.009274 | -0.0814 | 0.467677 |
| 23 | 0.018067 | 0.1585 | 0.437225 |
| 24 | -0.014336 | -0.1258 | 0.450109 |
| 25 | -0.072117 | -0.6328 | 0.264363 |
| 26 | 0.100228 | 0.8795 | 0.190935 |
| 27 | -0.059541 | -0.5225 | 0.301423 |
| 28 | 0.024312 | 0.2133 | 0.415812 |
| 29 | -0.001533 | -0.0135 | 0.494651 |
| 30 | -0.004275 | -0.0375 | 0.485085 |
| 31 | 0.059367 | 0.5209 | 0.301952 |
| 32 | -0.020743 | -0.182 | 0.428024 |
| 33 | -0.136932 | -1.2016 | 0.116606 |
| 34 | 0.112275 | 0.9852 | 0.163803 |
| 35 | -0.050894 | -0.4466 | 0.328211 |
| 36 | 0.060478 | 0.5307 | 0.29858 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.535555 | -4.6995 | 6e-06 |
| 2 | -0.198778 | -1.7443 | 0.042552 |
| 3 | -0.140937 | -1.2367 | 0.109975 |
| 4 | -0.156197 | -1.3706 | 0.087237 |
| 5 | 0.036257 | 0.3182 | 0.375614 |
| 6 | -0.060874 | -0.5342 | 0.297381 |
| 7 | -0.192081 | -1.6855 | 0.04797 |
| 8 | -0.027245 | -0.2391 | 0.405843 |
| 9 | 0.230271 | 2.0206 | 0.023398 |
| 10 | -0.027422 | -0.2406 | 0.40524 |
| 11 | 0.268933 | 2.3599 | 0.010407 |
| 12 | -0.232151 | -2.0371 | 0.022537 |
| 13 | -0.202887 | -1.7803 | 0.039484 |
| 14 | -0.018588 | -0.1631 | 0.43543 |
| 15 | -0.038231 | -0.3355 | 0.36909 |
| 16 | -0.000581 | -0.0051 | 0.497974 |
| 17 | 0.016063 | 0.141 | 0.444139 |
| 18 | 0.030469 | 0.2674 | 0.394953 |
| 19 | -0.037202 | -0.3264 | 0.372485 |
| 20 | -0.050223 | -0.4407 | 0.330329 |
| 21 | 0.178746 | 1.5685 | 0.060434 |
| 22 | 0.003256 | 0.0286 | 0.48864 |
| 23 | 0.177593 | 1.5584 | 0.061623 |
| 24 | -0.065233 | -0.5724 | 0.284353 |
| 25 | -0.234647 | -2.059 | 0.021437 |
| 26 | -0.019581 | -0.1718 | 0.432012 |
| 27 | -0.091319 | -0.8013 | 0.212706 |
| 28 | 0.054229 | 0.4759 | 0.317762 |
| 29 | 0.072427 | 0.6355 | 0.263479 |
| 30 | 0.042476 | 0.3727 | 0.355189 |
| 31 | 0.068882 | 0.6044 | 0.273666 |
| 32 | 0.008922 | 0.0783 | 0.468899 |
| 33 | -0.060576 | -0.5316 | 0.298283 |
| 34 | -0.073846 | -0.648 | 0.259457 |
| 35 | 0.035527 | 0.3117 | 0.378038 |
| 36 | 0.033511 | 0.2941 | 0.384752 |
