| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.522291 | -5.1174 | 1e-06 |
| 2 | 0.170133 | 1.667 | 0.049391 |
| 3 | -0.092503 | -0.9063 | 0.183512 |
| 4 | 0.022252 | 0.218 | 0.413936 |
| 5 | -0.031027 | -0.304 | 0.380892 |
| 6 | 0.141862 | 1.39 | 0.083878 |
| 7 | -0.191115 | -1.8725 | 0.032088 |
| 8 | 0.04886 | 0.4787 | 0.31661 |
| 9 | 0.172053 | 1.6858 | 0.047544 |
| 10 | -0.176113 | -1.7256 | 0.043823 |
| 11 | 0.095748 | 0.9381 | 0.175265 |
| 12 | -0.148557 | -1.4556 | 0.074388 |
| 13 | -0.081524 | -0.7988 | 0.213197 |
| 14 | 0.055302 | 0.5418 | 0.29459 |
| 15 | 0.13889 | 1.3608 | 0.088376 |
| 16 | -0.219491 | -2.1506 | 0.017011 |
| 17 | 0.152564 | 1.4948 | 0.069121 |
| 18 | -0.071503 | -0.7006 | 0.242627 |
| 19 | -0.018255 | -0.1789 | 0.429213 |
| 20 | 0.033846 | 0.3316 | 0.370449 |
| 21 | 0.025623 | 0.2511 | 0.401155 |
| 22 | -0.183102 | -1.794 | 0.037978 |
| 23 | 0.29503 | 2.8907 | 0.002377 |
| 24 | -0.228041 | -2.2343 | 0.01389 |
| 25 | 0.110103 | 1.0788 | 0.141693 |
| 26 | 0.052076 | 0.5102 | 0.305529 |
| 27 | -0.027227 | -0.2668 | 0.395109 |
| 28 | -0.07302 | -0.7155 | 0.238034 |
| 29 | 0.180695 | 1.7704 | 0.039914 |
| 30 | -0.162161 | -1.5888 | 0.057692 |
| 31 | 0.097213 | 0.9525 | 0.17162 |
| 32 | -0.001687 | -0.0165 | 0.493424 |
| 33 | -0.089675 | -0.8786 | 0.190897 |
| 34 | 0.034533 | 0.3383 | 0.36792 |
| 35 | 0.137317 | 1.3454 | 0.090828 |
| 36 | -0.25812 | -2.529 | 0.006533 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.522291 | -5.1174 | 1e-06 |
| 2 | -0.141163 | -1.3831 | 0.08492 |
| 3 | -0.09096 | -0.8912 | 0.18752 |
| 4 | -0.068386 | -0.67 | 0.252219 |
| 5 | -0.070798 | -0.6937 | 0.24478 |
| 6 | 0.137022 | 1.3425 | 0.091293 |
| 7 | -0.067613 | -0.6625 | 0.254629 |
| 8 | -0.133136 | -1.3045 | 0.097597 |
| 9 | 0.213954 | 2.0963 | 0.019342 |
| 10 | 0.02772 | 0.2716 | 0.393255 |
| 11 | -0.019927 | -0.1952 | 0.422809 |
| 12 | -0.15261 | -1.4953 | 0.069063 |
| 13 | -0.297131 | -2.9113 | 0.002238 |
| 14 | -0.245748 | -2.4078 | 0.008979 |
| 15 | 0.051653 | 0.5061 | 0.306975 |
| 16 | -0.072764 | -0.7129 | 0.238808 |
| 17 | -0.057936 | -0.5677 | 0.285799 |
| 18 | -0.00102 | -0.01 | 0.496023 |
| 19 | -0.058243 | -0.5707 | 0.28478 |
| 20 | -0.099608 | -0.976 | 0.165769 |
| 21 | 0.098954 | 0.9695 | 0.167354 |
| 22 | -0.081591 | -0.7994 | 0.213008 |
| 23 | 0.093351 | 0.9146 | 0.181334 |
| 24 | -0.152392 | -1.4931 | 0.069341 |
| 25 | -0.167613 | -1.6423 | 0.051903 |
| 26 | -0.010153 | -0.0995 | 0.460481 |
| 27 | 0.121458 | 1.19 | 0.118483 |
| 28 | -0.017497 | -0.1714 | 0.43212 |
| 29 | 0.074636 | 0.7313 | 0.233193 |
| 30 | 0.002287 | 0.0224 | 0.491084 |
| 31 | 0.018373 | 0.18 | 0.428758 |
| 32 | -0.067376 | -0.6602 | 0.255369 |
| 33 | -0.013107 | -0.1284 | 0.449041 |
| 34 | -0.117577 | -1.152 | 0.126088 |
| 35 | 0.126647 | 1.2409 | 0.108837 |
| 36 | -0.219557 | -2.1512 | 0.016985 |
