| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.414835 | -4.0645 | 4.9e-05 |
| 2 | 0.132778 | 1.301 | 0.098195 |
| 3 | -0.102127 | -1.0006 | 0.159759 |
| 4 | -0.097845 | -0.9587 | 0.170063 |
| 5 | 0.020432 | 0.2002 | 0.420879 |
| 6 | 0.06893 | 0.6754 | 0.25053 |
| 7 | -0.107198 | -1.0503 | 0.148104 |
| 8 | 0.106063 | 1.0392 | 0.150661 |
| 9 | 0.152443 | 1.4936 | 0.069275 |
| 10 | -0.103282 | -1.012 | 0.157052 |
| 11 | 0.010758 | 0.1054 | 0.458136 |
| 12 | -0.239193 | -2.3436 | 0.01058 |
| 13 | -0.074458 | -0.7295 | 0.233724 |
| 14 | 0.00398 | 0.039 | 0.484487 |
| 15 | 0.17807 | 1.7447 | 0.042117 |
| 16 | -0.090375 | -0.8855 | 0.189052 |
| 17 | 0.038531 | 0.3775 | 0.35331 |
| 18 | 0.061712 | 0.6046 | 0.273419 |
| 19 | -0.115829 | -1.1349 | 0.129624 |
| 20 | 0.020175 | 0.1977 | 0.421861 |
| 21 | 0.000381 | 0.0037 | 0.498515 |
| 22 | -0.225046 | -2.205 | 0.014921 |
| 23 | 0.306093 | 2.9991 | 0.001724 |
| 24 | -0.060756 | -0.5953 | 0.276526 |
| 25 | 0.127123 | 1.2455 | 0.107981 |
| 26 | 0.039679 | 0.3888 | 0.349151 |
| 27 | -0.084527 | -0.8282 | 0.204809 |
| 28 | -0.102449 | -1.0038 | 0.159002 |
| 29 | 0.162144 | 1.5887 | 0.05771 |
| 30 | -0.168622 | -1.6521 | 0.050886 |
| 31 | 0.107297 | 1.0513 | 0.147883 |
| 32 | -0.00397 | -0.0389 | 0.484524 |
| 33 | 0.035427 | 0.3471 | 0.364635 |
| 34 | 0.033088 | 0.3242 | 0.373249 |
| 35 | 0.002374 | 0.0233 | 0.490747 |
| 36 | -0.182558 | -1.7887 | 0.038409 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.414835 | -4.0645 | 4.9e-05 |
| 2 | -0.047481 | -0.4652 | 0.321415 |
| 3 | -0.077632 | -0.7606 | 0.224369 |
| 4 | -0.199765 | -1.9573 | 0.026609 |
| 5 | -0.120325 | -1.1789 | 0.120667 |
| 6 | 0.042484 | 0.4163 | 0.339076 |
| 7 | -0.107775 | -1.056 | 0.146815 |
| 8 | -0.017194 | -0.1685 | 0.433284 |
| 9 | 0.267346 | 2.6194 | 0.005119 |
| 10 | 0.091966 | 0.9011 | 0.1849 |
| 11 | -0.039524 | -0.3873 | 0.349713 |
| 12 | -0.254358 | -2.4922 | 0.007205 |
| 13 | -0.309141 | -3.029 | 0.001576 |
| 14 | -0.307016 | -3.0081 | 0.001678 |
| 15 | -0.01035 | -0.1014 | 0.45972 |
| 16 | -0.056317 | -0.5518 | 0.291188 |
| 17 | -0.178798 | -1.7519 | 0.041496 |
| 18 | 0.030443 | 0.2983 | 0.383066 |
| 19 | -0.016325 | -0.16 | 0.436627 |
| 20 | -0.057662 | -0.565 | 0.286708 |
| 21 | 0.170586 | 1.6714 | 0.04895 |
| 22 | -0.129998 | -1.2737 | 0.10292 |
| 23 | 0.007908 | 0.0775 | 0.469201 |
| 24 | -0.098182 | -0.962 | 0.169237 |
| 25 | -0.03461 | -0.3391 | 0.367634 |
| 26 | 0.027483 | 0.2693 | 0.394149 |
| 27 | 0.056656 | 0.5551 | 0.290053 |
| 28 | -0.088329 | -0.8654 | 0.194477 |
| 29 | 0.04731 | 0.4635 | 0.322012 |
| 30 | -0.029633 | -0.2903 | 0.386089 |
| 31 | 0.0264 | 0.2587 | 0.398225 |
| 32 | -0.058121 | -0.5695 | 0.285184 |
| 33 | 0.006971 | 0.0683 | 0.472842 |
| 34 | -0.074398 | -0.7289 | 0.233904 |
| 35 | 0.009795 | 0.096 | 0.461874 |
| 36 | -0.147062 | -1.4409 | 0.076432 |
