| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.281081 | -2.8665 | 0.002512 |
| 2 | -0.373939 | -3.8134 | 0.000116 |
| 3 | 0.171287 | 1.7468 | 0.041813 |
| 4 | -0.019239 | -0.1962 | 0.422417 |
| 5 | -0.006578 | -0.0671 | 0.473321 |
| 6 | 0.078991 | 0.8056 | 0.211168 |
| 7 | -0.039489 | -0.4027 | 0.343993 |
| 8 | 0.012375 | 0.1262 | 0.44991 |
| 9 | 0.13292 | 1.3555 | 0.089093 |
| 10 | -0.363681 | -3.7088 | 0.000168 |
| 11 | -0.125147 | -1.2763 | 0.102354 |
| 12 | 0.665674 | 6.7886 | 0 |
| 13 | -0.1632 | -1.6643 | 0.049529 |
| 14 | -0.340546 | -3.4729 | 0.000376 |
| 15 | 0.161114 | 1.6431 | 0.051696 |
| 16 | -0.023996 | -0.2447 | 0.403582 |
| 17 | 0.008531 | 0.087 | 0.465419 |
| 18 | 0.000462 | 0.0047 | 0.498125 |
| 19 | 0.025313 | 0.2581 | 0.398405 |
| 20 | 0.013836 | 0.1411 | 0.444031 |
| 21 | 0.113794 | 1.1605 | 0.124256 |
| 22 | -0.326731 | -3.332 | 0.000597 |
| 23 | -0.097165 | -0.9909 | 0.162018 |
| 24 | 0.584735 | 5.9632 | 0 |
| 25 | -0.12793 | -1.3046 | 0.097448 |
| 26 | -0.307426 | -3.1351 | 0.001117 |
| 27 | 0.120334 | 1.2272 | 0.111264 |
| 28 | 0.017281 | 0.1762 | 0.430225 |
| 29 | -0.005896 | -0.0601 | 0.476087 |
| 30 | -0.001163 | -0.0119 | 0.49528 |
| 31 | 0.036148 | 0.3686 | 0.356573 |
| 32 | -0.035235 | -0.3593 | 0.360039 |
| 33 | 0.085346 | 0.8704 | 0.193053 |
| 34 | -0.196137 | -2.0002 | 0.024042 |
| 35 | -0.142641 | -1.4547 | 0.074388 |
| 36 | 0.481384 | 4.9092 | 2e-06 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.281081 | -2.8665 | 0.002512 |
| 2 | -0.491801 | -5.0154 | 1e-06 |
| 3 | -0.17723 | -1.8074 | 0.036796 |
| 4 | -0.286847 | -2.9253 | 0.002113 |
| 5 | -0.15104 | -1.5403 | 0.063261 |
| 6 | -0.077525 | -0.7906 | 0.215489 |
| 7 | -0.045116 | -0.4601 | 0.323205 |
| 8 | 0.047543 | 0.4848 | 0.314402 |
| 9 | 0.263105 | 2.6832 | 0.004243 |
| 10 | -0.250693 | -2.5566 | 0.006008 |
| 11 | -0.494582 | -5.0438 | 1e-06 |
| 12 | 0.226993 | 2.3149 | 0.011292 |
| 13 | 0.149393 | 1.5235 | 0.065332 |
| 14 | 0.005637 | 0.0575 | 0.477134 |
| 15 | 0.013888 | 0.1416 | 0.443821 |
| 16 | -0.037237 | -0.3797 | 0.352456 |
| 17 | -0.000917 | -0.0094 | 0.496278 |
| 18 | -0.214183 | -2.1842 | 0.015595 |
| 19 | -0.020779 | -0.2119 | 0.416297 |
| 20 | -0.100271 | -1.0226 | 0.154442 |
| 21 | 0.042358 | 0.432 | 0.333331 |
| 22 | -0.054835 | -0.5592 | 0.288611 |
| 23 | -0.124822 | -1.2729 | 0.10294 |
| 24 | 0.115016 | 1.1729 | 0.121749 |
| 25 | 0.109457 | 1.1163 | 0.133444 |
| 26 | 0.071304 | 0.7272 | 0.234379 |
| 27 | -0.020034 | -0.2043 | 0.419255 |
| 28 | -0.000937 | -0.0096 | 0.496196 |
| 29 | 0.007823 | 0.0798 | 0.468285 |
| 30 | -0.026968 | -0.275 | 0.391923 |
| 31 | 0.053968 | 0.5504 | 0.291625 |
| 32 | -0.16197 | -1.6518 | 0.050798 |
| 33 | -0.131842 | -1.3445 | 0.090851 |
| 34 | 0.052047 | 0.5308 | 0.298354 |
| 35 | -0.049393 | -0.5037 | 0.307764 |
| 36 | -0.056922 | -0.5805 | 0.28142 |
