| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.481223 | -4.6157 | 6e-06 |
| 2 | 0.002865 | 0.0275 | 0.489069 |
| 3 | 0.023865 | 0.2289 | 0.409725 |
| 4 | -0.039069 | -0.3747 | 0.354358 |
| 5 | 0.067323 | 0.6457 | 0.260027 |
| 6 | 0.135359 | 1.2983 | 0.098712 |
| 7 | -0.236807 | -2.2714 | 0.012728 |
| 8 | 0.042099 | 0.4038 | 0.343648 |
| 9 | 0.009009 | 0.0864 | 0.465662 |
| 10 | 0.026298 | 0.2522 | 0.400709 |
| 11 | 0.174114 | 1.67 | 0.049155 |
| 12 | -0.380274 | -3.6475 | 0.000219 |
| 13 | 0.133061 | 1.2763 | 0.102535 |
| 14 | 0.038032 | 0.3648 | 0.358054 |
| 15 | 0.081282 | 0.7796 | 0.218805 |
| 16 | -0.103933 | -0.9969 | 0.160717 |
| 17 | 0.017483 | 0.1677 | 0.433596 |
| 18 | -0.066047 | -0.6335 | 0.263989 |
| 19 | 0.044297 | 0.4249 | 0.335956 |
| 20 | 0.106732 | 1.0237 | 0.154322 |
| 21 | 0.019648 | 0.1885 | 0.425466 |
| 22 | -0.245535 | -2.3551 | 0.010322 |
| 23 | 0.223276 | 2.1416 | 0.017434 |
| 24 | 0.015143 | 0.1453 | 0.442415 |
| 25 | -0.141633 | -1.3585 | 0.088813 |
| 26 | 0.192946 | 1.8507 | 0.033713 |
| 27 | -0.176342 | -1.6914 | 0.047072 |
| 28 | 0.022996 | 0.2206 | 0.412957 |
| 29 | 0.15188 | 1.4568 | 0.074291 |
| 30 | -0.108612 | -1.0418 | 0.150124 |
| 31 | -0.028624 | -0.2746 | 0.392138 |
| 32 | -0.027477 | -0.2635 | 0.39636 |
| 33 | -0.042527 | -0.4079 | 0.342146 |
| 34 | 0.203109 | 1.9482 | 0.027222 |
| 35 | -0.095217 | -0.9133 | 0.181738 |
| 36 | -0.087953 | -0.8436 | 0.200535 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.481223 | -4.6157 | 6e-06 |
| 2 | -0.297636 | -2.8548 | 0.00266 |
| 3 | -0.167881 | -1.6103 | 0.055384 |
| 4 | -0.15076 | -1.446 | 0.075782 |
| 5 | -0.03118 | -0.2991 | 0.382782 |
| 6 | 0.235709 | 2.2608 | 0.013063 |
| 7 | -0.011815 | -0.1133 | 0.455009 |
| 8 | -0.097979 | -0.9398 | 0.174896 |
| 9 | -0.117001 | -1.1222 | 0.132342 |
| 10 | -0.063013 | -0.6044 | 0.273533 |
| 11 | 0.226289 | 2.1705 | 0.016272 |
| 12 | -0.23305 | -2.2353 | 0.013907 |
| 13 | -0.177157 | -1.6992 | 0.046328 |
| 14 | -0.110431 | -1.0592 | 0.146136 |
| 15 | 0.104111 | 0.9986 | 0.160304 |
| 16 | -0.049065 | -0.4706 | 0.319516 |
| 17 | -0.060554 | -0.5808 | 0.281393 |
| 18 | 0.059238 | 0.5682 | 0.285645 |
| 19 | -0.09587 | -0.9196 | 0.180106 |
| 20 | 0.018306 | 0.1756 | 0.430501 |
| 21 | 0.143239 | 1.3739 | 0.086405 |
| 22 | -0.130194 | -1.2488 | 0.107457 |
| 23 | 0.175274 | 1.6812 | 0.048061 |
| 24 | 0.103683 | 0.9945 | 0.161296 |
| 25 | -0.172484 | -1.6544 | 0.050726 |
| 26 | 0.055854 | 0.5357 | 0.296717 |
| 27 | 0.083248 | 0.7985 | 0.213321 |
| 28 | -0.006165 | -0.0591 | 0.476488 |
| 29 | 0.062355 | 0.5981 | 0.275624 |
| 30 | 0.054681 | 0.5245 | 0.300604 |
| 31 | -0.081365 | -0.7804 | 0.218572 |
| 32 | -0.1582 | -1.5174 | 0.066297 |
| 33 | -0.005469 | -0.0525 | 0.47914 |
| 34 | 0.002236 | 0.0214 | 0.491469 |
| 35 | 0.147341 | 1.4132 | 0.08048 |
| 36 | 0.11653 | 1.1177 | 0.133299 |
