| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.615461 | -4.4806 | 2e-05 |
| 2 | 0.117236 | 0.8535 | 0.198615 |
| 3 | 0.045772 | 0.3332 | 0.37014 |
| 4 | 0.051363 | 0.3739 | 0.354974 |
| 5 | -0.157697 | -1.148 | 0.128052 |
| 6 | 0.124766 | 0.9083 | 0.183913 |
| 7 | -0.100471 | -0.7314 | 0.233866 |
| 8 | 0.067989 | 0.495 | 0.311335 |
| 9 | 0.065382 | 0.476 | 0.318021 |
| 10 | -0.342444 | -2.493 | 0.007912 |
| 11 | 0.52002 | 3.7858 | 0.000196 |
| 12 | -0.375653 | -2.7348 | 0.004235 |
| 13 | 0.074934 | 0.5455 | 0.29384 |
| 14 | 0.014696 | 0.107 | 0.4576 |
| 15 | 0.09315 | 0.6781 | 0.250315 |
| 16 | -0.165414 | -1.2042 | 0.116926 |
| 17 | 0.205175 | 1.4937 | 0.070593 |
| 18 | -0.187455 | -1.3647 | 0.089058 |
| 19 | 0.125817 | 0.916 | 0.181918 |
| 20 | -0.028897 | -0.2104 | 0.417093 |
| 21 | -0.097995 | -0.7134 | 0.239359 |
| 22 | 0.138437 | 1.0078 | 0.159056 |
| 23 | -0.088463 | -0.644 | 0.261169 |
| 24 | 0.00513 | 0.0373 | 0.485174 |
| 25 | -0.022819 | -0.1661 | 0.434347 |
| 26 | 0.098695 | 0.7185 | 0.237799 |
| 27 | -0.096028 | -0.6991 | 0.243775 |
| 28 | 0.025744 | 0.1874 | 0.426022 |
| 29 | -0.037209 | -0.2709 | 0.393767 |
| 30 | 0.039189 | 0.2853 | 0.388262 |
| 31 | 0.006009 | 0.0437 | 0.482637 |
| 32 | -0.052094 | -0.3793 | 0.353008 |
| 33 | 0.082786 | 0.6027 | 0.274643 |
| 34 | -0.07008 | -0.5102 | 0.306017 |
| 35 | 0.066169 | 0.4817 | 0.315995 |
| 36 | -0.049055 | -0.3571 | 0.361207 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.615461 | -4.4806 | 2e-05 |
| 2 | -0.421044 | -3.0652 | 0.001709 |
| 3 | -0.216855 | -1.5787 | 0.060175 |
| 4 | 0.069203 | 0.5038 | 0.308243 |
| 5 | -0.046746 | -0.3403 | 0.367482 |
| 6 | -0.038683 | -0.2816 | 0.389667 |
| 7 | -0.160125 | -1.1657 | 0.124472 |
| 8 | -0.106955 | -0.7786 | 0.219825 |
| 9 | 0.166482 | 1.212 | 0.115443 |
| 10 | -0.3831 | -2.789 | 0.003664 |
| 11 | 0.160308 | 1.1671 | 0.124204 |
| 12 | 0.003223 | 0.0235 | 0.490684 |
| 13 | -0.084416 | -0.6146 | 0.270739 |
| 14 | -0.126136 | -0.9183 | 0.181315 |
| 15 | -0.09891 | -0.7201 | 0.23732 |
| 16 | 0.05729 | 0.4171 | 0.339153 |
| 17 | 0.153284 | 1.1159 | 0.134744 |
| 18 | 0.024312 | 0.177 | 0.430094 |
| 19 | 0.008643 | 0.0629 | 0.475034 |
| 20 | -0.099304 | -0.7229 | 0.236446 |
| 21 | 0.064187 | 0.4673 | 0.321105 |
| 22 | -0.094364 | -0.687 | 0.247545 |
| 23 | -0.045911 | -0.3342 | 0.36976 |
| 24 | 0.020397 | 0.1485 | 0.44126 |
| 25 | -0.097464 | -0.7095 | 0.240547 |
| 26 | -0.013978 | -0.1018 | 0.459664 |
| 27 | 0.062202 | 0.4528 | 0.326256 |
| 28 | -0.172239 | -1.2539 | 0.107687 |
| 29 | -0.051415 | -0.3743 | 0.354834 |
| 30 | -0.195574 | -1.4238 | 0.080182 |
| 31 | -0.010829 | -0.0788 | 0.468729 |
| 32 | -0.083523 | -0.6081 | 0.272874 |
| 33 | 0.00053 | 0.0039 | 0.498467 |
| 34 | -0.09208 | -0.6704 | 0.252772 |
| 35 | -0.04339 | -0.3159 | 0.376666 |
| 36 | 0.076497 | 0.5569 | 0.289968 |
