| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.555845 | -4.2695 | 3.6e-05 |
| 2 | -0.013243 | -0.1017 | 0.459661 |
| 3 | 0.333815 | 2.5641 | 0.006456 |
| 4 | -0.423356 | -3.2519 | 0.000949 |
| 5 | 0.158699 | 1.219 | 0.11385 |
| 6 | 0.094942 | 0.7293 | 0.234364 |
| 7 | 0.04793 | 0.3682 | 0.357038 |
| 8 | -0.245845 | -1.8884 | 0.031948 |
| 9 | 0.235846 | 1.8116 | 0.037572 |
| 10 | -0.079519 | -0.6108 | 0.271839 |
| 11 | -0.300903 | -2.3113 | 0.012165 |
| 12 | 0.630013 | 4.8392 | 5e-06 |
| 13 | -0.432089 | -3.3189 | 0.000776 |
| 14 | 0.100307 | 0.7705 | 0.222047 |
| 15 | 0.11223 | 0.8621 | 0.196075 |
| 16 | -0.262396 | -2.0155 | 0.024207 |
| 17 | 0.114303 | 0.878 | 0.191759 |
| 18 | 0.057965 | 0.4452 | 0.328888 |
| 19 | 0.05615 | 0.4313 | 0.333914 |
| 20 | -0.22595 | -1.7356 | 0.043931 |
| 21 | 0.224868 | 1.7272 | 0.044678 |
| 22 | -0.10375 | -0.7969 | 0.214347 |
| 23 | -0.180002 | -1.3826 | 0.085996 |
| 24 | 0.420816 | 3.2324 | 0.001006 |
| 25 | -0.294231 | -2.26 | 0.013762 |
| 26 | 0.079069 | 0.6073 | 0.272977 |
| 27 | 0.030241 | 0.2323 | 0.40856 |
| 28 | -0.122946 | -0.9444 | 0.174417 |
| 29 | 0.054937 | 0.422 | 0.337286 |
| 30 | 0.033856 | 0.2601 | 0.397865 |
| 31 | 0.052234 | 0.4012 | 0.344854 |
| 32 | -0.131713 | -1.0117 | 0.157905 |
| 33 | 0.110743 | 0.8506 | 0.199206 |
| 34 | -0.050593 | -0.3886 | 0.349482 |
| 35 | -0.10414 | -0.7999 | 0.213484 |
| 36 | 0.227666 | 1.7487 | 0.042769 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.555845 | -4.2695 | 3.6e-05 |
| 2 | -0.466266 | -3.5815 | 0.000346 |
| 3 | 0.118066 | 0.9069 | 0.184079 |
| 4 | -0.204292 | -1.5692 | 0.060975 |
| 5 | -0.231138 | -1.7754 | 0.040494 |
| 6 | -0.123475 | -0.9484 | 0.17339 |
| 7 | 0.437609 | 3.3613 | 0.000683 |
| 8 | -0.132327 | -1.0164 | 0.156788 |
| 9 | -0.084882 | -0.652 | 0.258469 |
| 10 | 0.002268 | 0.0174 | 0.493079 |
| 11 | -0.215497 | -1.6553 | 0.051591 |
| 12 | 0.311109 | 2.3897 | 0.010039 |
| 13 | 0.111717 | 0.8581 | 0.197151 |
| 14 | 0.210563 | 1.6174 | 0.055567 |
| 15 | -0.200073 | -1.5368 | 0.064846 |
| 16 | 0.00536 | 0.0412 | 0.483649 |
| 17 | -0.16685 | -1.2816 | 0.102498 |
| 18 | 0.042221 | 0.3243 | 0.373428 |
| 19 | -0.039511 | -0.3035 | 0.381293 |
| 20 | -0.106361 | -0.817 | 0.208615 |
| 21 | -0.099349 | -0.7631 | 0.224219 |
| 22 | 0.063384 | 0.4869 | 0.314081 |
| 23 | 0.075033 | 0.5763 | 0.283288 |
| 24 | -0.063239 | -0.4857 | 0.314472 |
| 25 | 0.059807 | 0.4594 | 0.323822 |
| 26 | 0.006579 | 0.0505 | 0.479934 |
| 27 | 0.01089 | 0.0837 | 0.466809 |
| 28 | -0.050966 | -0.3915 | 0.348429 |
| 29 | 0.103542 | 0.7953 | 0.214808 |
| 30 | -0.02796 | -0.2148 | 0.415345 |
| 31 | -0.093193 | -0.7158 | 0.238461 |
| 32 | 0.073234 | 0.5625 | 0.287945 |
| 33 | -0.020253 | -0.1556 | 0.438453 |
| 34 | 0.05694 | 0.4374 | 0.331721 |
| 35 | -0.11569 | -0.8886 | 0.188905 |
| 36 | -0.013812 | -0.1061 | 0.457935 |
