| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.531855 | -4.3208 | 2.7e-05 |
| 2 | -0.005718 | -0.0465 | 0.481544 |
| 3 | 0.171228 | 1.3911 | 0.084439 |
| 4 | -0.062148 | -0.5049 | 0.307659 |
| 5 | -0.072195 | -0.5865 | 0.279766 |
| 6 | 0.00901 | 0.0732 | 0.470935 |
| 7 | -0.048134 | -0.391 | 0.348511 |
| 8 | 0.022401 | 0.182 | 0.428075 |
| 9 | 0.073318 | 0.5956 | 0.276727 |
| 10 | -0.073604 | -0.598 | 0.275957 |
| 11 | -0.04353 | -0.3536 | 0.362368 |
| 12 | 0.185146 | 1.5041 | 0.068659 |
| 13 | -0.163781 | -1.3306 | 0.093956 |
| 14 | 0.037801 | 0.3071 | 0.379868 |
| 15 | 0.091942 | 0.7469 | 0.228875 |
| 16 | -0.15447 | -1.2549 | 0.106967 |
| 17 | 0.149797 | 1.217 | 0.113977 |
| 18 | -0.124189 | -1.0089 | 0.15835 |
| 19 | 0.07744 | 0.6291 | 0.265721 |
| 20 | -0.133494 | -1.0845 | 0.141041 |
| 21 | 0.167875 | 1.3638 | 0.088628 |
| 22 | -0.102958 | -0.8364 | 0.202964 |
| 23 | -0.059743 | -0.4854 | 0.314515 |
| 24 | 0.130195 | 1.0577 | 0.147023 |
| 25 | -0.003166 | -0.0257 | 0.489779 |
| 26 | -0.070877 | -0.5758 | 0.283352 |
| 27 | 0.088554 | 0.7194 | 0.237211 |
| 28 | -0.018529 | -0.1505 | 0.440404 |
| 29 | -0.027343 | -0.2221 | 0.412447 |
| 30 | 0.03043 | 0.2472 | 0.402754 |
| 31 | -0.073501 | -0.5971 | 0.276233 |
| 32 | 0.02546 | 0.2068 | 0.418386 |
| 33 | 0.040668 | 0.3304 | 0.371077 |
| 34 | 0.028092 | 0.2282 | 0.410089 |
| 35 | -0.172692 | -1.403 | 0.082658 |
| 36 | 0.174685 | 1.4192 | 0.08028 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.531855 | -4.3208 | 2.7e-05 |
| 2 | -0.40242 | -3.2693 | 0.000857 |
| 3 | -0.078313 | -0.6362 | 0.263418 |
| 4 | 0.044665 | 0.3629 | 0.358934 |
| 5 | -0.035902 | -0.2917 | 0.385728 |
| 6 | -0.139466 | -1.133 | 0.130651 |
| 7 | -0.247358 | -2.0095 | 0.024286 |
| 8 | -0.204638 | -1.6625 | 0.050579 |
| 9 | 0.015038 | 0.1222 | 0.451569 |
| 10 | 0.05059 | 0.411 | 0.341204 |
| 11 | -0.125825 | -1.0222 | 0.155207 |
| 12 | 0.008095 | 0.0658 | 0.473881 |
| 13 | -0.081934 | -0.6656 | 0.253982 |
| 14 | -0.04508 | -0.3662 | 0.357682 |
| 15 | 0.088449 | 0.7186 | 0.237472 |
| 16 | -0.059534 | -0.4837 | 0.315115 |
| 17 | 0.066427 | 0.5397 | 0.295624 |
| 18 | -0.092654 | -0.7527 | 0.227145 |
| 19 | 0.029309 | 0.2381 | 0.406269 |
| 20 | -0.190824 | -1.5503 | 0.062931 |
| 21 | -0.007399 | -0.0601 | 0.476126 |
| 22 | -0.005513 | -0.0448 | 0.482207 |
| 23 | -0.134692 | -1.0942 | 0.138913 |
| 24 | -0.108396 | -0.8806 | 0.19086 |
| 25 | 0.027265 | 0.2215 | 0.412692 |
| 26 | 0.007656 | 0.0622 | 0.475296 |
| 27 | 0.045502 | 0.3697 | 0.356409 |
| 28 | 0.079204 | 0.6435 | 0.261078 |
| 29 | -0.030443 | -0.2473 | 0.402714 |
| 30 | 0.030012 | 0.2438 | 0.404063 |
| 31 | -0.070055 | -0.5691 | 0.285599 |
| 32 | 0.006326 | 0.0514 | 0.479583 |
| 33 | 0.026531 | 0.2155 | 0.415007 |
| 34 | 0.18523 | 1.5048 | 0.068571 |
| 35 | -0.041368 | -0.3361 | 0.368941 |
| 36 | -0.141555 | -1.15 | 0.127147 |
