| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.416824 | -4.4893 | 8e-06 |
| 2 | 0.03775 | 0.4066 | 0.342534 |
| 3 | -0.00961 | -0.1035 | 0.458871 |
| 4 | 0.011172 | 0.1203 | 0.452217 |
| 5 | -0.424615 | -4.5732 | 6e-06 |
| 6 | 0.804847 | 8.6685 | 0 |
| 7 | -0.41466 | -4.466 | 9e-06 |
| 8 | 0.014831 | 0.1597 | 0.436685 |
| 9 | -0.026779 | -0.2884 | 0.386772 |
| 10 | -0.012229 | -0.1317 | 0.447721 |
| 11 | -0.366952 | -3.9522 | 6.7e-05 |
| 12 | 0.756367 | 8.1463 | 0 |
| 13 | -0.400437 | -4.3128 | 1.7e-05 |
| 14 | 0.009844 | 0.106 | 0.457875 |
| 15 | 0.002559 | 0.0276 | 0.489028 |
| 16 | -0.019298 | -0.2078 | 0.417858 |
| 17 | -0.378025 | -4.0714 | 4.3e-05 |
| 18 | 0.711503 | 7.6631 | 0 |
| 19 | -0.379179 | -4.0839 | 4.1e-05 |
| 20 | 0.000241 | 0.0026 | 0.498965 |
| 21 | -0.016533 | -0.1781 | 0.42949 |
| 22 | 0.020564 | 0.2215 | 0.412555 |
| 23 | -0.345263 | -3.7186 | 0.000155 |
| 24 | 0.705248 | 7.5958 | 0 |
| 25 | -0.336707 | -3.6265 | 0.000214 |
| 26 | 0.024151 | 0.2601 | 0.397617 |
| 27 | -0.020517 | -0.221 | 0.412749 |
| 28 | -0.006414 | -0.0691 | 0.472524 |
| 29 | -0.329798 | -3.552 | 0.000277 |
| 30 | 0.642265 | 6.9174 | 0 |
| 31 | -0.341151 | -3.6743 | 0.000181 |
| 32 | 0.011893 | 0.1281 | 0.449149 |
| 33 | -0.008866 | -0.0955 | 0.462046 |
| 34 | -0.003553 | -0.0383 | 0.484769 |
| 35 | -0.295246 | -3.1799 | 0.000945 |
| 36 | 0.626464 | 6.7472 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.416824 | -4.4893 | 8e-06 |
| 2 | -0.164588 | -1.7727 | 0.039454 |
| 3 | -0.074501 | -0.8024 | 0.211981 |
| 4 | -0.021374 | -0.2302 | 0.40917 |
| 5 | -0.534013 | -5.7515 | 0 |
| 6 | 0.660398 | 7.1127 | 0 |
| 7 | -0.095692 | -1.0306 | 0.152429 |
| 8 | -0.183611 | -1.9775 | 0.025176 |
| 9 | -0.145247 | -1.5644 | 0.060229 |
| 10 | -0.133259 | -1.4352 | 0.076954 |
| 11 | 0.025106 | 0.2704 | 0.393666 |
| 12 | 0.242349 | 2.6102 | 0.005121 |
| 13 | -0.070499 | -0.7593 | 0.224608 |
| 14 | -0.15944 | -1.7172 | 0.044304 |
| 15 | -0.007952 | -0.0856 | 0.465947 |
| 16 | 0.006594 | 0.071 | 0.471752 |
| 17 | -0.169138 | -1.8217 | 0.035541 |
| 18 | 0.00969 | 0.1044 | 0.458531 |
| 19 | -0.016515 | -0.1779 | 0.429565 |
| 20 | -0.06669 | -0.7183 | 0.237018 |
| 21 | -0.153399 | -1.6522 | 0.050603 |
| 22 | 0.041897 | 0.4512 | 0.326327 |
| 23 | 0.012471 | 0.1343 | 0.446691 |
| 24 | 0.114484 | 1.233 | 0.110029 |
| 25 | 0.073615 | 0.7929 | 0.214739 |
| 26 | -0.01729 | -0.1862 | 0.426299 |
| 27 | -0.065485 | -0.7053 | 0.24102 |
| 28 | -0.099186 | -1.0683 | 0.14381 |
| 29 | 0.02327 | 0.2506 | 0.401272 |
| 30 | -0.065482 | -0.7053 | 0.241031 |
| 31 | -0.076383 | -0.8227 | 0.206192 |
| 32 | -0.020911 | -0.2252 | 0.411104 |
| 33 | 0.003543 | 0.0382 | 0.484813 |
| 34 | -0.012625 | -0.136 | 0.44604 |
| 35 | 0.013247 | 0.1427 | 0.443397 |
| 36 | 0.044612 | 0.4805 | 0.315893 |
