| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.538541 | -4.1715 | 4.9e-05 |
| 2 | 0.0451 | 0.3493 | 0.364027 |
| 3 | 0.086728 | 0.6718 | 0.252146 |
| 4 | -0.006796 | -0.0526 | 0.479095 |
| 5 | -0.0403 | -0.3122 | 0.377998 |
| 6 | -0.080418 | -0.6229 | 0.267851 |
| 7 | 0.018719 | 0.145 | 0.442601 |
| 8 | 0.046386 | 0.3593 | 0.360315 |
| 9 | 0.00076 | 0.0059 | 0.497661 |
| 10 | 0.002302 | 0.0178 | 0.492916 |
| 11 | -0.081676 | -0.6327 | 0.264681 |
| 12 | 0.170547 | 1.3211 | 0.09575 |
| 13 | -0.09019 | -0.6986 | 0.243749 |
| 14 | -0.082797 | -0.6413 | 0.261871 |
| 15 | 0.172533 | 1.3364 | 0.093227 |
| 16 | -0.147621 | -1.1435 | 0.128694 |
| 17 | 0.068451 | 0.5302 | 0.298959 |
| 18 | -0.095455 | -0.7394 | 0.231275 |
| 19 | 0.162038 | 1.2551 | 0.107147 |
| 20 | -0.232192 | -1.7986 | 0.03856 |
| 21 | 0.195597 | 1.5151 | 0.0675 |
| 22 | -0.079925 | -0.6191 | 0.269099 |
| 23 | -0.039571 | -0.3065 | 0.380135 |
| 24 | 0.057134 | 0.4426 | 0.329837 |
| 25 | 0.048624 | 0.3766 | 0.353884 |
| 26 | -0.080055 | -0.6201 | 0.268769 |
| 27 | 0.06046 | 0.4683 | 0.320627 |
| 28 | 0.026692 | 0.2068 | 0.41845 |
| 29 | -0.052377 | -0.4057 | 0.343198 |
| 30 | 0.008288 | 0.0642 | 0.474513 |
| 31 | -0.025757 | -0.1995 | 0.421267 |
| 32 | 0.007687 | 0.0595 | 0.476359 |
| 33 | 0.051473 | 0.3987 | 0.345761 |
| 34 | -0.003926 | -0.0304 | 0.487919 |
| 35 | -0.126032 | -0.9762 | 0.166432 |
| 36 | 0.173993 | 1.3477 | 0.091404 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.538541 | -4.1715 | 4.9e-05 |
| 2 | -0.34498 | -2.6722 | 0.004844 |
| 3 | -0.106143 | -0.8222 | 0.207114 |
| 4 | 0.034058 | 0.2638 | 0.396413 |
| 5 | 0.01919 | 0.1486 | 0.441166 |
| 6 | -0.160815 | -1.2457 | 0.108864 |
| 7 | -0.2313 | -1.7916 | 0.039117 |
| 8 | -0.121276 | -0.9394 | 0.175647 |
| 9 | 0.032878 | 0.2547 | 0.399923 |
| 10 | 0.109249 | 0.8462 | 0.200391 |
| 11 | -0.092701 | -0.7181 | 0.237754 |
| 12 | 0.013982 | 0.1083 | 0.457057 |
| 13 | 0.022284 | 0.1726 | 0.431768 |
| 14 | -0.087985 | -0.6815 | 0.24908 |
| 15 | 0.105458 | 0.8169 | 0.208615 |
| 16 | -0.012722 | -0.0985 | 0.460914 |
| 17 | -0.003269 | -0.0253 | 0.48994 |
| 18 | -0.14391 | -1.1147 | 0.134707 |
| 19 | 0.08232 | 0.6376 | 0.263064 |
| 20 | -0.178603 | -1.3835 | 0.085826 |
| 21 | 0.006138 | 0.0475 | 0.481117 |
| 22 | -0.0274 | -0.2122 | 0.41632 |
| 23 | -0.090534 | -0.7013 | 0.242922 |
| 24 | -0.106542 | -0.8253 | 0.206244 |
| 25 | 0.056764 | 0.4397 | 0.330871 |
| 26 | 0.04973 | 0.3852 | 0.350723 |
| 27 | 0.015118 | 0.1171 | 0.453583 |
| 28 | 0.112615 | 0.8723 | 0.193257 |
| 29 | 0.021265 | 0.1647 | 0.43486 |
| 30 | 0.005909 | 0.0458 | 0.481823 |
| 31 | -0.070352 | -0.5449 | 0.293905 |
| 32 | 0.012275 | 0.0951 | 0.462284 |
| 33 | 0.107736 | 0.8345 | 0.20365 |
| 34 | 0.116108 | 0.8994 | 0.186026 |
| 35 | -0.050511 | -0.3913 | 0.348495 |
| 36 | -0.078669 | -0.6094 | 0.272291 |
