| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.523138 | -5.7068 | 0 |
| 2 | -0.059912 | -0.6536 | 0.257327 |
| 3 | 0.391444 | 4.2701 | 2e-05 |
| 4 | -0.349831 | -3.8162 | 0.000108 |
| 5 | 0.102236 | 1.1153 | 0.133493 |
| 6 | 0.213784 | 2.3321 | 0.010688 |
| 7 | -0.377524 | -4.1183 | 3.5e-05 |
| 8 | 0.220245 | 2.4026 | 0.008913 |
| 9 | 0.082239 | 0.8971 | 0.185733 |
| 10 | -0.220961 | -2.4104 | 0.008733 |
| 11 | 0.109549 | 1.195 | 0.117224 |
| 12 | 0.000227 | 0.0025 | 0.499015 |
| 13 | -0.137041 | -1.4949 | 0.068788 |
| 14 | 0.146083 | 1.5936 | 0.056842 |
| 15 | 0.033021 | 0.3602 | 0.359662 |
| 16 | -0.251445 | -2.7429 | 0.003515 |
| 17 | 0.211742 | 2.3098 | 0.011311 |
| 18 | 0.014481 | 0.158 | 0.437376 |
| 19 | -0.204621 | -2.2321 | 0.013738 |
| 20 | 0.193436 | 2.1101 | 0.01847 |
| 21 | -0.02036 | -0.2221 | 0.412307 |
| 22 | -0.261175 | -2.8491 | 0.002584 |
| 23 | 0.430405 | 4.6952 | 4e-06 |
| 24 | -0.237971 | -2.596 | 0.00531 |
| 25 | -0.104289 | -1.1377 | 0.128774 |
| 26 | 0.244992 | 2.6725 | 0.004292 |
| 27 | -0.143477 | -1.5651 | 0.060102 |
| 28 | -0.054315 | -0.5925 | 0.277318 |
| 29 | 0.164655 | 1.7962 | 0.037502 |
| 30 | -0.17664 | -1.9269 | 0.028187 |
| 31 | 0.030768 | 0.3356 | 0.368867 |
| 32 | 0.160086 | 1.7463 | 0.041667 |
| 33 | -0.191558 | -2.0897 | 0.019389 |
| 34 | 0.046601 | 0.5084 | 0.306072 |
| 35 | 0.082656 | 0.9017 | 0.184526 |
| 36 | -0.215566 | -2.3515 | 0.01017 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.523138 | -5.7068 | 0 |
| 2 | -0.459277 | -5.0101 | 1e-06 |
| 3 | 0.183978 | 2.007 | 0.02351 |
| 4 | -0.012521 | -0.1366 | 0.445792 |
| 5 | -0.007464 | -0.0814 | 0.467621 |
| 6 | 0.17664 | 1.9269 | 0.028187 |
| 7 | -0.124864 | -1.3621 | 0.087869 |
| 8 | -0.084364 | -0.9203 | 0.179637 |
| 9 | 0.049558 | 0.5406 | 0.29489 |
| 10 | 0.078167 | 0.8527 | 0.197769 |
| 11 | -0.105743 | -1.1535 | 0.125505 |
| 12 | -0.118765 | -1.2956 | 0.098815 |
| 13 | -0.110942 | -1.2102 | 0.114294 |
| 14 | -0.05534 | -0.6037 | 0.2736 |
| 15 | 0.171987 | 1.8762 | 0.031542 |
| 16 | -0.099027 | -1.0803 | 0.141107 |
| 17 | -0.092095 | -1.0046 | 0.158555 |
| 18 | 0.029295 | 0.3196 | 0.374927 |
| 19 | -0.036521 | -0.3984 | 0.345525 |
| 20 | -0.041413 | -0.4518 | 0.326132 |
| 21 | 0.090088 | 0.9827 | 0.163865 |
| 22 | -0.20969 | -2.2875 | 0.011968 |
| 23 | 0.086216 | 0.9405 | 0.174433 |
| 24 | 0.087575 | 0.9553 | 0.170673 |
| 25 | 0.021371 | 0.2331 | 0.40803 |
| 26 | -0.142097 | -1.5501 | 0.061886 |
| 27 | 0.032608 | 0.3557 | 0.361342 |
| 28 | -0.051705 | -0.564 | 0.286896 |
| 29 | -0.120672 | -1.3164 | 0.095289 |
| 30 | 0.035635 | 0.3887 | 0.349084 |
| 31 | -0.054526 | -0.5948 | 0.27655 |
| 32 | -0.013625 | -0.1486 | 0.441049 |
| 33 | 0.001508 | 0.0164 | 0.493452 |
| 34 | 0.02049 | 0.2235 | 0.411758 |
| 35 | -0.056246 | -0.6136 | 0.270334 |
| 36 | -0.217149 | -2.3688 | 0.009728 |
