| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.310508 | -3.5539 | 0.000264 |
| 2 | -0.374244 | -4.2834 | 1.8e-05 |
| 3 | 0.403681 | 4.6203 | 5e-06 |
| 4 | -0.18447 | -2.1114 | 0.018321 |
| 5 | -0.179347 | -2.0527 | 0.021046 |
| 6 | 0.428182 | 4.9008 | 1e-06 |
| 7 | -0.280711 | -3.2129 | 0.000827 |
| 8 | -0.059788 | -0.6843 | 0.247497 |
| 9 | 0.34064 | 3.8988 | 7.7e-05 |
| 10 | -0.467411 | -5.3498 | 0 |
| 11 | -0.090329 | -1.0339 | 0.151552 |
| 12 | 0.668108 | 7.6468 | 0 |
| 13 | -0.253251 | -2.8986 | 0.002198 |
| 14 | -0.262518 | -3.0047 | 0.001593 |
| 15 | 0.277947 | 3.1813 | 0.000916 |
| 16 | -0.181834 | -2.0812 | 0.019682 |
| 17 | -0.0766 | -0.8767 | 0.191121 |
| 18 | 0.282529 | 3.2337 | 0.000773 |
| 19 | -0.19454 | -2.2266 | 0.013841 |
| 20 | -0.00587 | -0.0672 | 0.473266 |
| 21 | 0.182017 | 2.0833 | 0.019585 |
| 22 | -0.352452 | -4.034 | 4.6e-05 |
| 23 | 0.020224 | 0.2315 | 0.408652 |
| 24 | 0.408866 | 4.6797 | 4e-06 |
| 25 | -0.079941 | -0.915 | 0.180944 |
| 26 | -0.221629 | -2.5367 | 0.006183 |
| 27 | 0.142842 | 1.6349 | 0.052235 |
| 28 | -0.068028 | -0.7786 | 0.218806 |
| 29 | -0.078376 | -0.8971 | 0.185668 |
| 30 | 0.150274 | 1.72 | 0.0439 |
| 31 | -0.008575 | -0.0981 | 0.460985 |
| 32 | -0.08772 | -1.004 | 0.158614 |
| 33 | 0.109983 | 1.2588 | 0.105169 |
| 34 | -0.187609 | -2.1473 | 0.016806 |
| 35 | -0.066604 | -0.7623 | 0.223621 |
| 36 | 0.339321 | 3.8837 | 8.1e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.310508 | -3.5539 | 0.000264 |
| 2 | -0.52088 | -5.9617 | 0 |
| 3 | 0.099037 | 1.1335 | 0.12953 |
| 4 | -0.247465 | -2.8324 | 0.002676 |
| 5 | -0.150981 | -1.7281 | 0.043167 |
| 6 | 0.196295 | 2.2467 | 0.013166 |
| 7 | -0.18042 | -2.065 | 0.020448 |
| 8 | 0.121464 | 1.3902 | 0.08341 |
| 9 | 0.096143 | 1.1004 | 0.136586 |
| 10 | -0.375245 | -4.2949 | 1.7e-05 |
| 11 | -0.300951 | -3.4445 | 0.000384 |
| 12 | 0.299235 | 3.4249 | 0.000411 |
| 13 | 0.294612 | 3.372 | 0.000491 |
| 14 | 0.02012 | 0.2303 | 0.409113 |
| 15 | -0.183268 | -2.0976 | 0.018931 |
| 16 | -0.04925 | -0.5637 | 0.286965 |
| 17 | -0.069436 | -0.7947 | 0.214104 |
| 18 | -0.110963 | -1.27 | 0.103162 |
| 19 | 0.032137 | 0.3678 | 0.356798 |
| 20 | -0.007718 | -0.0883 | 0.464871 |
| 21 | -0.1391 | -1.5921 | 0.056889 |
| 22 | -0.056371 | -0.6452 | 0.259966 |
| 23 | 0.094734 | 1.0843 | 0.140117 |
| 24 | -0.048749 | -0.558 | 0.288914 |
| 25 | 0.200086 | 2.2901 | 0.011807 |
| 26 | 0.02598 | 0.2974 | 0.383332 |
| 27 | -0.023317 | -0.2669 | 0.394993 |
| 28 | -0.007587 | -0.0868 | 0.465469 |
| 29 | -0.078706 | -0.9008 | 0.184667 |
| 30 | -0.061323 | -0.7019 | 0.242 |
| 31 | 0.03311 | 0.379 | 0.352665 |
| 32 | -0.061447 | -0.7033 | 0.241562 |
| 33 | 0.06674 | 0.7639 | 0.22316 |
| 34 | -0.000974 | -0.0111 | 0.495561 |
| 35 | -0.016049 | -0.1837 | 0.42727 |
| 36 | 0.051882 | 0.5938 | 0.276828 |
