| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.653552 | -4.2355 | 6.1e-05 |
| 2 | 0.088874 | 0.576 | 0.283855 |
| 3 | 0.174268 | 1.1294 | 0.132572 |
| 4 | -0.091083 | -0.5903 | 0.27908 |
| 5 | -0.130821 | -0.8478 | 0.200672 |
| 6 | 0.246167 | 1.5953 | 0.059066 |
| 7 | -0.137715 | -0.8925 | 0.188606 |
| 8 | -0.07929 | -0.5139 | 0.305023 |
| 9 | 0.193181 | 1.252 | 0.108757 |
| 10 | -0.134311 | -0.8704 | 0.194505 |
| 11 | 0.033782 | 0.2189 | 0.413882 |
| 12 | -0.017779 | -0.1152 | 0.454409 |
| 13 | 0.058299 | 0.3778 | 0.353734 |
| 14 | -0.112316 | -0.7279 | 0.235359 |
| 15 | 0.116093 | 0.7524 | 0.228012 |
| 16 | -0.085959 | -0.5571 | 0.290216 |
| 17 | 0.033289 | 0.2157 | 0.415119 |
| 18 | 0.055447 | 0.3593 | 0.360572 |
| 19 | -0.105337 | -0.6827 | 0.249284 |
| 20 | 0.023704 | 0.1536 | 0.439323 |
| 21 | 0.128536 | 0.833 | 0.204777 |
| 22 | -0.271415 | -1.759 | 0.042933 |
| 23 | 0.332688 | 2.1561 | 0.018427 |
| 24 | -0.254968 | -1.6524 | 0.052957 |
| 25 | 0.055097 | 0.3571 | 0.361415 |
| 26 | 0.080321 | 0.5205 | 0.302711 |
| 27 | -0.011949 | -0.0774 | 0.46932 |
| 28 | -0.124532 | -0.8071 | 0.21209 |
| 29 | 0.144434 | 0.936 | 0.177302 |
| 30 | -0.046754 | -0.303 | 0.381693 |
| 31 | -0.084624 | -0.5484 | 0.293152 |
| 32 | 0.148079 | 0.9597 | 0.171359 |
| 33 | -0.096991 | -0.6286 | 0.266517 |
| 34 | 0.044306 | 0.2871 | 0.38771 |
| 35 | -0.055485 | -0.3596 | 0.36048 |
| 36 | 0.09872 | 0.6398 | 0.262896 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.653552 | -4.2355 | 6.1e-05 |
| 2 | -0.590459 | -3.8266 | 0.000213 |
| 3 | -0.319578 | -2.0711 | 0.022265 |
| 4 | -0.011697 | -0.0758 | 0.469967 |
| 5 | -0.174106 | -1.1283 | 0.132791 |
| 6 | -0.039225 | -0.2542 | 0.400289 |
| 7 | 0.093041 | 0.603 | 0.274883 |
| 8 | -0.049537 | -0.321 | 0.374887 |
| 9 | -0.000831 | -0.0054 | 0.497863 |
| 10 | -0.015944 | -0.1033 | 0.459097 |
| 11 | 0.102249 | 0.6626 | 0.255589 |
| 12 | -0.045232 | -0.2931 | 0.385429 |
| 13 | -0.035652 | -0.2311 | 0.409197 |
| 14 | -0.100498 | -0.6513 | 0.259199 |
| 15 | -0.06991 | -0.4531 | 0.326415 |
| 16 | -0.1373 | -0.8898 | 0.18932 |
| 17 | -0.134533 | -0.8719 | 0.194117 |
| 18 | 0.087613 | 0.5678 | 0.286597 |
| 19 | 0.046323 | 0.3002 | 0.38275 |
| 20 | -0.138889 | -0.9001 | 0.186598 |
| 21 | 0.067006 | 0.4343 | 0.333164 |
| 22 | -0.246091 | -1.5949 | 0.059122 |
| 23 | 0.107836 | 0.6989 | 0.244246 |
| 24 | -0.077149 | -0.5 | 0.309848 |
| 25 | -0.135752 | -0.8798 | 0.191994 |
| 26 | -0.118745 | -0.7696 | 0.222936 |
| 27 | -0.005399 | -0.035 | 0.486127 |
| 28 | 0.033402 | 0.2165 | 0.414836 |
| 29 | -0.070288 | -0.4555 | 0.325542 |
| 30 | -0.039344 | -0.255 | 0.399991 |
| 31 | -0.063185 | -0.4095 | 0.342131 |
| 32 | -0.076417 | -0.4952 | 0.311507 |
| 33 | -0.040053 | -0.2596 | 0.398232 |
| 34 | 0.05596 | 0.3627 | 0.359339 |
| 35 | 0.048106 | 0.3118 | 0.378381 |
| 36 | -0.069224 | -0.4486 | 0.328006 |
