| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.49091 | -3.9578 | 9.5e-05 |
| 2 | 0.046748 | 0.3769 | 0.353739 |
| 3 | 0.405118 | 3.2662 | 0.000871 |
| 4 | -0.339655 | -2.7384 | 0.003979 |
| 5 | 0.10169 | 0.8199 | 0.207648 |
| 6 | 0.232492 | 1.8744 | 0.032684 |
| 7 | -0.378405 | -3.0508 | 0.001651 |
| 8 | 0.224769 | 1.8121 | 0.037291 |
| 9 | 0.043787 | 0.353 | 0.362608 |
| 10 | -0.245842 | -1.982 | 0.025853 |
| 11 | 0.222033 | 1.7901 | 0.039049 |
| 12 | -0.120575 | -0.9721 | 0.167301 |
| 13 | -0.142678 | -1.1503 | 0.127116 |
| 14 | 0.187196 | 1.5092 | 0.068044 |
| 15 | -0.06159 | -0.4966 | 0.31059 |
| 16 | -0.163193 | -1.3157 | 0.096448 |
| 17 | 0.205929 | 1.6603 | 0.05084 |
| 18 | -0.117582 | -0.948 | 0.173326 |
| 19 | -0.090606 | -0.7305 | 0.233858 |
| 20 | 0.153687 | 1.2391 | 0.109889 |
| 21 | -0.096185 | -0.7755 | 0.220437 |
| 22 | -0.112996 | -0.911 | 0.182829 |
| 23 | 0.301181 | 2.4282 | 0.008975 |
| 24 | -0.289965 | -2.3378 | 0.011244 |
| 25 | 0.148123 | 1.1942 | 0.118368 |
| 26 | 0.070143 | 0.5655 | 0.286836 |
| 27 | -0.165111 | -1.3312 | 0.093892 |
| 28 | 0.090264 | 0.7277 | 0.234697 |
| 29 | 0.091496 | 0.7377 | 0.231686 |
| 30 | -0.190364 | -1.5348 | 0.064848 |
| 31 | 0.154776 | 1.2478 | 0.108283 |
| 32 | -0.007932 | -0.0639 | 0.474604 |
| 33 | -0.07239 | -0.5836 | 0.280744 |
| 34 | 0.039906 | 0.3217 | 0.374344 |
| 35 | 0.011102 | 0.0895 | 0.464478 |
| 36 | -0.067925 | -0.5476 | 0.29291 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.49091 | -3.9578 | 9.5e-05 |
| 2 | -0.255919 | -2.0633 | 0.021542 |
| 3 | 0.434666 | 3.5044 | 0.000417 |
| 4 | 0.135359 | 1.0913 | 0.139585 |
| 5 | -0.090694 | -0.7312 | 0.233643 |
| 6 | 0.098217 | 0.7918 | 0.215665 |
| 7 | -0.152539 | -1.2298 | 0.1116 |
| 8 | -0.084485 | -0.6811 | 0.249102 |
| 9 | 0.039308 | 0.3169 | 0.376164 |
| 10 | 0.012879 | 0.1038 | 0.458809 |
| 11 | 0.005714 | 0.0461 | 0.481699 |
| 12 | -0.114478 | -0.923 | 0.179722 |
| 13 | -0.155611 | -1.2546 | 0.107063 |
| 14 | -0.069021 | -0.5565 | 0.289901 |
| 15 | 0.200053 | 1.6129 | 0.055808 |
| 16 | -0.007651 | -0.0617 | 0.475502 |
| 17 | -0.071944 | -0.58 | 0.281951 |
| 18 | -0.019066 | -0.1537 | 0.439155 |
| 19 | -0.105557 | -0.851 | 0.19894 |
| 20 | -0.089594 | -0.7223 | 0.236341 |
| 21 | 0.089611 | 0.7225 | 0.2363 |
| 22 | -0.035353 | -0.285 | 0.388265 |
| 23 | 0.177446 | 1.4306 | 0.078665 |
| 24 | -0.078671 | -0.6343 | 0.264067 |
| 25 | 0.016848 | 0.1358 | 0.446187 |
| 26 | -0.068077 | -0.5489 | 0.292493 |
| 27 | 0.049159 | 0.3963 | 0.346578 |
| 28 | -0.063803 | -0.5144 | 0.30436 |
| 29 | 0.028401 | 0.229 | 0.409802 |
| 30 | 0.053045 | 0.4277 | 0.335156 |
| 31 | -0.042104 | -0.3395 | 0.36768 |
| 32 | -0.053137 | -0.4284 | 0.334887 |
| 33 | 0.096533 | 0.7783 | 0.219616 |
| 34 | -0.120448 | -0.9711 | 0.167554 |
| 35 | -0.016085 | -0.1297 | 0.448611 |
| 36 | 0.014504 | 0.1169 | 0.453637 |
