| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.619087 | -4.1988 | 6.1e-05 |
| 2 | 0.237121 | 1.6082 | 0.057314 |
| 3 | -0.165484 | -1.1224 | 0.133765 |
| 4 | 0.17546 | 1.19 | 0.120071 |
| 5 | -0.197278 | -1.338 | 0.093736 |
| 6 | 0.013766 | 0.0934 | 0.463009 |
| 7 | 0.098204 | 0.6661 | 0.254351 |
| 8 | -0.131182 | -0.8897 | 0.189123 |
| 9 | 0.184397 | 1.2506 | 0.108695 |
| 10 | -0.305778 | -2.0739 | 0.021858 |
| 11 | 0.490146 | 3.3243 | 0.000873 |
| 12 | -0.395329 | -2.6813 | 0.005075 |
| 13 | 0.144967 | 0.9832 | 0.165322 |
| 14 | -0.078544 | -0.5327 | 0.298398 |
| 15 | 0.159073 | 1.0789 | 0.143132 |
| 16 | -0.216575 | -1.4689 | 0.074335 |
| 17 | 0.184158 | 1.249 | 0.108988 |
| 18 | -0.07246 | -0.4914 | 0.312724 |
| 19 | -0.059944 | -0.4066 | 0.343107 |
| 20 | 0.107068 | 0.7262 | 0.235707 |
| 21 | -0.141425 | -0.9592 | 0.171239 |
| 22 | 0.169323 | 1.1484 | 0.12837 |
| 23 | -0.138959 | -0.9425 | 0.175439 |
| 24 | 0.054077 | 0.3668 | 0.357737 |
| 25 | -0.015268 | -0.1036 | 0.458988 |
| 26 | 0.099916 | 0.6777 | 0.25069 |
| 27 | -0.09296 | -0.6305 | 0.265748 |
| 28 | 0.016788 | 0.1139 | 0.454921 |
| 29 | -0.035262 | -0.2392 | 0.406023 |
| 30 | 0.020737 | 0.1406 | 0.444383 |
| 31 | 0.018867 | 0.128 | 0.449367 |
| 32 | -0.032689 | -0.2217 | 0.412762 |
| 33 | 0.039287 | 0.2665 | 0.39554 |
| 34 | -0.02023 | -0.1372 | 0.445732 |
| 35 | 0.003485 | 0.0236 | 0.490622 |
| 36 | -0.006235 | -0.0423 | 0.483226 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.619087 | -4.1988 | 6.1e-05 |
| 2 | -0.236971 | -1.6072 | 0.057425 |
| 3 | -0.224369 | -1.5217 | 0.067459 |
| 4 | -0.003684 | -0.025 | 0.490088 |
| 5 | -0.126085 | -0.8552 | 0.19845 |
| 6 | -0.312306 | -2.1182 | 0.019797 |
| 7 | -0.126271 | -0.8564 | 0.198105 |
| 8 | -0.237255 | -1.6091 | 0.057214 |
| 9 | -0.006327 | -0.0429 | 0.482978 |
| 10 | -0.382753 | -2.596 | 0.00631 |
| 11 | 0.123044 | 0.8345 | 0.20415 |
| 12 | 0.051564 | 0.3497 | 0.364072 |
| 13 | -0.179455 | -1.2171 | 0.114882 |
| 14 | -0.115008 | -0.78 | 0.219687 |
| 15 | -0.005585 | -0.0379 | 0.484975 |
| 16 | -0.060367 | -0.4094 | 0.342062 |
| 17 | 0.155604 | 1.0554 | 0.148387 |
| 18 | 0.011474 | 0.0778 | 0.469155 |
| 19 | -0.080596 | -0.5466 | 0.293637 |
| 20 | -0.016091 | -0.1091 | 0.456784 |
| 21 | -0.033346 | -0.2262 | 0.411039 |
| 22 | -0.093804 | -0.6362 | 0.263896 |
| 23 | -0.003272 | -0.0222 | 0.491194 |
| 24 | -0.107488 | -0.729 | 0.234843 |
| 25 | -0.067928 | -0.4607 | 0.323589 |
| 26 | -0.058024 | -0.3935 | 0.34787 |
| 27 | 0.117635 | 0.7978 | 0.214531 |
| 28 | -0.089939 | -0.61 | 0.272433 |
| 29 | -0.195548 | -1.3263 | 0.095649 |
| 30 | -0.025777 | -0.1748 | 0.43099 |
| 31 | -0.054691 | -0.3709 | 0.356196 |
| 32 | -0.018895 | -0.1281 | 0.449294 |
| 33 | 0.000241 | 0.0016 | 0.499352 |
| 34 | -0.128581 | -0.8721 | 0.193846 |
| 35 | -0.026468 | -0.1795 | 0.429162 |
| 36 | -0.023632 | -0.1603 | 0.436681 |
