| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.598369 | -4.8242 | 4e-06 |
| 2 | 0.075172 | 0.6061 | 0.273294 |
| 3 | 0.098939 | 0.7977 | 0.213982 |
| 4 | -0.024608 | -0.1984 | 0.421676 |
| 5 | -0.131894 | -1.0634 | 0.145775 |
| 6 | 0.147693 | 1.1907 | 0.119043 |
| 7 | -0.115067 | -0.9277 | 0.178498 |
| 8 | 0.077636 | 0.6259 | 0.266779 |
| 9 | 0.064767 | 0.5222 | 0.301664 |
| 10 | -0.321848 | -2.5948 | 0.005843 |
| 11 | 0.481153 | 3.8792 | 0.000124 |
| 12 | -0.349456 | -2.8174 | 0.003203 |
| 13 | 0.059633 | 0.4808 | 0.316146 |
| 14 | 0.044367 | 0.3577 | 0.360864 |
| 15 | 0.064508 | 0.5201 | 0.302388 |
| 16 | -0.152225 | -1.2273 | 0.112073 |
| 17 | 0.176546 | 1.4234 | 0.079707 |
| 18 | -0.150319 | -1.2119 | 0.114966 |
| 19 | 0.103959 | 0.8381 | 0.20251 |
| 20 | -0.033399 | -0.2693 | 0.394286 |
| 21 | -0.080753 | -0.651 | 0.258655 |
| 22 | 0.146657 | 1.1824 | 0.12068 |
| 23 | -0.092402 | -0.745 | 0.229488 |
| 24 | -0.005177 | -0.0417 | 0.483419 |
| 25 | -0.029542 | -0.2382 | 0.406246 |
| 26 | 0.107187 | 0.8642 | 0.195337 |
| 27 | -0.091958 | -0.7414 | 0.230564 |
| 28 | 0.017784 | 0.1434 | 0.443216 |
| 29 | 0.025506 | 0.2056 | 0.418858 |
| 30 | -0.019929 | -0.1607 | 0.436426 |
| 31 | -0.037568 | -0.3029 | 0.381472 |
| 32 | 0.079216 | 0.6387 | 0.262645 |
| 33 | -0.020505 | -0.1653 | 0.434605 |
| 34 | -0.084767 | -0.6834 | 0.248387 |
| 35 | 0.153802 | 1.24 | 0.109718 |
| 36 | -0.133806 | -1.0788 | 0.142337 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.598369 | -4.8242 | 4e-06 |
| 2 | -0.440643 | -3.5526 | 0.000358 |
| 3 | -0.193166 | -1.5574 | 0.062122 |
| 4 | -0.001688 | -0.0136 | 0.494593 |
| 5 | -0.163464 | -1.3179 | 0.096084 |
| 6 | -0.10315 | -0.8316 | 0.204334 |
| 7 | -0.181827 | -1.4659 | 0.073744 |
| 8 | -0.07952 | -0.6411 | 0.261853 |
| 9 | 0.156224 | 1.2595 | 0.106174 |
| 10 | -0.358326 | -2.8889 | 0.002623 |
| 11 | 0.133444 | 1.0759 | 0.142983 |
| 12 | -0.033662 | -0.2714 | 0.393474 |
| 13 | -0.07135 | -0.5752 | 0.283558 |
| 14 | -0.141817 | -1.1434 | 0.12854 |
| 15 | -0.050702 | -0.4088 | 0.342024 |
| 16 | 0.059615 | 0.4806 | 0.316197 |
| 17 | 0.056393 | 0.4547 | 0.325437 |
| 18 | -0.02807 | -0.2263 | 0.410837 |
| 19 | 0.02617 | 0.211 | 0.416778 |
| 20 | -0.035966 | -0.29 | 0.386381 |
| 21 | 0.080948 | 0.6526 | 0.258151 |
| 22 | -0.044598 | -0.3596 | 0.36017 |
| 23 | 0.029023 | 0.234 | 0.407864 |
| 24 | 0.029622 | 0.2388 | 0.405998 |
| 25 | -0.13994 | -1.1282 | 0.131685 |
| 26 | -0.077814 | -0.6274 | 0.266312 |
| 27 | 0.040619 | 0.3275 | 0.372179 |
| 28 | -0.090612 | -0.7305 | 0.233845 |
| 29 | 0.054721 | 0.4412 | 0.330276 |
| 30 | -0.151054 | -1.2178 | 0.113844 |
| 31 | -0.128184 | -1.0335 | 0.152611 |
| 32 | 0.007703 | 0.0621 | 0.475336 |
| 33 | 0.02876 | 0.2319 | 0.408684 |
| 34 | -0.154466 | -1.2453 | 0.108738 |
| 35 | 0.00936 | 0.0755 | 0.470038 |
| 36 | 0.016098 | 0.1298 | 0.448568 |
