| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.653897 | -4.7604 | 8e-06 |
| 2 | 0.177184 | 1.2899 | 0.101339 |
| 3 | -0.01001 | -0.0729 | 0.471089 |
| 4 | 0.061768 | 0.4497 | 0.327388 |
| 5 | -0.172922 | -1.2589 | 0.106793 |
| 6 | 0.138728 | 1.01 | 0.158552 |
| 7 | -0.081582 | -0.5939 | 0.277544 |
| 8 | 0.087858 | 0.6396 | 0.262588 |
| 9 | 0.007268 | 0.0529 | 0.479 |
| 10 | -0.266754 | -1.942 | 0.02873 |
| 11 | 0.553483 | 4.0294 | 9e-05 |
| 12 | -0.55426 | -4.0351 | 8.8e-05 |
| 13 | 0.24049 | 1.7508 | 0.042884 |
| 14 | -0.051068 | -0.3718 | 0.355768 |
| 15 | 0.082002 | 0.597 | 0.276531 |
| 16 | -0.147858 | -1.0764 | 0.143306 |
| 17 | 0.165102 | 1.202 | 0.117361 |
| 18 | -0.116395 | -0.8474 | 0.2003 |
| 19 | 0.111197 | 0.8095 | 0.210917 |
| 20 | -0.130146 | -0.9475 | 0.173848 |
| 21 | 0.028512 | 0.2076 | 0.41818 |
| 22 | 0.152597 | 1.1109 | 0.135808 |
| 23 | -0.24419 | -1.7777 | 0.040593 |
| 24 | 0.157467 | 1.1464 | 0.128395 |
| 25 | -0.027162 | -0.1977 | 0.422001 |
| 26 | -0.01102 | -0.0802 | 0.46818 |
| 27 | -0.000822 | -0.006 | 0.497623 |
| 28 | 0.009412 | 0.0685 | 0.472814 |
| 29 | -0.013166 | -0.0959 | 0.461999 |
| 30 | 0.027701 | 0.2017 | 0.420476 |
| 31 | -0.064925 | -0.4727 | 0.319197 |
| 32 | 0.081661 | 0.5945 | 0.277353 |
| 33 | -0.010073 | -0.0733 | 0.47091 |
| 34 | -0.099126 | -0.7217 | 0.23684 |
| 35 | 0.134738 | 0.9809 | 0.165547 |
| 36 | -0.07621 | -0.5548 | 0.290677 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.653897 | -4.7604 | 8e-06 |
| 2 | -0.437436 | -3.1846 | 0.001214 |
| 3 | -0.279781 | -2.0368 | 0.023338 |
| 4 | -0.018076 | -0.1316 | 0.447903 |
| 5 | -0.171096 | -1.2456 | 0.109195 |
| 6 | -0.192518 | -1.4015 | 0.083439 |
| 7 | -0.247991 | -1.8054 | 0.038347 |
| 8 | -0.105802 | -0.7702 | 0.222286 |
| 9 | 0.17156 | 1.249 | 0.108582 |
| 10 | -0.397556 | -2.8943 | 0.002753 |
| 11 | 0.303021 | 2.206 | 0.01587 |
| 12 | 0.006832 | 0.0497 | 0.480259 |
| 13 | -0.113664 | -0.8275 | 0.205836 |
| 14 | -0.200631 | -1.4606 | 0.075012 |
| 15 | -0.183101 | -1.333 | 0.094118 |
| 16 | 0.080428 | 0.5855 | 0.280341 |
| 17 | -0.092619 | -0.6743 | 0.251532 |
| 18 | -0.039557 | -0.288 | 0.387242 |
| 19 | -0.016856 | -0.1227 | 0.451398 |
| 20 | -0.128855 | -0.9381 | 0.17623 |
| 21 | 0.096877 | 0.7053 | 0.241863 |
| 22 | -0.165905 | -1.2078 | 0.116241 |
| 23 | 0.07748 | 0.5641 | 0.287546 |
| 24 | -0.025545 | -0.186 | 0.426588 |
| 25 | -0.074134 | -0.5397 | 0.295832 |
| 26 | -0.13937 | -1.0146 | 0.157446 |
| 27 | -0.078255 | -0.5697 | 0.285644 |
| 28 | -0.008039 | -0.0585 | 0.476776 |
| 29 | -0.044615 | -0.3248 | 0.373305 |
| 30 | -0.102782 | -0.7483 | 0.228805 |
| 31 | -0.029823 | -0.2171 | 0.414477 |
| 32 | 0.018548 | 0.135 | 0.446549 |
| 33 | 0.013575 | 0.0988 | 0.460823 |
| 34 | -0.127473 | -0.928 | 0.178802 |
| 35 | 0.027359 | 0.1992 | 0.421444 |
| 36 | -0.008465 | -0.0616 | 0.475547 |
