| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.455366 | -6.7848 | 0 |
| 2 | 0.158241 | 2.3577 | 0.009628 |
| 3 | -0.231035 | -3.4424 | 0.000345 |
| 4 | -0.030348 | -0.4522 | 0.325795 |
| 5 | 0.057954 | 0.8635 | 0.194397 |
| 6 | 0.032459 | 0.4836 | 0.314565 |
| 7 | 0.065979 | 0.9831 | 0.163323 |
| 8 | -0.08107 | -1.2079 | 0.114184 |
| 9 | -0.131748 | -1.963 | 0.025447 |
| 10 | 0.081048 | 1.2076 | 0.114244 |
| 11 | -0.071719 | -1.0686 | 0.143206 |
| 12 | 0.203266 | 3.0286 | 0.001374 |
| 13 | -0.059871 | -0.8921 | 0.186665 |
| 14 | 0.038385 | 0.5719 | 0.283978 |
| 15 | -0.095239 | -1.419 | 0.078647 |
| 16 | -0.055768 | -0.8309 | 0.203455 |
| 17 | 0.127829 | 1.9046 | 0.029062 |
| 18 | -0.045362 | -0.6759 | 0.249913 |
| 19 | 0.084621 | 1.2608 | 0.104347 |
| 20 | -0.070235 | -1.0465 | 0.148239 |
| 21 | -0.138129 | -2.0581 | 0.020375 |
| 22 | 0.079591 | 1.1859 | 0.11847 |
| 23 | -0.095905 | -1.429 | 0.077212 |
| 24 | 0.271772 | 4.0493 | 3.5e-05 |
| 25 | -0.096122 | -1.4322 | 0.076748 |
| 26 | 0.049186 | 0.7329 | 0.232211 |
| 27 | -0.034391 | -0.5124 | 0.304435 |
| 28 | -0.139856 | -2.0838 | 0.019161 |
| 29 | 0.11924 | 1.7766 | 0.038499 |
| 30 | -0.038833 | -0.5786 | 0.281724 |
| 31 | 0.0785 | 1.1696 | 0.121703 |
| 32 | -0.064088 | -0.9549 | 0.170337 |
| 33 | -0.126456 | -1.8841 | 0.030426 |
| 34 | 0.111412 | 1.66 | 0.049163 |
| 35 | -0.124758 | -1.8589 | 0.032185 |
| 36 | 0.26989 | 4.0213 | 4e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.455366 | -6.7848 | 0 |
| 2 | -0.061966 | -0.9233 | 0.178432 |
| 3 | -0.231421 | -3.4481 | 0.000338 |
| 4 | -0.298741 | -4.4511 | 7e-06 |
| 5 | -0.128274 | -1.9112 | 0.028631 |
| 6 | -0.0522 | -0.7778 | 0.218767 |
| 7 | 0.003312 | 0.0493 | 0.480344 |
| 8 | -0.067746 | -1.0094 | 0.156943 |
| 9 | -0.256405 | -3.8203 | 8.7e-05 |
| 10 | -0.125248 | -1.8662 | 0.031669 |
| 11 | -0.186674 | -2.7814 | 0.002939 |
| 12 | -0.038071 | -0.5672 | 0.285562 |
| 13 | -0.019981 | -0.2977 | 0.383102 |
| 14 | 0.004999 | 0.0745 | 0.470346 |
| 15 | -0.022689 | -0.3381 | 0.36782 |
| 16 | -0.111085 | -1.6551 | 0.049656 |
| 17 | 0.031063 | 0.4628 | 0.321969 |
| 18 | -0.01259 | -0.1876 | 0.425686 |
| 19 | 0.01575 | 0.2347 | 0.407344 |
| 20 | 0.030056 | 0.4478 | 0.327359 |
| 21 | -0.14454 | -2.1536 | 0.016175 |
| 22 | -0.071963 | -1.0722 | 0.142392 |
| 23 | -0.169732 | -2.529 | 0.006067 |
| 24 | 0.044185 | 0.6583 | 0.255499 |
| 25 | 0.053553 | 0.7979 | 0.212886 |
| 26 | 0.061156 | 0.9112 | 0.181588 |
| 27 | 0.168878 | 2.5162 | 0.006284 |
| 28 | 0.008997 | 0.134 | 0.446744 |
| 29 | 0.021696 | 0.3233 | 0.373401 |
| 30 | 0.010525 | 0.1568 | 0.437764 |
| 31 | 0.0133 | 0.1982 | 0.421549 |
| 32 | 0.011008 | 0.164 | 0.434934 |
| 33 | -0.103715 | -1.5453 | 0.061848 |
| 34 | 0.017214 | 0.2565 | 0.39891 |
| 35 | -0.074675 | -1.1126 | 0.133535 |
| 36 | 0.088505 | 1.3187 | 0.094314 |
