| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.511373 | -4.3391 | 2.3e-05 |
| 2 | 0.169494 | 1.4382 | 0.077354 |
| 3 | -0.004437 | -0.0376 | 0.485037 |
| 4 | 0.033185 | 0.2816 | 0.389536 |
| 5 | -0.136102 | -1.1549 | 0.125983 |
| 6 | 0.130149 | 1.1043 | 0.13656 |
| 7 | -0.097896 | -0.8307 | 0.204451 |
| 8 | 0.071307 | 0.6051 | 0.273521 |
| 9 | 0.019396 | 0.1646 | 0.434867 |
| 10 | -0.107112 | -0.9089 | 0.183225 |
| 11 | 0.093947 | 0.7972 | 0.213989 |
| 12 | -0.128623 | -1.0914 | 0.139367 |
| 13 | -0.052859 | -0.4485 | 0.32756 |
| 14 | -0.093042 | -0.7895 | 0.216211 |
| 15 | 0.122966 | 1.0434 | 0.150127 |
| 16 | -0.135557 | -1.1502 | 0.126926 |
| 17 | 0.081024 | 0.6875 | 0.246985 |
| 18 | 0.008888 | 0.0754 | 0.470047 |
| 19 | -0.056437 | -0.4789 | 0.316735 |
| 20 | -0.004556 | -0.0387 | 0.484635 |
| 21 | 0.13065 | 1.1086 | 0.135647 |
| 22 | -0.254789 | -2.162 | 0.016973 |
| 23 | 0.317574 | 2.6947 | 0.004381 |
| 24 | -0.219391 | -1.8616 | 0.033371 |
| 25 | 0.069337 | 0.5883 | 0.279072 |
| 26 | 0.171387 | 1.4543 | 0.075109 |
| 27 | -0.07486 | -0.6352 | 0.263652 |
| 28 | -0.071187 | -0.604 | 0.273856 |
| 29 | 0.105778 | 0.8976 | 0.186208 |
| 30 | -0.022869 | -0.1941 | 0.42334 |
| 31 | 0.010492 | 0.089 | 0.464652 |
| 32 | 0.005449 | 0.0462 | 0.481626 |
| 33 | -0.045474 | -0.3859 | 0.35037 |
| 34 | 0.067155 | 0.5698 | 0.285285 |
| 35 | -0.039519 | -0.3353 | 0.369176 |
| 36 | -0.067485 | -0.5726 | 0.28434 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.511373 | -4.3391 | 2.3e-05 |
| 2 | -0.124588 | -1.0572 | 0.146985 |
| 3 | 0.040336 | 0.3423 | 0.366575 |
| 4 | 0.094327 | 0.8004 | 0.213058 |
| 5 | -0.118405 | -1.0047 | 0.159202 |
| 6 | -0.011855 | -0.1006 | 0.460077 |
| 7 | -0.032379 | -0.2747 | 0.392151 |
| 8 | 0.036213 | 0.3073 | 0.37976 |
| 9 | 0.096375 | 0.8178 | 0.208093 |
| 10 | -0.099058 | -0.8405 | 0.201696 |
| 11 | -0.014204 | -0.1205 | 0.4522 |
| 12 | -0.128616 | -1.0913 | 0.139381 |
| 13 | -0.205445 | -1.7433 | 0.042778 |
| 14 | -0.298677 | -2.5344 | 0.00672 |
| 15 | -0.082502 | -0.7 | 0.243076 |
| 16 | -0.058974 | -0.5004 | 0.309155 |
| 17 | -0.055342 | -0.4696 | 0.320031 |
| 18 | 0.015774 | 0.1338 | 0.446949 |
| 19 | -0.085373 | -0.7244 | 0.235579 |
| 20 | -0.095414 | -0.8096 | 0.210414 |
| 21 | 0.139014 | 1.1796 | 0.121027 |
| 22 | -0.16492 | -1.3994 | 0.082994 |
| 23 | 0.128607 | 1.0913 | 0.139397 |
| 24 | -0.097512 | -0.8274 | 0.205367 |
| 25 | -0.16971 | -1.44 | 0.077096 |
| 26 | 0.110888 | 0.9409 | 0.174947 |
| 27 | 0.020499 | 0.1739 | 0.431199 |
| 28 | -0.086612 | -0.7349 | 0.232384 |
| 29 | -0.12242 | -1.0388 | 0.151194 |
| 30 | 0.014934 | 0.1267 | 0.449759 |
| 31 | 0.128537 | 1.0907 | 0.139527 |
| 32 | -0.03182 | -0.27 | 0.393965 |
| 33 | -0.049434 | -0.4195 | 0.338063 |
| 34 | -0.049647 | -0.4213 | 0.337407 |
| 35 | 0.048266 | 0.4096 | 0.341675 |
| 36 | -0.102702 | -0.8715 | 0.193202 |
