| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.438692 | -3.4543 | 5e-04 |
| 2 | -0.034163 | -0.269 | 0.39441 |
| 3 | 0.006301 | 0.0496 | 0.480293 |
| 4 | -0.141184 | -1.1117 | 0.135284 |
| 5 | 0.212823 | 1.6758 | 0.04941 |
| 6 | 0.014088 | 0.1109 | 0.456014 |
| 7 | -0.140261 | -1.1044 | 0.13684 |
| 8 | -0.079992 | -0.6299 | 0.265551 |
| 9 | 0.291393 | 2.2944 | 0.012582 |
| 10 | -0.178601 | -1.4063 | 0.082313 |
| 11 | 0.057986 | 0.4566 | 0.324784 |
| 12 | -0.085255 | -0.6713 | 0.252261 |
| 13 | -0.164608 | -1.2961 | 0.099868 |
| 14 | 0.4053 | 3.1913 | 0.001112 |
| 15 | -0.239362 | -1.8847 | 0.032077 |
| 16 | -0.012553 | -0.0988 | 0.460791 |
| 17 | 0.023881 | 0.188 | 0.425729 |
| 18 | 0.071287 | 0.5613 | 0.288303 |
| 19 | 0.009901 | 0.078 | 0.469054 |
| 20 | -0.017519 | -0.1379 | 0.445366 |
| 21 | -0.09158 | -0.7211 | 0.236778 |
| 22 | -0.105641 | -0.8318 | 0.204351 |
| 23 | 0.321974 | 2.5352 | 0.006887 |
| 24 | -0.152479 | -1.2006 | 0.117233 |
| 25 | 0.021756 | 0.1713 | 0.43227 |
| 26 | -0.076655 | -0.6036 | 0.274163 |
| 27 | 0.012885 | 0.1015 | 0.459759 |
| 28 | 0.120006 | 0.9449 | 0.174182 |
| 29 | -0.100286 | -0.7897 | 0.216369 |
| 30 | 0.00994 | 0.0783 | 0.468933 |
| 31 | -0.138716 | -1.0923 | 0.139475 |
| 32 | 0.170331 | 1.3412 | 0.092376 |
| 33 | 0.044873 | 0.3533 | 0.362521 |
| 34 | -0.070554 | -0.5555 | 0.290262 |
| 35 | -0.002753 | -0.0217 | 0.491388 |
| 36 | -0.131069 | -1.032 | 0.153031 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.438692 | -3.4543 | 5e-04 |
| 2 | -0.28062 | -2.2096 | 0.015417 |
| 3 | -0.182803 | -1.4394 | 0.077535 |
| 4 | -0.320694 | -2.5251 | 0.007068 |
| 5 | -0.050332 | -0.3963 | 0.346618 |
| 6 | 0.084959 | 0.669 | 0.253 |
| 7 | -0.059549 | -0.4689 | 0.320397 |
| 8 | -0.246241 | -1.9389 | 0.028534 |
| 9 | 0.217146 | 1.7098 | 0.046151 |
| 10 | 0.044379 | 0.3494 | 0.363971 |
| 11 | -0.014602 | -0.115 | 0.454416 |
| 12 | -0.079291 | -0.6243 | 0.267348 |
| 13 | -0.219393 | -1.7275 | 0.044528 |
| 14 | 0.149519 | 1.1773 | 0.121784 |
| 15 | -0.096106 | -0.7567 | 0.226037 |
| 16 | -0.124142 | -0.9775 | 0.166062 |
| 17 | -0.018484 | -0.1455 | 0.442376 |
| 18 | 0.184095 | 1.4496 | 0.07611 |
| 19 | 0.065468 | 0.5155 | 0.304021 |
| 20 | -0.036036 | -0.2837 | 0.388775 |
| 21 | 0.037647 | 0.2964 | 0.383944 |
| 22 | -0.093304 | -0.7347 | 0.232653 |
| 23 | 0.002422 | 0.0191 | 0.492423 |
| 24 | 0.024239 | 0.1909 | 0.424629 |
| 25 | 0.03781 | 0.2977 | 0.383459 |
| 26 | -0.041708 | -0.3284 | 0.371854 |
| 27 | 0.058164 | 0.458 | 0.324283 |
| 28 | 0.009191 | 0.0724 | 0.471271 |
| 29 | -0.034522 | -0.2718 | 0.39333 |
| 30 | 0.050828 | 0.4002 | 0.345185 |
| 31 | -0.127232 | -1.0018 | 0.16016 |
| 32 | -0.146685 | -1.155 | 0.126261 |
| 33 | 0.09398 | 0.74 | 0.231046 |
| 34 | 0.009438 | 0.0743 | 0.470501 |
| 35 | 0.0065 | 0.0512 | 0.479673 |
| 36 | -0.079682 | -0.6274 | 0.266344 |
