| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.534494 | -4.1055 | 6.3e-05 |
| 2 | -0.007377 | -0.0567 | 0.477503 |
| 3 | 0.092268 | 0.7087 | 0.240643 |
| 4 | -0.197589 | -1.5177 | 0.067214 |
| 5 | 0.243471 | 1.8701 | 0.033214 |
| 6 | 0.047044 | 0.3614 | 0.359564 |
| 7 | -0.236563 | -1.8171 | 0.037143 |
| 8 | -0.005211 | -0.04 | 0.484103 |
| 9 | 0.221536 | 1.7017 | 0.047043 |
| 10 | -0.156572 | -1.2027 | 0.116957 |
| 11 | 0.079065 | 0.6073 | 0.272987 |
| 12 | -0.062518 | -0.4802 | 0.316428 |
| 13 | -0.109823 | -0.8436 | 0.201159 |
| 14 | 0.187494 | 1.4402 | 0.077553 |
| 15 | 0.018816 | 0.1445 | 0.442788 |
| 16 | -0.189396 | -1.4548 | 0.075515 |
| 17 | 0.130546 | 1.0027 | 0.160041 |
| 18 | -0.035352 | -0.2715 | 0.393461 |
| 19 | 0.048075 | 0.3693 | 0.356624 |
| 20 | -0.048115 | -0.3696 | 0.356509 |
| 21 | 0.042083 | 0.3232 | 0.373825 |
| 22 | -0.101565 | -0.7801 | 0.219215 |
| 23 | 0.195594 | 1.5024 | 0.069166 |
| 24 | -0.100652 | -0.7731 | 0.221269 |
| 25 | -0.109819 | -0.8435 | 0.201168 |
| 26 | 0.072673 | 0.5582 | 0.289405 |
| 27 | 0.072148 | 0.5542 | 0.290776 |
| 28 | -0.021891 | -0.1681 | 0.433521 |
| 29 | -0.02951 | -0.2267 | 0.410731 |
| 30 | -0.032505 | -0.2497 | 0.401852 |
| 31 | -0.098815 | -0.759 | 0.225433 |
| 32 | 0.251165 | 1.9292 | 0.029258 |
| 33 | -0.098071 | -0.7533 | 0.227134 |
| 34 | -0.126204 | -0.9694 | 0.168154 |
| 35 | 0.175 | 1.3442 | 0.092015 |
| 36 | -0.171389 | -1.3165 | 0.096554 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.534494 | -4.1055 | 6.3e-05 |
| 2 | -0.410267 | -3.1513 | 0.001277 |
| 3 | -0.223162 | -1.7141 | 0.045876 |
| 4 | -0.430715 | -3.3084 | 0.000801 |
| 5 | -0.219089 | -1.6829 | 0.048844 |
| 6 | 0.135698 | 1.0423 | 0.150758 |
| 7 | 0.023386 | 0.1796 | 0.429028 |
| 8 | -0.285014 | -2.1892 | 0.016274 |
| 9 | 0.031966 | 0.2455 | 0.403446 |
| 10 | 0.024205 | 0.1859 | 0.426572 |
| 11 | -0.087237 | -0.6701 | 0.25271 |
| 12 | -0.12224 | -0.9389 | 0.175794 |
| 13 | -0.136371 | -1.0475 | 0.149574 |
| 14 | -0.175972 | -1.3517 | 0.090821 |
| 15 | -0.079429 | -0.6101 | 0.272066 |
| 16 | -0.198776 | -1.5268 | 0.066074 |
| 17 | -0.13507 | -1.0375 | 0.15187 |
| 18 | -0.097676 | -0.7503 | 0.228039 |
| 19 | 0.055902 | 0.4294 | 0.334601 |
| 20 | -0.205858 | -1.5812 | 0.059587 |
| 21 | -0.034428 | -0.2644 | 0.39618 |
| 22 | -0.04102 | -0.3151 | 0.376905 |
| 23 | 0.152168 | 1.1688 | 0.123587 |
| 24 | 0.071546 | 0.5496 | 0.292349 |
| 25 | 0.003631 | 0.0279 | 0.488922 |
| 26 | -0.207254 | -1.5919 | 0.058371 |
| 27 | 0.036209 | 0.2781 | 0.390944 |
| 28 | 0.031369 | 0.241 | 0.405214 |
| 29 | -0.026176 | -0.2011 | 0.42067 |
| 30 | -0.004206 | -0.0323 | 0.487168 |
| 31 | -0.066088 | -0.5076 | 0.306802 |
| 32 | -0.096737 | -0.7431 | 0.230199 |
| 33 | -0.016117 | -0.1238 | 0.450948 |
| 34 | -0.129105 | -0.9917 | 0.162703 |
| 35 | 0.167355 | 1.2855 | 0.101825 |
| 36 | -0.03026 | -0.2324 | 0.408504 |
