| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.249689 | 2.1039 | 0.019464 |
| 2 | -0.198204 | -1.6701 | 0.049652 |
| 3 | -0.296246 | -2.4962 | 0.007438 |
| 4 | -0.261609 | -2.2044 | 0.015371 |
| 5 | 0.076861 | 0.6476 | 0.259653 |
| 6 | 0.171203 | 1.4426 | 0.076767 |
| 7 | 0.041267 | 0.3477 | 0.364538 |
| 8 | -0.232648 | -1.9603 | 0.026941 |
| 9 | -0.270462 | -2.279 | 0.01284 |
| 10 | -0.153942 | -1.2971 | 0.099392 |
| 11 | 0.251463 | 2.1189 | 0.018801 |
| 12 | 0.748075 | 6.3034 | 0 |
| 13 | 0.169028 | 1.4243 | 0.079377 |
| 14 | -0.157835 | -1.3299 | 0.093897 |
| 15 | -0.253275 | -2.1341 | 0.018143 |
| 16 | -0.204727 | -1.7251 | 0.044434 |
| 17 | 0.055851 | 0.4706 | 0.31968 |
| 18 | 0.090593 | 0.7633 | 0.223892 |
| 19 | 0.02339 | 0.1971 | 0.422161 |
| 20 | -0.222438 | -1.8743 | 0.032502 |
| 21 | -0.221353 | -1.8652 | 0.033146 |
| 22 | -0.080702 | -0.68 | 0.249356 |
| 23 | 0.192065 | 1.6184 | 0.055009 |
| 24 | 0.551283 | 4.6452 | 8e-06 |
| 25 | 0.117783 | 0.9925 | 0.162172 |
| 26 | -0.171899 | -1.4484 | 0.075947 |
| 27 | -0.247711 | -2.0872 | 0.020228 |
| 28 | -0.159903 | -1.3474 | 0.091073 |
| 29 | 0.047412 | 0.3995 | 0.345361 |
| 30 | 0.065735 | 0.5539 | 0.290695 |
| 31 | 0.007888 | 0.0665 | 0.473596 |
| 32 | -0.188814 | -1.591 | 0.058029 |
| 33 | -0.137288 | -1.1568 | 0.125613 |
| 34 | -0.057298 | -0.4828 | 0.31536 |
| 35 | 0.129273 | 1.0893 | 0.139858 |
| 36 | 0.423752 | 3.5706 | 0.000322 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.249689 | 2.1039 | 0.019464 |
| 2 | -0.277873 | -2.3414 | 0.011012 |
| 3 | -0.189104 | -1.5934 | 0.057755 |
| 4 | -0.214009 | -1.8033 | 0.037794 |
| 5 | 0.106799 | 0.8999 | 0.185606 |
| 6 | -0.022825 | -0.1923 | 0.424016 |
| 7 | -0.068868 | -0.5803 | 0.281778 |
| 8 | -0.271552 | -2.2881 | 0.012555 |
| 9 | -0.142174 | -1.198 | 0.117454 |
| 10 | -0.209394 | -1.7644 | 0.040984 |
| 11 | 0.178293 | 1.5023 | 0.068724 |
| 12 | 0.625031 | 5.2666 | 1e-06 |
| 13 | -0.129955 | -1.095 | 0.138605 |
| 14 | 0.143929 | 1.2128 | 0.114619 |
| 15 | 0.04662 | 0.3928 | 0.347812 |
| 16 | 0.099761 | 0.8406 | 0.201697 |
| 17 | -0.122144 | -1.0292 | 0.153439 |
| 18 | -0.086626 | -0.7299 | 0.23392 |
| 19 | 0.03467 | 0.2921 | 0.385519 |
| 20 | -0.116928 | -0.9853 | 0.163922 |
| 21 | 0.020543 | 0.1731 | 0.431534 |
| 22 | 0.004632 | 0.039 | 0.484488 |
| 23 | -0.106891 | -0.9007 | 0.185403 |
| 24 | 0.008178 | 0.0689 | 0.472629 |
| 25 | -0.022554 | -0.19 | 0.424908 |
| 26 | -0.12829 | -1.081 | 0.14168 |
| 27 | -0.131785 | -1.1104 | 0.135277 |
| 28 | -0.016482 | -0.1389 | 0.444969 |
| 29 | -0.034693 | -0.2923 | 0.385443 |
| 30 | -0.047476 | -0.4 | 0.345163 |
| 31 | -0.036962 | -0.3114 | 0.378188 |
| 32 | 0.061953 | 0.522 | 0.30164 |
| 33 | 0.054952 | 0.463 | 0.322377 |
| 34 | -0.083374 | -0.7025 | 0.242324 |
| 35 | -0.020216 | -0.1703 | 0.432614 |
| 36 | 0.015791 | 0.1331 | 0.447263 |
