| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.254208 | 1.9526 | 0.027808 |
| 2 | -0.264875 | -2.0345 | 0.0232 |
| 3 | -0.314149 | -2.413 | 0.009473 |
| 4 | -0.187509 | -1.4403 | 0.077537 |
| 5 | 0.086168 | 0.6619 | 0.255315 |
| 6 | 0.219226 | 1.6839 | 0.048742 |
| 7 | 0.087178 | 0.6696 | 0.252854 |
| 8 | -0.183659 | -1.4107 | 0.081791 |
| 9 | -0.278889 | -2.1422 | 0.018158 |
| 10 | -0.231337 | -1.7769 | 0.040367 |
| 11 | 0.23328 | 1.7919 | 0.039142 |
| 12 | 0.728533 | 5.596 | 0 |
| 13 | 0.139231 | 1.0694 | 0.144611 |
| 14 | -0.257488 | -1.9778 | 0.026314 |
| 15 | -0.287689 | -2.2098 | 0.015507 |
| 16 | -0.182248 | -1.3999 | 0.083394 |
| 17 | 0.05113 | 0.3927 | 0.347965 |
| 18 | 0.150183 | 1.1536 | 0.126663 |
| 19 | 0.052021 | 0.3996 | 0.345454 |
| 20 | -0.187248 | -1.4383 | 0.077819 |
| 21 | -0.24756 | -1.9015 | 0.031059 |
| 22 | -0.175617 | -1.3489 | 0.091255 |
| 23 | 0.181386 | 1.3932 | 0.084386 |
| 24 | 0.506052 | 3.8871 | 0.00013 |
| 25 | 0.061398 | 0.4716 | 0.319474 |
| 26 | -0.22826 | -1.7533 | 0.042373 |
| 27 | -0.208 | -1.5977 | 0.057729 |
| 28 | -0.109829 | -0.8436 | 0.201146 |
| 29 | 0.040782 | 0.3133 | 0.377598 |
| 30 | 0.090775 | 0.6973 | 0.244191 |
| 31 | 0.030739 | 0.2361 | 0.407084 |
| 32 | -0.138391 | -1.063 | 0.146056 |
| 33 | -0.160192 | -1.2305 | 0.111704 |
| 34 | -0.075659 | -0.5811 | 0.281677 |
| 35 | 0.147227 | 1.1309 | 0.131342 |
| 36 | 0.306293 | 2.3527 | 0.010996 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.254208 | 1.9526 | 0.027808 |
| 2 | -0.35226 | -2.7058 | 0.004448 |
| 3 | -0.163003 | -1.2521 | 0.107746 |
| 4 | -0.168747 | -1.2962 | 0.099982 |
| 5 | 0.049634 | 0.3812 | 0.352196 |
| 6 | 0.05305 | 0.4075 | 0.342562 |
| 7 | -0.019578 | -0.1504 | 0.440488 |
| 8 | -0.165737 | -1.2731 | 0.103996 |
| 9 | -0.152263 | -1.1696 | 0.123441 |
| 10 | -0.24117 | -1.8525 | 0.034482 |
| 11 | 0.225202 | 1.7298 | 0.044447 |
| 12 | 0.589956 | 4.5315 | 1.5e-05 |
| 13 | -0.220939 | -1.6971 | 0.047477 |
| 14 | 0.06572 | 0.5048 | 0.307787 |
| 15 | -0.002208 | -0.017 | 0.493264 |
| 16 | -0.071629 | -0.5502 | 0.292133 |
| 17 | -0.081233 | -0.624 | 0.267528 |
| 18 | -0.138358 | -1.0627 | 0.146113 |
| 19 | -0.042205 | -0.3242 | 0.373472 |
| 20 | -0.098095 | -0.7535 | 0.227079 |
| 21 | -0.047413 | -0.3642 | 0.358509 |
| 22 | -0.012044 | -0.0925 | 0.463303 |
| 23 | -0.126728 | -0.9734 | 0.16716 |
| 24 | -0.055733 | -0.4281 | 0.335071 |
| 25 | -0.051381 | -0.3947 | 0.347256 |
| 26 | -0.060576 | -0.4653 | 0.321717 |
| 27 | 0.044816 | 0.3442 | 0.365944 |
| 28 | 0.009092 | 0.0698 | 0.472279 |
| 29 | -0.04239 | -0.3256 | 0.372937 |
| 30 | -0.054929 | -0.4219 | 0.337309 |
| 31 | -0.017945 | -0.1378 | 0.445417 |
| 32 | 0.019561 | 0.1502 | 0.44054 |
| 33 | -0.006572 | -0.0505 | 0.479956 |
| 34 | 0.035384 | 0.2718 | 0.393365 |
| 35 | -0.055599 | -0.4271 | 0.335444 |
| 36 | -0.131457 | -1.0097 | 0.158372 |
