| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.249874 | 1.9193 | 0.029892 |
| 2 | -0.20337 | -1.5621 | 0.061804 |
| 3 | -0.300744 | -2.3101 | 0.012201 |
| 4 | -0.244161 | -1.8754 | 0.032842 |
| 5 | 0.064256 | 0.4936 | 0.311725 |
| 6 | 0.139925 | 1.0748 | 0.143424 |
| 7 | 0.023383 | 0.1796 | 0.429038 |
| 8 | -0.231724 | -1.7799 | 0.040121 |
| 9 | -0.250188 | -1.9217 | 0.029737 |
| 10 | -0.147511 | -1.1331 | 0.130887 |
| 11 | 0.26771 | 2.0563 | 0.022092 |
| 12 | 0.734598 | 5.6426 | 0 |
| 13 | 0.12628 | 0.97 | 0.168008 |
| 14 | -0.193263 | -1.4845 | 0.071502 |
| 15 | -0.290457 | -2.231 | 0.014746 |
| 16 | -0.180791 | -1.3887 | 0.085075 |
| 17 | 0.070795 | 0.5438 | 0.294319 |
| 18 | 0.084566 | 0.6496 | 0.259247 |
| 19 | 0.006922 | 0.0532 | 0.478887 |
| 20 | -0.221906 | -1.7045 | 0.046775 |
| 21 | -0.194425 | -1.4934 | 0.07033 |
| 22 | -0.064644 | -0.4965 | 0.31068 |
| 23 | 0.191358 | 1.4698 | 0.073458 |
| 24 | 0.486645 | 3.738 | 0.000211 |
| 25 | 0.091903 | 0.7059 | 0.241507 |
| 26 | -0.185971 | -1.4285 | 0.079215 |
| 27 | -0.241018 | -1.8513 | 0.034567 |
| 28 | -0.131779 | -1.0122 | 0.157784 |
| 29 | 0.051654 | 0.3968 | 0.346488 |
| 30 | 0.061491 | 0.4723 | 0.319219 |
| 31 | -0.002828 | -0.0217 | 0.491371 |
| 32 | -0.167917 | -1.2898 | 0.101078 |
| 33 | -0.103832 | -0.7975 | 0.214165 |
| 34 | -0.047758 | -0.3668 | 0.357527 |
| 35 | 0.111049 | 0.853 | 0.19856 |
| 36 | 0.334161 | 2.5667 | 0.006412 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.249874 | 1.9193 | 0.029892 |
| 2 | -0.283509 | -2.1777 | 0.01672 |
| 3 | -0.190997 | -1.4671 | 0.073833 |
| 4 | -0.194363 | -1.4929 | 0.070392 |
| 5 | 0.07594 | 0.5833 | 0.280955 |
| 6 | -0.045098 | -0.3464 | 0.365135 |
| 7 | -0.079236 | -0.6086 | 0.272555 |
| 8 | -0.272432 | -2.0926 | 0.020348 |
| 9 | -0.154377 | -1.1858 | 0.120229 |
| 10 | -0.242532 | -1.8629 | 0.033727 |
| 11 | 0.180347 | 1.3853 | 0.085592 |
| 12 | 0.60031 | 4.6111 | 1.1e-05 |
| 13 | -0.189865 | -1.4584 | 0.07502 |
| 14 | 0.09901 | 0.7605 | 0.224989 |
| 15 | -0.02521 | -0.1936 | 0.42356 |
| 16 | 0.069241 | 0.5318 | 0.298415 |
| 17 | -0.108379 | -0.8325 | 0.204249 |
| 18 | -0.071548 | -0.5496 | 0.292345 |
| 19 | 0.029475 | 0.2264 | 0.410835 |
| 20 | -0.090906 | -0.6983 | 0.243878 |
| 21 | 0.009748 | 0.0749 | 0.470285 |
| 22 | 0.015092 | 0.1159 | 0.454054 |
| 23 | -0.208705 | -1.6031 | 0.057127 |
| 24 | -0.058502 | -0.4494 | 0.327409 |
| 25 | 0.07049 | 0.5414 | 0.295121 |
| 26 | -0.136516 | -1.0486 | 0.149319 |
| 27 | -3.5e-05 | -3e-04 | 0.499893 |
| 28 | -0.089138 | -0.6847 | 0.248113 |
| 29 | 0.004146 | 0.0318 | 0.487353 |
| 30 | -0.066294 | -0.5092 | 0.306252 |
| 31 | -0.047645 | -0.366 | 0.357848 |
| 32 | 0.058268 | 0.4476 | 0.328054 |
| 33 | -0.028547 | -0.2193 | 0.413597 |
| 34 | -0.109948 | -0.8445 | 0.200892 |
| 35 | 0.007957 | 0.0611 | 0.475736 |
| 36 | -0.053311 | -0.4095 | 0.341833 |
