| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.173464 | 1.6996 | 0.046223 |
| 2 | -0.145121 | -1.4219 | 0.079149 |
| 3 | 0.023708 | 0.2323 | 0.408402 |
| 4 | 0.015724 | 0.1541 | 0.438941 |
| 5 | 0.335964 | 3.2918 | 0.000697 |
| 6 | 0.382405 | 3.7468 | 0.000153 |
| 7 | 0.263809 | 2.5848 | 0.005625 |
| 8 | 0.013041 | 0.1278 | 0.449299 |
| 9 | -0.058564 | -0.5738 | 0.283721 |
| 10 | -0.173649 | -1.7014 | 0.046052 |
| 11 | 0.158908 | 1.557 | 0.061383 |
| 12 | 0.74228 | 7.2728 | 0 |
| 13 | 0.090463 | 0.8864 | 0.188821 |
| 14 | -0.187822 | -1.8403 | 0.034409 |
| 15 | -0.049742 | -0.4874 | 0.313552 |
| 16 | -0.052428 | -0.5137 | 0.304324 |
| 17 | 0.238631 | 2.3381 | 0.010729 |
| 18 | 0.263305 | 2.5799 | 0.0057 |
| 19 | 0.165502 | 1.6216 | 0.054087 |
| 20 | -0.037652 | -0.3689 | 0.356504 |
| 21 | -0.124371 | -1.2186 | 0.112995 |
| 22 | -0.200544 | -1.9649 | 0.026157 |
| 23 | 0.106093 | 1.0395 | 0.150592 |
| 24 | 0.525311 | 5.147 | 1e-06 |
| 25 | 0.029709 | 0.2911 | 0.385806 |
| 26 | -0.200485 | -1.9643 | 0.026191 |
| 27 | -0.137849 | -1.3506 | 0.089993 |
| 28 | -0.082856 | -0.8118 | 0.209453 |
| 29 | 0.137862 | 1.3508 | 0.089972 |
| 30 | 0.134599 | 1.3188 | 0.095188 |
| 31 | 0.102093 | 1.0003 | 0.15984 |
| 32 | -0.091619 | -0.8977 | 0.185802 |
| 33 | -0.190939 | -1.8708 | 0.032209 |
| 34 | -0.198157 | -1.9415 | 0.027563 |
| 35 | -0.006156 | -0.0603 | 0.476014 |
| 36 | 0.375127 | 3.6755 | 0.000196 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.173464 | 1.6996 | 0.046223 |
| 2 | -0.180647 | -1.77 | 0.039954 |
| 3 | 0.090343 | 0.8852 | 0.189137 |
| 4 | -0.036632 | -0.3589 | 0.360221 |
| 5 | 0.385182 | 3.774 | 0.000139 |
| 6 | 0.274441 | 2.689 | 0.004226 |
| 7 | 0.38512 | 3.7734 | 0.000139 |
| 8 | 0.065179 | 0.6386 | 0.262296 |
| 9 | 0.082539 | 0.8087 | 0.21034 |
| 10 | -0.484597 | -4.7481 | 4e-06 |
| 11 | -0.100265 | -0.9824 | 0.164189 |
| 12 | 0.526443 | 5.1581 | 1e-06 |
| 13 | -0.069256 | -0.6786 | 0.249523 |
| 14 | -0.035734 | -0.3501 | 0.363508 |
| 15 | -0.055007 | -0.539 | 0.295583 |
| 16 | -0.00979 | -0.0959 | 0.461891 |
| 17 | -0.141139 | -1.3829 | 0.084956 |
| 18 | -0.118896 | -1.1649 | 0.123465 |
| 19 | 0.008099 | 0.0793 | 0.46846 |
| 20 | -0.013843 | -0.1356 | 0.446196 |
| 21 | 0.092063 | 0.902 | 0.184649 |
| 22 | 0.017291 | 0.1694 | 0.432912 |
| 23 | 0.018488 | 0.1811 | 0.428318 |
| 24 | -0.070715 | -0.6929 | 0.245034 |
| 25 | 0.009359 | 0.0917 | 0.463564 |
| 26 | -0.03147 | -0.3083 | 0.379247 |
| 27 | -0.121252 | -1.188 | 0.118878 |
| 28 | 0.028123 | 0.2755 | 0.391745 |
| 29 | -0.066101 | -0.6477 | 0.259378 |
| 30 | -0.064464 | -0.6316 | 0.264568 |
| 31 | 0.017306 | 0.1696 | 0.432855 |
| 32 | 0.000543 | 0.0053 | 0.497885 |
| 33 | -0.017372 | -0.1702 | 0.432603 |
| 34 | 0.056956 | 0.5581 | 0.289053 |
| 35 | -0.135052 | -1.3232 | 0.09445 |
| 36 | 0.065364 | 0.6404 | 0.261707 |
