| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.365795 | -2.8334 | 0.003132 |
| 2 | -0.005579 | -0.0432 | 0.482836 |
| 3 | -0.008661 | -0.0671 | 0.473366 |
| 4 | -0.06866 | -0.5318 | 0.298402 |
| 5 | 0.140054 | 1.0849 | 0.141163 |
| 6 | -0.359491 | -2.7846 | 0.00358 |
| 7 | 0.08003 | 0.6199 | 0.268832 |
| 8 | 0.024392 | 0.1889 | 0.425388 |
| 9 | -0.0286 | -0.2215 | 0.412714 |
| 10 | -0.039584 | -0.3066 | 0.380098 |
| 11 | -0.257722 | -1.9963 | 0.025222 |
| 12 | 0.773083 | 5.9883 | 0 |
| 13 | -0.272055 | -2.1073 | 0.019639 |
| 14 | -0.005113 | -0.0396 | 0.48427 |
| 15 | -0.010595 | -0.0821 | 0.467431 |
| 16 | -0.058016 | -0.4494 | 0.327384 |
| 17 | 0.112874 | 0.8743 | 0.192715 |
| 18 | -0.287936 | -2.2303 | 0.014738 |
| 19 | 0.073933 | 0.5727 | 0.284501 |
| 20 | 0.033822 | 0.262 | 0.397117 |
| 21 | -0.032327 | -0.2504 | 0.401565 |
| 22 | -0.037957 | -0.294 | 0.38488 |
| 23 | -0.18918 | -1.4654 | 0.074019 |
| 24 | 0.540476 | 4.1865 | 4.7e-05 |
| 25 | -0.162107 | -1.2557 | 0.107051 |
| 26 | -0.029944 | -0.2319 | 0.408685 |
| 27 | 0.033749 | 0.2614 | 0.397332 |
| 28 | -0.083185 | -0.6444 | 0.260902 |
| 29 | 0.103759 | 0.8037 | 0.212369 |
| 30 | -0.201774 | -1.5629 | 0.061663 |
| 31 | 0.041942 | 0.3249 | 0.3732 |
| 32 | 0.040263 | 0.3119 | 0.378109 |
| 33 | -0.045403 | -0.3517 | 0.36315 |
| 34 | -0.007261 | -0.0562 | 0.477668 |
| 35 | -0.120972 | -0.937 | 0.176246 |
| 36 | 0.320264 | 2.4808 | 0.007966 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.365795 | -2.8334 | 0.003132 |
| 2 | -0.160917 | -1.2465 | 0.108721 |
| 3 | -0.082835 | -0.6416 | 0.261776 |
| 4 | -0.123927 | -0.9599 | 0.17047 |
| 5 | 0.074259 | 0.5752 | 0.283652 |
| 6 | -0.349545 | -2.7076 | 0.004408 |
| 7 | -0.243661 | -1.8874 | 0.031974 |
| 8 | -0.159459 | -1.2352 | 0.110792 |
| 9 | -0.170718 | -1.3224 | 0.095531 |
| 10 | -0.297896 | -2.3075 | 0.012247 |
| 11 | -0.702908 | -5.4447 | 1e-06 |
| 12 | 0.3216 | 2.4911 | 0.007759 |
| 13 | 0.131292 | 1.017 | 0.156622 |
| 14 | -0.032644 | -0.2529 | 0.400622 |
| 15 | -0.110803 | -0.8583 | 0.197077 |
| 16 | 0.020146 | 0.156 | 0.43826 |
| 17 | -0.152577 | -1.1819 | 0.120963 |
| 18 | -0.002855 | -0.0221 | 0.491215 |
| 19 | 0.164819 | 1.2767 | 0.103317 |
| 20 | 0.009147 | 0.0709 | 0.471875 |
| 21 | -0.07372 | -0.571 | 0.285054 |
| 22 | 0.096289 | 0.7459 | 0.229334 |
| 23 | 0.099965 | 0.7743 | 0.220889 |
| 24 | -0.20389 | -1.5793 | 0.05976 |
| 25 | -0.004491 | -0.0348 | 0.486183 |
| 26 | 0.003954 | 0.0306 | 0.487834 |
| 27 | 0.013935 | 0.1079 | 0.457201 |
| 28 | -0.106319 | -0.8235 | 0.206731 |
| 29 | 0.0587 | 0.4547 | 0.325488 |
| 30 | 0.016307 | 0.1263 | 0.449952 |
| 31 | -0.080177 | -0.6211 | 0.268459 |
| 32 | -0.020516 | -0.1589 | 0.437133 |
| 33 | -0.003542 | -0.0274 | 0.489101 |
| 34 | 0.001599 | 0.0124 | 0.495078 |
| 35 | 0.107885 | 0.8357 | 0.203326 |
| 36 | 0.016715 | 0.1295 | 0.448706 |
