| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.164117 | 1.4494 | 0.075611 |
| 2 | -0.163454 | -1.4436 | 0.07643 |
| 3 | -0.199835 | -1.7649 | 0.040748 |
| 4 | -0.210208 | -1.8565 | 0.033579 |
| 5 | 0.129133 | 1.1405 | 0.12879 |
| 6 | 0.242037 | 2.1376 | 0.01784 |
| 7 | 0.125122 | 1.1051 | 0.136267 |
| 8 | -0.186559 | -1.6476 | 0.051724 |
| 9 | -0.224112 | -1.9793 | 0.025655 |
| 10 | -0.200909 | -1.7744 | 0.039951 |
| 11 | 0.15456 | 1.365 | 0.088083 |
| 12 | 0.717021 | 6.3326 | 0 |
| 13 | 0.068527 | 0.6052 | 0.273395 |
| 14 | -0.141971 | -1.2539 | 0.10682 |
| 15 | -0.213657 | -1.887 | 0.031443 |
| 16 | -0.216803 | -1.9148 | 0.029595 |
| 17 | 0.06761 | 0.5971 | 0.276081 |
| 18 | 0.120878 | 1.0676 | 0.144504 |
| 19 | 0.063503 | 0.5608 | 0.288255 |
| 20 | -0.218982 | -1.934 | 0.02837 |
| 21 | -0.215047 | -1.8992 | 0.030615 |
| 22 | -0.170706 | -1.5076 | 0.067844 |
| 23 | 0.101748 | 0.8986 | 0.185812 |
| 24 | 0.533656 | 4.7131 | 5e-06 |
| 25 | -0.007488 | -0.0661 | 0.473722 |
| 26 | -0.141641 | -1.2509 | 0.107348 |
| 27 | -0.224764 | -1.9851 | 0.025327 |
| 28 | -0.170343 | -1.5044 | 0.068255 |
| 29 | 0.044771 | 0.3954 | 0.34681 |
| 30 | 0.099224 | 0.8763 | 0.191774 |
| 31 | 0.033186 | 0.2931 | 0.385116 |
| 32 | -0.204838 | -1.8091 | 0.037146 |
| 33 | -0.164371 | -1.4517 | 0.0753 |
| 34 | -0.126013 | -1.1129 | 0.134581 |
| 35 | 0.079825 | 0.705 | 0.241457 |
| 36 | 0.411936 | 3.6381 | 0.000246 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.164117 | 1.4494 | 0.075611 |
| 2 | -0.195659 | -1.728 | 0.043972 |
| 3 | -0.144953 | -1.2802 | 0.102136 |
| 4 | -0.196697 | -1.7372 | 0.043151 |
| 5 | 0.150361 | 1.3279 | 0.094034 |
| 6 | 0.122083 | 1.0782 | 0.142132 |
| 7 | 0.065989 | 0.5828 | 0.280855 |
| 8 | -0.191093 | -1.6877 | 0.047733 |
| 9 | -0.061834 | -0.5461 | 0.293275 |
| 10 | -0.171675 | -1.5162 | 0.066756 |
| 11 | 0.160994 | 1.4219 | 0.079527 |
| 12 | 0.633564 | 5.5955 | 0 |
| 13 | -0.192652 | -1.7015 | 0.04642 |
| 14 | 0.005529 | 0.0488 | 0.48059 |
| 15 | -0.056899 | -0.5025 | 0.308359 |
| 16 | -0.004613 | -0.0407 | 0.483804 |
| 17 | -0.145326 | -1.2835 | 0.101562 |
| 18 | -0.202422 | -1.7877 | 0.038851 |
| 19 | -0.06418 | -0.5668 | 0.28623 |
| 20 | -0.126685 | -1.1189 | 0.133319 |
| 21 | 0.039711 | 0.3507 | 0.363374 |
| 22 | 0.012269 | 0.1084 | 0.456996 |
| 23 | -0.08946 | -0.7901 | 0.215936 |
| 24 | 0.088172 | 0.7787 | 0.219252 |
| 25 | -0.075108 | -0.6633 | 0.254535 |
| 26 | -0.026591 | -0.2348 | 0.40747 |
| 27 | -0.119509 | -1.0555 | 0.147233 |
| 28 | 0.037585 | 0.3319 | 0.370411 |
| 29 | -0.055941 | -0.4941 | 0.311327 |
| 30 | 0.044921 | 0.3967 | 0.346324 |
| 31 | -0.05204 | -0.4596 | 0.32354 |
| 32 | 0.024421 | 0.2157 | 0.4149 |
| 33 | 0.000299 | 0.0026 | 0.498951 |
| 34 | -0.001287 | -0.0114 | 0.49548 |
| 35 | -0.098016 | -0.8657 | 0.194667 |
| 36 | -0.050921 | -0.4497 | 0.327078 |
