| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.2039 | 2.9618 | 0.001704 |
| 2 | 0.172077 | 2.4996 | 0.006598 |
| 3 | -0.026952 | -0.3915 | 0.347913 |
| 4 | -0.019063 | -0.2769 | 0.391063 |
| 5 | -0.047274 | -0.6867 | 0.246516 |
| 6 | -0.009297 | -0.135 | 0.446352 |
| 7 | -0.034237 | -0.4973 | 0.309739 |
| 8 | -0.058204 | -0.8455 | 0.199404 |
| 9 | -0.040537 | -0.5888 | 0.278304 |
| 10 | -0.09046 | -1.314 | 0.095136 |
| 11 | -0.154206 | -2.24 | 0.013068 |
| 12 | -0.541245 | -7.862 | 0 |
| 13 | -0.138251 | -2.0082 | 0.022948 |
| 14 | -0.09339 | -1.3566 | 0.088184 |
| 15 | 0.02746 | 0.3989 | 0.345191 |
| 16 | 0.139427 | 2.0253 | 0.022048 |
| 17 | 0.102853 | 1.494 | 0.068332 |
| 18 | 0.038113 | 0.5536 | 0.290212 |
| 19 | 0.053781 | 0.7812 | 0.217774 |
| 20 | 0.025084 | 0.3644 | 0.357972 |
| 21 | 0.035051 | 0.5091 | 0.305592 |
| 22 | 0.003503 | 0.0509 | 0.479731 |
| 23 | 0.091669 | 1.3316 | 0.09222 |
| 24 | 0.097712 | 1.4194 | 0.078636 |
| 25 | 0.077126 | 1.1203 | 0.131927 |
| 26 | -0.0083 | -0.1206 | 0.452075 |
| 27 | -0.006422 | -0.0933 | 0.462882 |
| 28 | -0.191053 | -2.7752 | 0.003006 |
| 29 | -0.05522 | -0.8021 | 0.211696 |
| 30 | -0.050679 | -0.7362 | 0.231226 |
| 31 | -0.037895 | -0.5505 | 0.291292 |
| 32 | -0.008216 | -0.1193 | 0.452556 |
| 33 | -0.00594 | -0.0863 | 0.465659 |
| 34 | 0.052777 | 0.7666 | 0.222078 |
| 35 | -0.025433 | -0.3694 | 0.356086 |
| 36 | 0.037439 | 0.5438 | 0.293564 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.2039 | 2.9618 | 0.001704 |
| 2 | 0.136162 | 1.9779 | 0.024622 |
| 3 | -0.090388 | -1.313 | 0.09531 |
| 4 | -0.023284 | -0.3382 | 0.367765 |
| 5 | -0.021428 | -0.3113 | 0.377956 |
| 6 | 0.008455 | 0.1228 | 0.451183 |
| 7 | -0.026947 | -0.3914 | 0.347935 |
| 8 | -0.05591 | -0.8121 | 0.208812 |
| 9 | -0.01296 | -0.1883 | 0.42543 |
| 10 | -0.071521 | -1.0389 | 0.150019 |
| 11 | -0.13381 | -1.9437 | 0.026631 |
| 12 | -0.521431 | -7.5742 | 0 |
| 13 | 0.056454 | 0.82 | 0.20656 |
| 14 | 0.080302 | 1.1665 | 0.122374 |
| 15 | -0.04707 | -0.6837 | 0.247447 |
| 16 | 0.127431 | 1.851 | 0.032781 |
| 17 | 0.030944 | 0.4495 | 0.326772 |
| 18 | -0.033548 | -0.4873 | 0.313273 |
| 19 | 0.007342 | 0.1066 | 0.457586 |
| 20 | -0.05973 | -0.8676 | 0.193291 |
| 21 | 0.003634 | 0.0528 | 0.478978 |
| 22 | -0.047706 | -0.693 | 0.244546 |
| 23 | -0.001078 | -0.0157 | 0.493763 |
| 24 | -0.254347 | -3.6946 | 0.00014 |
| 25 | 0.073174 | 1.0629 | 0.144519 |
| 26 | -0.007981 | -0.1159 | 0.453907 |
| 27 | -0.011865 | -0.1724 | 0.431662 |
| 28 | -0.048574 | -0.7056 | 0.240613 |
| 29 | 0.065175 | 0.9467 | 0.172433 |
| 30 | -0.003511 | -0.051 | 0.479685 |
| 31 | -0.039929 | -0.58 | 0.281265 |
| 32 | -0.036371 | -0.5283 | 0.298916 |
| 33 | -0.009833 | -0.1428 | 0.443278 |
| 34 | 0.056553 | 0.8215 | 0.206151 |
| 35 | -0.020833 | -0.3026 | 0.381242 |
| 36 | -0.082128 | -1.193 | 0.117108 |
