| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.24048 | 1.8472 | 0.03487 |
| 2 | -0.253569 | -1.9477 | 0.028107 |
| 3 | -0.271351 | -2.0843 | 0.020736 |
| 4 | -0.173781 | -1.3348 | 0.093529 |
| 5 | 0.084553 | 0.6495 | 0.259279 |
| 6 | 0.224878 | 1.7273 | 0.044671 |
| 7 | 0.087985 | 0.6758 | 0.250895 |
| 8 | -0.221612 | -1.7022 | 0.046988 |
| 9 | -0.275659 | -2.1174 | 0.019226 |
| 10 | -0.219224 | -1.6839 | 0.048743 |
| 11 | 0.24297 | 1.8663 | 0.033487 |
| 12 | 0.73257 | 5.627 | 0 |
| 13 | 0.124695 | 0.9578 | 0.171035 |
| 14 | -0.249413 | -1.9158 | 0.030121 |
| 15 | -0.244891 | -1.881 | 0.032452 |
| 16 | -0.166905 | -1.282 | 0.102425 |
| 17 | 0.039017 | 0.2997 | 0.38273 |
| 18 | 0.148568 | 1.1412 | 0.129205 |
| 19 | 0.039908 | 0.3065 | 0.380136 |
| 20 | -0.232469 | -1.7856 | 0.03965 |
| 21 | -0.249982 | -1.9202 | 0.029838 |
| 22 | -0.167542 | -1.2869 | 0.101575 |
| 23 | 0.193498 | 1.4863 | 0.071264 |
| 24 | 0.511704 | 3.9305 | 0.000113 |
| 25 | 0.050093 | 0.3848 | 0.350896 |
| 26 | -0.223415 | -1.7161 | 0.045697 |
| 27 | -0.153089 | -1.1759 | 0.122179 |
| 28 | -0.105792 | -0.8126 | 0.209856 |
| 29 | 0.033514 | 0.2574 | 0.398872 |
| 30 | 0.098042 | 0.7531 | 0.227199 |
| 31 | 0.026701 | 0.2051 | 0.419102 |
| 32 | -0.193302 | -1.4848 | 0.071463 |
| 33 | -0.165037 | -1.2677 | 0.104947 |
| 34 | -0.064354 | -0.4943 | 0.311461 |
| 35 | 0.141575 | 1.0875 | 0.140629 |
| 36 | 0.294181 | 2.2596 | 0.013775 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.24048 | 1.8472 | 0.03487 |
| 2 | -0.330514 | -2.5387 | 0.006892 |
| 3 | -0.131948 | -1.0135 | 0.157478 |
| 4 | -0.169972 | -1.3056 | 0.098382 |
| 5 | 0.070531 | 0.5418 | 0.295013 |
| 6 | 0.079836 | 0.6132 | 0.271041 |
| 7 | -0.005163 | -0.0397 | 0.484249 |
| 8 | -0.204601 | -1.5716 | 0.060699 |
| 9 | -0.121931 | -0.9366 | 0.176399 |
| 10 | -0.24529 | -1.8841 | 0.03224 |
| 11 | 0.253804 | 1.9495 | 0.027996 |
| 12 | 0.597618 | 4.5904 | 1.2e-05 |
| 13 | -0.191436 | -1.4704 | 0.073377 |
| 14 | 0.059171 | 0.4545 | 0.325568 |
| 15 | -0.019912 | -0.153 | 0.43948 |
| 16 | -0.103579 | -0.7956 | 0.214725 |
| 17 | -0.087362 | -0.671 | 0.252408 |
| 18 | -0.172965 | -1.3286 | 0.094553 |
| 19 | -0.05221 | -0.401 | 0.344922 |
| 20 | -0.035598 | -0.2734 | 0.392737 |
| 21 | -0.02674 | -0.2054 | 0.418986 |
| 22 | -0.011909 | -0.0915 | 0.463713 |
| 23 | -0.107881 | -0.8287 | 0.205321 |
| 24 | -0.042903 | -0.3295 | 0.371455 |
| 25 | -0.045142 | -0.3467 | 0.365009 |
| 26 | -0.072928 | -0.5602 | 0.288741 |
| 27 | 0.105206 | 0.8081 | 0.211138 |
| 28 | -0.020181 | -0.155 | 0.438669 |
| 29 | 0.02882 | 0.2214 | 0.412783 |
| 30 | -0.034198 | -0.2627 | 0.396855 |
| 31 | 0.002662 | 0.0204 | 0.491879 |
| 32 | -0.008703 | -0.0669 | 0.473462 |
| 33 | 0.023126 | 0.1776 | 0.429809 |
| 34 | 0.038659 | 0.2969 | 0.383777 |
| 35 | -0.08653 | -0.6646 | 0.254433 |
| 36 | -0.161232 | -1.2384 | 0.110227 |
