| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.317747 | 2.8063 | 0.003163 |
| 2 | -0.199405 | -1.7611 | 0.04107 |
| 3 | -0.308207 | -2.722 | 0.004 |
| 4 | -0.25626 | -2.2632 | 0.013201 |
| 5 | 0.0259 | 0.2287 | 0.409836 |
| 6 | 0.153606 | 1.3566 | 0.089409 |
| 7 | 0.036341 | 0.321 | 0.37455 |
| 8 | -0.229901 | -2.0304 | 0.02286 |
| 9 | -0.301599 | -2.6637 | 0.004694 |
| 10 | -0.183702 | -1.6224 | 0.054375 |
| 11 | 0.312361 | 2.7587 | 0.003614 |
| 12 | 0.787723 | 6.957 | 0 |
| 13 | 0.238157 | 2.1033 | 0.01933 |
| 14 | -0.183644 | -1.6219 | 0.05443 |
| 15 | -0.253884 | -2.2422 | 0.013893 |
| 16 | -0.235125 | -2.0766 | 0.020567 |
| 17 | -0.004893 | -0.0432 | 0.48282 |
| 18 | 0.099659 | 0.8802 | 0.190737 |
| 19 | 0.00494 | 0.0436 | 0.482657 |
| 20 | -0.22335 | -1.9726 | 0.026044 |
| 21 | -0.256443 | -2.2648 | 0.013149 |
| 22 | -0.118839 | -1.0496 | 0.148581 |
| 23 | 0.276701 | 2.4438 | 0.008397 |
| 24 | 0.622235 | 5.4954 | 0 |
| 25 | 0.148946 | 1.3155 | 0.096106 |
| 26 | -0.195124 | -1.7233 | 0.044399 |
| 27 | -0.267939 | -2.3664 | 0.010223 |
| 28 | -0.202054 | -1.7845 | 0.039116 |
| 29 | -0.00197 | -0.0174 | 0.49308 |
| 30 | 0.072687 | 0.642 | 0.261393 |
| 31 | -0.016164 | -0.1428 | 0.443424 |
| 32 | -0.210874 | -1.8624 | 0.033157 |
| 33 | -0.197855 | -1.7474 | 0.042251 |
| 34 | -0.063155 | -0.5578 | 0.2893 |
| 35 | 0.185415 | 1.6375 | 0.052773 |
| 36 | 0.472992 | 4.1774 | 3.8e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.317747 | 2.8063 | 0.003163 |
| 2 | -0.334101 | -2.9507 | 0.002092 |
| 3 | -0.14714 | -1.2995 | 0.0988 |
| 4 | -0.18965 | -1.6749 | 0.048975 |
| 5 | 0.079973 | 0.7063 | 0.241052 |
| 6 | -0.02844 | -0.2512 | 0.401171 |
| 7 | -0.089881 | -0.7938 | 0.214859 |
| 8 | -0.274576 | -2.425 | 0.00881 |
| 9 | -0.178159 | -1.5735 | 0.059831 |
| 10 | -0.219532 | -1.9389 | 0.028068 |
| 11 | 0.304176 | 2.6864 | 0.004411 |
| 12 | 0.632048 | 5.5821 | 0 |
| 13 | -0.164361 | -1.4516 | 0.075312 |
| 14 | 0.061521 | 0.5433 | 0.294222 |
| 15 | 0.115251 | 1.0179 | 0.155943 |
| 16 | -0.010982 | -0.097 | 0.46149 |
| 17 | -0.082949 | -0.7326 | 0.233004 |
| 18 | -0.114348 | -1.0099 | 0.157834 |
| 19 | -0.049698 | -0.4389 | 0.330967 |
| 20 | -0.079403 | -0.7013 | 0.242611 |
| 21 | 0.044123 | 0.3897 | 0.348918 |
| 22 | 0.015302 | 0.1351 | 0.446425 |
| 23 | -0.09334 | -0.8244 | 0.206125 |
| 24 | 0.045663 | 0.4033 | 0.343921 |
| 25 | -0.08166 | -0.7212 | 0.23647 |
| 26 | -0.089381 | -0.7894 | 0.216137 |
| 27 | -0.200765 | -1.7731 | 0.040057 |
| 28 | 0.03501 | 0.3092 | 0.378998 |
| 29 | -0.057004 | -0.5034 | 0.308036 |
| 30 | -0.058469 | -0.5164 | 0.303522 |
| 31 | -0.026171 | -0.2311 | 0.408908 |
| 32 | -0.004019 | -0.0355 | 0.485886 |
| 33 | 0.034283 | 0.3028 | 0.381433 |
| 34 | -0.025554 | -0.2257 | 0.411018 |
| 35 | -0.263831 | -2.3301 | 0.011194 |
| 36 | -0.034255 | -0.3025 | 0.381527 |
