| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.23696 | 1.954 | 0.027406 |
| 2 | -0.26711 | -2.2026 | 0.015506 |
| 3 | -0.264111 | -2.1779 | 0.016442 |
| 4 | -0.126641 | -1.0443 | 0.150021 |
| 5 | 0.067801 | 0.5591 | 0.288965 |
| 6 | 0.062952 | 0.5191 | 0.302683 |
| 7 | 0.076771 | 0.6331 | 0.264405 |
| 8 | -0.132935 | -1.0962 | 0.138428 |
| 9 | -0.195029 | -1.6083 | 0.056206 |
| 10 | -0.238212 | -1.9643 | 0.026789 |
| 11 | 0.259634 | 2.141 | 0.017931 |
| 12 | 0.731819 | 6.0347 | 0 |
| 13 | 0.142048 | 1.1714 | 0.122772 |
| 14 | -0.270978 | -2.2345 | 0.014369 |
| 15 | -0.259083 | -2.1365 | 0.018122 |
| 16 | -0.126193 | -1.0406 | 0.150871 |
| 17 | 0.015331 | 0.1264 | 0.449886 |
| 18 | 0.033523 | 0.2764 | 0.391526 |
| 19 | 0.033896 | 0.2795 | 0.390351 |
| 20 | -0.108841 | -0.8975 | 0.186302 |
| 21 | -0.167662 | -1.3826 | 0.08566 |
| 22 | -0.196374 | -1.6193 | 0.055001 |
| 23 | 0.215667 | 1.7784 | 0.039901 |
| 24 | 0.534892 | 4.4108 | 1.9e-05 |
| 25 | 0.057934 | 0.4777 | 0.317186 |
| 26 | -0.272832 | -2.2498 | 0.01385 |
| 27 | -0.226683 | -1.8693 | 0.032946 |
| 28 | -0.119651 | -0.9867 | 0.163653 |
| 29 | 0.0288 | 0.2375 | 0.406496 |
| 30 | 0.041014 | 0.3382 | 0.368122 |
| 31 | -0.000984 | -0.0081 | 0.496774 |
| 32 | -0.106308 | -0.8766 | 0.191885 |
| 33 | -0.149792 | -1.2352 | 0.110501 |
| 34 | -0.135572 | -1.118 | 0.13376 |
| 35 | 0.179215 | 1.4778 | 0.072033 |
| 36 | 0.395093 | 3.258 | 0.000876 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.23696 | 1.954 | 0.027406 |
| 2 | -0.342491 | -2.8243 | 0.003106 |
| 3 | -0.117607 | -0.9698 | 0.167789 |
| 4 | -0.130088 | -1.0727 | 0.143591 |
| 5 | 0.023596 | 0.1946 | 0.423153 |
| 6 | -0.074121 | -0.6112 | 0.271546 |
| 7 | 0.075129 | 0.6195 | 0.268818 |
| 8 | -0.214466 | -1.7685 | 0.040728 |
| 9 | -0.082902 | -0.6836 | 0.248267 |
| 10 | -0.325554 | -2.6846 | 0.004557 |
| 11 | 0.396998 | 3.2737 | 0.000835 |
| 12 | 0.541477 | 4.4651 | 1.5e-05 |
| 13 | -0.089107 | -0.7348 | 0.232495 |
| 14 | -0.013813 | -0.1139 | 0.454825 |
| 15 | 0.068659 | 0.5662 | 0.286569 |
| 16 | -0.127708 | -1.0531 | 0.14801 |
| 17 | -0.050763 | -0.4186 | 0.338414 |
| 18 | -0.135282 | -1.1156 | 0.134268 |
| 19 | -0.050391 | -0.4155 | 0.339531 |
| 20 | -0.057777 | -0.4764 | 0.317645 |
| 21 | -0.038023 | -0.3135 | 0.377413 |
| 22 | -0.06678 | -0.5507 | 0.291828 |
| 23 | -0.062288 | -0.5136 | 0.304584 |
| 24 | -0.040714 | -0.3357 | 0.369051 |
| 25 | -0.056644 | -0.4671 | 0.320962 |
| 26 | -0.093468 | -0.7708 | 0.22176 |
| 27 | 0.018603 | 0.1534 | 0.439265 |
| 28 | -0.095461 | -0.7872 | 0.216952 |
| 29 | 0.088925 | 0.7333 | 0.232949 |
| 30 | -0.0372 | -0.3068 | 0.379982 |
| 31 | -0.048449 | -0.3995 | 0.345381 |
| 32 | -0.077058 | -0.6354 | 0.263638 |
| 33 | -0.031307 | -0.2582 | 0.39853 |
| 34 | -0.054436 | -0.4489 | 0.32747 |
| 35 | -0.057251 | -0.4721 | 0.319182 |
| 36 | -0.093186 | -0.7684 | 0.222447 |
