| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.307451 | 2.3616 | 0.010759 |
| 2 | -0.10049 | -0.7719 | 0.221633 |
| 3 | -0.295609 | -2.2706 | 0.013418 |
| 4 | -0.255795 | -1.9648 | 0.027076 |
| 5 | -0.06566 | -0.5043 | 0.307948 |
| 6 | -0.012914 | -0.0992 | 0.46066 |
| 7 | -0.07929 | -0.609 | 0.272419 |
| 8 | -0.251317 | -1.9304 | 0.029184 |
| 9 | -0.261057 | -2.0052 | 0.024767 |
| 10 | -0.097931 | -0.7522 | 0.227454 |
| 11 | 0.26693 | 2.0503 | 0.022392 |
| 12 | 0.778078 | 5.9765 | 0 |
| 13 | 0.223419 | 1.7161 | 0.045694 |
| 14 | -0.080594 | -0.6191 | 0.269132 |
| 15 | -0.236881 | -1.8195 | 0.036954 |
| 16 | -0.193001 | -1.4825 | 0.071769 |
| 17 | -0.036335 | -0.2791 | 0.390574 |
| 18 | -0.010243 | -0.0787 | 0.468777 |
| 19 | -0.077937 | -0.5986 | 0.27585 |
| 20 | -0.202357 | -1.5543 | 0.062727 |
| 21 | -0.195807 | -1.504 | 0.068956 |
| 22 | -0.058891 | -0.4524 | 0.326338 |
| 23 | 0.19719 | 1.5146 | 0.067601 |
| 24 | 0.56623 | 4.3493 | 2.7e-05 |
| 25 | 0.155116 | 1.1915 | 0.11912 |
| 26 | -0.075246 | -0.578 | 0.282741 |
| 27 | -0.195283 | -1.5 | 0.069474 |
| 28 | -0.126153 | -0.969 | 0.168251 |
| 29 | -0.009143 | -0.0702 | 0.472125 |
| 30 | 0.003225 | 0.0248 | 0.490161 |
| 31 | -0.061101 | -0.4693 | 0.320285 |
| 32 | -0.137525 | -1.0564 | 0.147557 |
| 33 | -0.1274 | -0.9786 | 0.165891 |
| 34 | -0.060713 | -0.4663 | 0.321344 |
| 35 | 0.121193 | 0.9309 | 0.177849 |
| 36 | 0.362907 | 2.7875 | 0.003568 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.307451 | 2.3616 | 0.010759 |
| 2 | -0.215375 | -1.6543 | 0.051686 |
| 3 | -0.222175 | -1.7066 | 0.046582 |
| 4 | -0.127274 | -0.9776 | 0.166129 |
| 5 | -0.015707 | -0.1206 | 0.452189 |
| 6 | -0.116432 | -0.8943 | 0.187389 |
| 7 | -0.178916 | -1.3743 | 0.087277 |
| 8 | -0.320104 | -2.4588 | 0.008447 |
| 9 | -0.298385 | -2.2919 | 0.012747 |
| 10 | -0.283831 | -2.1802 | 0.016624 |
| 11 | -0.025799 | -0.1982 | 0.421798 |
| 12 | 0.623898 | 4.7923 | 6e-06 |
| 13 | -0.291426 | -2.2385 | 0.014488 |
| 14 | 0.05496 | 0.4222 | 0.337224 |
| 15 | 0.063888 | 0.4907 | 0.312717 |
| 16 | -0.008441 | -0.0648 | 0.47426 |
| 17 | -0.035056 | -0.2693 | 0.394331 |
| 18 | -0.016383 | -0.1258 | 0.450143 |
| 19 | 0.000331 | 0.0025 | 0.498991 |
| 20 | 0.058259 | 0.4475 | 0.328078 |
| 21 | 0.018397 | 0.1413 | 0.444052 |
| 22 | 0.054403 | 0.4179 | 0.338778 |
| 23 | -0.116376 | -0.8939 | 0.187504 |
| 24 | -0.026119 | -0.2006 | 0.42084 |
| 25 | 0.026075 | 0.2003 | 0.420973 |
| 26 | -0.086739 | -0.6663 | 0.253923 |
| 27 | -0.052027 | -0.3996 | 0.345437 |
| 28 | 0.043554 | 0.3345 | 0.369577 |
| 29 | -0.044068 | -0.3385 | 0.368097 |
| 30 | 0.005913 | 0.0454 | 0.481965 |
| 31 | -0.00561 | -0.0431 | 0.482888 |
| 32 | 0.043585 | 0.3348 | 0.369488 |
| 33 | -0.005815 | -0.0447 | 0.482261 |
| 34 | -0.108472 | -0.8332 | 0.204049 |
| 35 | 0.006339 | 0.0487 | 0.480666 |
| 36 | -0.145708 | -1.1192 | 0.133794 |
