| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.260482 | 2.3874 | 0.009607 |
| 2 | -0.229611 | -2.1044 | 0.019166 |
| 3 | -0.302246 | -2.7701 | 0.003448 |
| 4 | -0.233045 | -2.1359 | 0.0178 |
| 5 | 0.080542 | 0.7382 | 0.231231 |
| 6 | 0.215448 | 1.9746 | 0.025799 |
| 7 | 0.082242 | 0.7538 | 0.22655 |
| 8 | -0.233003 | -2.1355 | 0.017816 |
| 9 | -0.289564 | -2.6539 | 0.004757 |
| 10 | -0.204628 | -1.8754 | 0.032103 |
| 11 | 0.248351 | 2.2762 | 0.01269 |
| 12 | 0.776255 | 7.1145 | 0 |
| 13 | 0.176134 | 1.6143 | 0.055107 |
| 14 | -0.206424 | -1.8919 | 0.030975 |
| 15 | -0.277393 | -2.5423 | 0.006423 |
| 16 | -0.216839 | -1.9874 | 0.02507 |
| 17 | 0.043412 | 0.3979 | 0.345864 |
| 18 | 0.137812 | 1.2631 | 0.10503 |
| 19 | 0.05438 | 0.4984 | 0.309752 |
| 20 | -0.228703 | -2.0961 | 0.019541 |
| 21 | -0.25227 | -2.3121 | 0.01161 |
| 22 | -0.143031 | -1.3109 | 0.096732 |
| 23 | 0.215545 | 1.9755 | 0.025747 |
| 24 | 0.607037 | 5.5636 | 0 |
| 25 | 0.098917 | 0.9066 | 0.18361 |
| 26 | -0.221099 | -2.0264 | 0.022948 |
| 27 | -0.27789 | -2.5469 | 0.006346 |
| 28 | -0.172302 | -1.5792 | 0.059027 |
| 29 | 0.033336 | 0.3055 | 0.380358 |
| 30 | 0.112472 | 1.0308 | 0.152792 |
| 31 | 0.029545 | 0.2708 | 0.393611 |
| 32 | -0.222693 | -2.041 | 0.022194 |
| 33 | -0.193969 | -1.7778 | 0.039532 |
| 34 | -0.082503 | -0.7562 | 0.225836 |
| 35 | 0.172912 | 1.5848 | 0.058389 |
| 36 | 0.475385 | 4.357 | 1.9e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.260482 | 2.3874 | 0.009607 |
| 2 | -0.319114 | -2.9247 | 0.002216 |
| 3 | -0.16749 | -1.5351 | 0.064262 |
| 4 | -0.198805 | -1.8221 | 0.036001 |
| 5 | 0.092379 | 0.8467 | 0.199792 |
| 6 | 0.029652 | 0.2718 | 0.393233 |
| 7 | -0.030695 | -0.2813 | 0.389575 |
| 8 | -0.253587 | -2.3242 | 0.011266 |
| 9 | -0.126996 | -1.1639 | 0.123873 |
| 10 | -0.236235 | -2.1651 | 0.016607 |
| 11 | 0.236572 | 2.1682 | 0.016485 |
| 12 | 0.649297 | 5.9509 | 0 |
| 13 | -0.185687 | -1.7019 | 0.046241 |
| 14 | 0.106146 | 0.9728 | 0.166712 |
| 15 | -0.003311 | -0.0303 | 0.487931 |
| 16 | -0.017365 | -0.1592 | 0.436964 |
| 17 | -0.110289 | -1.0108 | 0.157503 |
| 18 | -0.168178 | -1.5414 | 0.063492 |
| 19 | -0.019513 | -0.1788 | 0.429246 |
| 20 | -0.089589 | -0.8211 | 0.206957 |
| 21 | 0.00797 | 0.0731 | 0.47097 |
| 22 | 0.025479 | 0.2335 | 0.407963 |
| 23 | -0.069744 | -0.6392 | 0.26221 |
| 24 | 0.05623 | 0.5154 | 0.303827 |
| 25 | -0.097174 | -0.8906 | 0.187841 |
| 26 | -0.104797 | -0.9605 | 0.169784 |
| 27 | -0.1064 | -0.9752 | 0.166137 |
| 28 | 0.002765 | 0.0253 | 0.48992 |
| 29 | -0.059302 | -0.5435 | 0.294109 |
| 30 | 0.017425 | 0.1597 | 0.436749 |
| 31 | -0.060622 | -0.5556 | 0.289976 |
| 32 | 0.00846 | 0.0775 | 0.469191 |
| 33 | 0.020874 | 0.1913 | 0.42437 |
| 34 | -0.032515 | -0.298 | 0.383217 |
| 35 | -0.125644 | -1.1515 | 0.126387 |
| 36 | -0.036525 | -0.3348 | 0.36932 |
