| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.119289 | 0.9909 | 0.1626 |
| 2 | -0.136734 | -1.1358 | 0.129986 |
| 3 | 0.104108 | 0.8648 | 0.195077 |
| 4 | -0.020608 | -0.1712 | 0.432291 |
| 5 | 0.287168 | 2.3854 | 0.009906 |
| 6 | 0.400143 | 3.3238 | 0.000712 |
| 7 | 0.221114 | 1.8367 | 0.03528 |
| 8 | -0.012677 | -0.1053 | 0.458219 |
| 9 | -0.011224 | -0.0932 | 0.462993 |
| 10 | -0.176293 | -1.4644 | 0.073813 |
| 11 | 0.115259 | 0.9574 | 0.170851 |
| 12 | 0.688351 | 5.7179 | 0 |
| 13 | 0.028633 | 0.2378 | 0.406352 |
| 14 | -0.167236 | -1.3892 | 0.084625 |
| 15 | 0.033049 | 0.2745 | 0.392251 |
| 16 | -0.127136 | -1.0561 | 0.147309 |
| 17 | 0.158607 | 1.3175 | 0.096016 |
| 18 | 0.266094 | 2.2103 | 0.0152 |
| 19 | 0.087302 | 0.7252 | 0.235397 |
| 20 | -0.052311 | -0.4345 | 0.332632 |
| 21 | -0.081648 | -0.6782 | 0.249951 |
| 22 | -0.243462 | -2.0223 | 0.02351 |
| 23 | 0.055119 | 0.4579 | 0.324248 |
| 24 | 0.441216 | 3.665 | 0.000241 |
| 25 | -0.036797 | -0.3057 | 0.380391 |
| 26 | -0.161489 | -1.3414 | 0.09209 |
| 27 | -0.082424 | -0.6847 | 0.247925 |
| 28 | -0.154021 | -1.2794 | 0.102522 |
| 29 | 0.054571 | 0.4533 | 0.325876 |
| 30 | 0.109279 | 0.9077 | 0.183587 |
| 31 | -0.006338 | -0.0526 | 0.479083 |
| 32 | -0.116064 | -0.9641 | 0.169181 |
| 33 | -0.161713 | -1.3433 | 0.09179 |
| 34 | -0.242335 | -2.013 | 0.02401 |
| 35 | -0.053664 | -0.4458 | 0.32858 |
| 36 | 0.252169 | 2.0947 | 0.019937 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.119289 | 0.9909 | 0.1626 |
| 2 | -0.153143 | -1.2721 | 0.103804 |
| 3 | 0.146663 | 1.2183 | 0.113635 |
| 4 | -0.083296 | -0.6919 | 0.245658 |
| 5 | 0.365697 | 3.0377 | 0.001682 |
| 6 | 0.30782 | 2.5569 | 0.006381 |
| 7 | 0.35198 | 2.9238 | 0.002337 |
| 8 | 0.025257 | 0.2098 | 0.417219 |
| 9 | 0.073429 | 0.6099 | 0.271949 |
| 10 | -0.472615 | -3.9258 | 0.000101 |
| 11 | -0.143507 | -1.1921 | 0.118661 |
| 12 | 0.45965 | 3.8181 | 0.000145 |
| 13 | -0.039714 | -0.3299 | 0.371242 |
| 14 | -0.004659 | -0.0387 | 0.484622 |
| 15 | 0.014107 | 0.1172 | 0.45353 |
| 16 | -0.054847 | -0.4556 | 0.325056 |
| 17 | -0.135601 | -1.1264 | 0.131952 |
| 18 | -0.157125 | -1.3052 | 0.098084 |
| 19 | -0.098613 | -0.8191 | 0.207763 |
| 20 | -0.030823 | -0.256 | 0.399342 |
| 21 | 0.12695 | 1.0545 | 0.14766 |
| 22 | 0.005163 | 0.0429 | 0.482959 |
| 23 | 0.061938 | 0.5145 | 0.304275 |
| 24 | -0.012961 | -0.1077 | 0.457287 |
| 25 | 0.04398 | 0.3653 | 0.357993 |
| 26 | -0.051678 | -0.4293 | 0.334534 |
| 27 | -0.170566 | -1.4168 | 0.080517 |
| 28 | 0.012376 | 0.1028 | 0.45921 |
| 29 | -0.082177 | -0.6826 | 0.248568 |
| 30 | -0.107537 | -0.8933 | 0.187409 |
| 31 | -0.08243 | -0.6847 | 0.247909 |
| 32 | -0.088246 | -0.733 | 0.233014 |
| 33 | -0.050105 | -0.4162 | 0.339277 |
| 34 | 0.126219 | 1.0485 | 0.149044 |
| 35 | -0.040844 | -0.3393 | 0.367716 |
| 36 | 0.087829 | 0.7296 | 0.234062 |
