| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.364807 | -2.8021 | 0.003428 |
| 2 | -0.001194 | -0.0092 | 0.496357 |
| 3 | -0.011172 | -0.0858 | 0.465953 |
| 4 | -0.062382 | -0.4792 | 0.316797 |
| 5 | 0.142449 | 1.0942 | 0.139163 |
| 6 | -0.365199 | -2.8051 | 0.0034 |
| 7 | 0.081869 | 0.6288 | 0.265938 |
| 8 | 0.008053 | 0.0619 | 0.475444 |
| 9 | -0.024218 | -0.186 | 0.426534 |
| 10 | -0.031576 | -0.2425 | 0.404603 |
| 11 | -0.260959 | -2.0045 | 0.024809 |
| 12 | 0.772662 | 5.9349 | 0 |
| 13 | -0.270242 | -2.0758 | 0.021141 |
| 14 | 0.002723 | 0.0209 | 0.491691 |
| 15 | -0.011527 | -0.0885 | 0.464872 |
| 16 | -0.051146 | -0.3929 | 0.347918 |
| 17 | 0.111047 | 0.853 | 0.198563 |
| 18 | -0.288983 | -2.2197 | 0.015147 |
| 19 | 0.075956 | 0.5834 | 0.280915 |
| 20 | 0.011755 | 0.0903 | 0.464179 |
| 21 | -0.024321 | -0.1868 | 0.426225 |
| 22 | -0.032223 | -0.2475 | 0.402685 |
| 23 | -0.194894 | -1.497 | 0.069861 |
| 24 | 0.540399 | 4.1509 | 5.4e-05 |
| 25 | -0.160727 | -1.2346 | 0.110944 |
| 26 | -0.023688 | -0.182 | 0.428122 |
| 27 | 0.03336 | 0.2562 | 0.399327 |
| 28 | -0.082743 | -0.6356 | 0.263759 |
| 29 | 0.109751 | 0.843 | 0.201313 |
| 30 | -0.207391 | -1.593 | 0.058252 |
| 31 | 0.047476 | 0.3647 | 0.358331 |
| 32 | 0.014766 | 0.1134 | 0.455042 |
| 33 | -0.036457 | -0.28 | 0.390216 |
| 34 | -0.003118 | -0.0239 | 0.490488 |
| 35 | -0.124707 | -0.9579 | 0.171012 |
| 36 | 0.320301 | 2.4603 | 0.008415 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.364807 | -2.8021 | 0.003428 |
| 2 | -0.154891 | -1.1897 | 0.119456 |
| 3 | -0.08058 | -0.6189 | 0.269167 |
| 4 | -0.115212 | -0.885 | 0.189886 |
| 5 | 0.084718 | 0.6507 | 0.258873 |
| 6 | -0.347738 | -2.671 | 0.004879 |
| 7 | -0.236767 | -1.8186 | 0.037021 |
| 8 | -0.166298 | -1.2774 | 0.10324 |
| 9 | -0.173106 | -1.3296 | 0.094376 |
| 10 | -0.277747 | -2.1334 | 0.01853 |
| 11 | -0.66268 | -5.0901 | 2e-06 |
| 12 | 0.38588 | 2.964 | 0.002187 |
| 13 | 0.163516 | 1.256 | 0.107035 |
| 14 | 0.014348 | 0.1102 | 0.456309 |
| 15 | -0.044516 | -0.3419 | 0.366809 |
| 16 | 0.052194 | 0.4009 | 0.344968 |
| 17 | -0.142702 | -1.0961 | 0.138741 |
| 18 | 0.019245 | 0.1478 | 0.441492 |
| 19 | 0.184334 | 1.4159 | 0.081032 |
| 20 | 0.049864 | 0.383 | 0.351545 |
| 21 | -0.016179 | -0.1243 | 0.450759 |
| 22 | 0.117138 | 0.8998 | 0.185954 |
| 23 | 0.079547 | 0.611 | 0.271769 |
| 24 | -0.197435 | -1.5165 | 0.067363 |
| 25 | 0.015837 | 0.1216 | 0.451795 |
| 26 | -0.005501 | -0.0423 | 0.483219 |
| 27 | 0.017288 | 0.1328 | 0.447404 |
| 28 | -0.101514 | -0.7797 | 0.21933 |
| 29 | 0.075005 | 0.5761 | 0.28336 |
| 30 | 0.000876 | 0.0067 | 0.497326 |
| 31 | -0.080073 | -0.6151 | 0.270442 |
| 32 | -0.048159 | -0.3699 | 0.356384 |
| 33 | -0.03637 | -0.2794 | 0.390471 |
| 34 | -0.031716 | -0.2436 | 0.404188 |
| 35 | 0.102963 | 0.7909 | 0.216093 |
| 36 | -0.003016 | -0.0232 | 0.490799 |
