| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.329883 | 2.6596 | 0.004921 |
| 2 | 0.142727 | 1.1507 | 0.127036 |
| 3 | -0.021626 | -0.1744 | 0.431066 |
| 4 | -0.167601 | -1.3512 | 0.090652 |
| 5 | -0.261042 | -2.1046 | 0.019599 |
| 6 | -0.522299 | -4.2109 | 4e-05 |
| 7 | -0.296137 | -2.3875 | 0.009939 |
| 8 | -0.176362 | -1.4219 | 0.079922 |
| 9 | -0.064169 | -0.5173 | 0.303335 |
| 10 | 0.04593 | 0.3703 | 0.356183 |
| 11 | 0.245826 | 1.9819 | 0.02586 |
| 12 | 0.76519 | 6.1692 | 0 |
| 13 | 0.243377 | 1.9622 | 0.027014 |
| 14 | 0.092851 | 0.7486 | 0.228402 |
| 15 | -0.042744 | -0.3446 | 0.365748 |
| 16 | -0.155181 | -1.2511 | 0.10769 |
| 17 | -0.235091 | -1.8954 | 0.031246 |
| 18 | -0.450121 | -3.629 | 0.00028 |
| 19 | -0.264028 | -2.1287 | 0.018538 |
| 20 | -0.153709 | -1.2392 | 0.109856 |
| 21 | -0.079618 | -0.6419 | 0.261597 |
| 22 | -0.000693 | -0.0056 | 0.497778 |
| 23 | 0.180195 | 1.4528 | 0.075548 |
| 24 | 0.559683 | 4.5123 | 1.4e-05 |
| 25 | 0.216585 | 1.7462 | 0.042754 |
| 26 | 0.095394 | 0.7691 | 0.222313 |
| 27 | 0.018255 | 0.1472 | 0.441724 |
| 28 | -0.086419 | -0.6967 | 0.244226 |
| 29 | -0.130017 | -1.0482 | 0.149207 |
| 30 | -0.303698 | -2.4485 | 0.008526 |
| 31 | -0.168521 | -1.3587 | 0.089475 |
| 32 | -0.103207 | -0.8321 | 0.204205 |
| 33 | -0.059457 | -0.4794 | 0.316647 |
| 34 | -0.010519 | -0.0848 | 0.466337 |
| 35 | 0.112442 | 0.9065 | 0.184001 |
| 36 | 0.34543 | 2.7849 | 0.003503 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.329883 | 2.6596 | 0.004921 |
| 2 | 0.038044 | 0.3067 | 0.380019 |
| 3 | -0.089301 | -0.72 | 0.237064 |
| 4 | -0.159359 | -1.2848 | 0.101713 |
| 5 | -0.174329 | -1.4055 | 0.08232 |
| 6 | -0.438332 | -3.5339 | 0.00038 |
| 7 | -0.059049 | -0.4761 | 0.31781 |
| 8 | -0.085497 | -0.6893 | 0.246544 |
| 9 | -0.101157 | -0.8156 | 0.208868 |
| 10 | -0.099784 | -0.8045 | 0.212024 |
| 11 | 0.100804 | 0.8127 | 0.209676 |
| 12 | 0.659236 | 5.3149 | 1e-06 |
| 13 | -0.33318 | -2.6862 | 0.004582 |
| 14 | -0.197727 | -1.5941 | 0.05788 |
| 15 | -0.020941 | -0.1688 | 0.433228 |
| 16 | 9.3e-05 | 7e-04 | 0.499703 |
| 17 | -0.081687 | -0.6586 | 0.256245 |
| 18 | 0.086805 | 0.6998 | 0.24326 |
| 19 | -0.023683 | -0.1909 | 0.424583 |
| 20 | -0.120818 | -0.9741 | 0.166818 |
| 21 | -0.080922 | -0.6524 | 0.258219 |
| 22 | -0.003058 | -0.0247 | 0.490202 |
| 23 | -0.103381 | -0.8335 | 0.203811 |
| 24 | -0.147238 | -1.1871 | 0.11976 |
| 25 | 0.13 | 1.0481 | 0.149238 |
| 26 | 0.017424 | 0.1405 | 0.444358 |
| 27 | 0.009942 | 0.0802 | 0.468181 |
| 28 | -0.036076 | -0.2909 | 0.386045 |
| 29 | 0.107088 | 0.8634 | 0.195554 |
| 30 | 0.003758 | 0.0303 | 0.487962 |
| 31 | 0.015492 | 0.1249 | 0.450493 |
| 32 | -0.017104 | -0.1379 | 0.445375 |
| 33 | 0.060078 | 0.4844 | 0.314877 |
| 34 | -0.007248 | -0.0584 | 0.476792 |
| 35 | -0.046028 | -0.3711 | 0.355889 |
| 36 | -0.136776 | -1.1027 | 0.137107 |
