| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.241678 | 1.872 | 0.03304 |
| 2 | -0.253626 | -1.9646 | 0.027049 |
| 3 | -0.271106 | -2.1 | 0.019972 |
| 4 | -0.173703 | -1.3455 | 0.091764 |
| 5 | 0.08484 | 0.6572 | 0.256794 |
| 6 | 0.225592 | 1.7474 | 0.04284 |
| 7 | 0.088356 | 0.6844 | 0.248177 |
| 8 | -0.221791 | -1.718 | 0.045478 |
| 9 | -0.279503 | -2.165 | 0.017187 |
| 10 | -0.219943 | -1.7037 | 0.046809 |
| 11 | 0.242854 | 1.8811 | 0.032404 |
| 12 | 0.733511 | 5.6818 | 0 |
| 13 | 0.125812 | 0.9745 | 0.166852 |
| 14 | -0.249632 | -1.9336 | 0.028939 |
| 15 | -0.244737 | -1.8957 | 0.031408 |
| 16 | -0.166839 | -1.2923 | 0.100599 |
| 17 | 0.0396 | 0.3067 | 0.380051 |
| 18 | 0.148861 | 1.1531 | 0.126727 |
| 19 | 0.039873 | 0.3089 | 0.379252 |
| 20 | -0.232537 | -1.8012 | 0.038346 |
| 21 | -0.253486 | -1.9635 | 0.027114 |
| 22 | -0.168124 | -1.3023 | 0.098898 |
| 23 | 0.193766 | 1.5009 | 0.069312 |
| 24 | 0.513861 | 3.9803 | 9.4e-05 |
| 25 | 0.051634 | 0.4 | 0.345305 |
| 26 | -0.22278 | -1.7256 | 0.044779 |
| 27 | -0.15347 | -1.1888 | 0.119606 |
| 28 | -0.105001 | -0.8133 | 0.209622 |
| 29 | 0.034687 | 0.2687 | 0.394546 |
| 30 | 0.098432 | 0.7625 | 0.224389 |
| 31 | 0.027782 | 0.2152 | 0.415171 |
| 32 | -0.192384 | -1.4902 | 0.070705 |
| 33 | -0.16908 | -1.3097 | 0.097647 |
| 34 | -0.065107 | -0.5043 | 0.307943 |
| 35 | 0.143223 | 1.1094 | 0.135843 |
| 36 | 0.295294 | 2.2873 | 0.012859 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.241678 | 1.872 | 0.03304 |
| 2 | -0.33139 | -2.5669 | 0.006386 |
| 3 | -0.130529 | -1.0111 | 0.158021 |
| 4 | -0.169981 | -1.3167 | 0.096479 |
| 5 | 0.071934 | 0.5572 | 0.289732 |
| 6 | 0.080296 | 0.622 | 0.26816 |
| 7 | -0.004881 | -0.0378 | 0.484984 |
| 8 | -0.204669 | -1.5854 | 0.059071 |
| 9 | -0.12563 | -0.9731 | 0.167199 |
| 10 | -0.243725 | -1.8879 | 0.03194 |
| 11 | 0.252297 | 1.9543 | 0.027666 |
| 12 | 0.598931 | 4.6393 | 1e-05 |
| 13 | -0.193654 | -1.5 | 0.069424 |
| 14 | 0.058468 | 0.4529 | 0.326129 |
| 15 | -0.023664 | -0.1833 | 0.427589 |
| 16 | -0.101129 | -0.7833 | 0.218253 |
| 17 | -0.089341 | -0.692 | 0.245793 |
| 18 | -0.17392 | -1.3472 | 0.091494 |
| 19 | -0.053345 | -0.4132 | 0.340462 |
| 20 | -0.032052 | -0.2483 | 0.402385 |
| 21 | -0.022062 | -0.1709 | 0.432442 |
| 22 | -0.012292 | -0.0952 | 0.46223 |
| 23 | -0.105422 | -0.8166 | 0.208695 |
| 24 | -0.041117 | -0.3185 | 0.37561 |
| 25 | -0.044783 | -0.3469 | 0.364943 |
| 26 | -0.070103 | -0.543 | 0.294566 |
| 27 | 0.100982 | 0.7822 | 0.218585 |
| 28 | -0.016947 | -0.1313 | 0.448001 |
| 29 | 0.027954 | 0.2165 | 0.414654 |
| 30 | -0.035039 | -0.2714 | 0.393504 |
| 31 | 0.00614 | 0.0476 | 0.481112 |
| 32 | -0.009169 | -0.071 | 0.471807 |
| 33 | 0.021587 | 0.1672 | 0.433881 |
| 34 | 0.039528 | 0.3062 | 0.380263 |
| 35 | -0.08669 | -0.6715 | 0.252239 |
| 36 | -0.163316 | -1.265 | 0.105374 |
