| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.338387 | 2.5992 | 0.005893 |
| 2 | -0.087573 | -0.6727 | 0.251895 |
| 3 | -0.344355 | -2.645 | 0.005226 |
| 4 | -0.308417 | -2.369 | 0.010565 |
| 5 | -0.099735 | -0.7661 | 0.223342 |
| 6 | -0.042922 | -0.3297 | 0.371401 |
| 7 | -0.049779 | -0.3824 | 0.351786 |
| 8 | -0.227948 | -1.7509 | 0.042581 |
| 9 | -0.240628 | -1.8483 | 0.034787 |
| 10 | -0.058289 | -0.4477 | 0.327996 |
| 11 | 0.291368 | 2.238 | 0.014503 |
| 12 | 0.804571 | 6.18 | 0 |
| 13 | 0.260447 | 2.0005 | 0.025026 |
| 14 | -0.084702 | -0.6506 | 0.258912 |
| 15 | -0.307088 | -2.3588 | 0.010833 |
| 16 | -0.262067 | -2.013 | 0.024344 |
| 17 | -0.092858 | -0.7133 | 0.239249 |
| 18 | -0.02332 | -0.1791 | 0.429226 |
| 19 | -0.017242 | -0.1324 | 0.447545 |
| 20 | -0.15846 | -1.2172 | 0.114196 |
| 21 | -0.176237 | -1.3537 | 0.090498 |
| 22 | -0.044939 | -0.3452 | 0.365592 |
| 23 | 0.211278 | 1.6229 | 0.054976 |
| 24 | 0.593767 | 4.5608 | 1.3e-05 |
| 25 | 0.199232 | 1.5303 | 0.06564 |
| 26 | -0.062223 | -0.4779 | 0.317229 |
| 27 | -0.240639 | -1.8484 | 0.03478 |
| 28 | -0.207476 | -1.5937 | 0.058179 |
| 29 | -0.092493 | -0.7105 | 0.24011 |
| 30 | -0.020334 | -0.1562 | 0.438209 |
| 31 | 0.006383 | 0.049 | 0.48053 |
| 32 | -0.086519 | -0.6646 | 0.25446 |
| 33 | -0.098795 | -0.7589 | 0.225478 |
| 34 | -0.027691 | -0.2127 | 0.416148 |
| 35 | 0.131562 | 1.0105 | 0.15818 |
| 36 | 0.379882 | 2.9179 | 0.00249 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.338387 | 2.5992 | 0.005893 |
| 2 | -0.22821 | -1.7529 | 0.042406 |
| 3 | -0.274889 | -2.1115 | 0.019489 |
| 4 | -0.133851 | -1.0281 | 0.154042 |
| 5 | -0.028068 | -0.2156 | 0.415024 |
| 6 | -0.176882 | -1.3587 | 0.089714 |
| 7 | -0.169906 | -1.3051 | 0.098467 |
| 8 | -0.368384 | -2.8296 | 0.00318 |
| 9 | -0.352603 | -2.7084 | 0.004417 |
| 10 | -0.335816 | -2.5795 | 0.006204 |
| 11 | -0.150591 | -1.1567 | 0.126026 |
| 12 | 0.615818 | 4.7302 | 7e-06 |
| 13 | -0.336309 | -2.5832 | 0.006143 |
| 14 | 0.057417 | 0.441 | 0.330403 |
| 15 | 0.148831 | 1.1432 | 0.128788 |
| 16 | 0.065557 | 0.5036 | 0.308225 |
| 17 | 0.005758 | 0.0442 | 0.482437 |
| 18 | 0.101371 | 0.7786 | 0.219651 |
| 19 | 0.058158 | 0.4467 | 0.328358 |
| 20 | 0.107046 | 0.8222 | 0.207126 |
| 21 | 0.014963 | 0.1149 | 0.454445 |
| 22 | 0.084913 | 0.6522 | 0.258392 |
| 23 | -0.063702 | -0.4893 | 0.31322 |
| 24 | -0.091584 | -0.7035 | 0.242266 |
| 25 | 0.074412 | 0.5716 | 0.284893 |
| 26 | -0.035356 | -0.2716 | 0.393448 |
| 27 | -0.043767 | -0.3362 | 0.368963 |
| 28 | -0.030489 | -0.2342 | 0.407823 |
| 29 | -0.072468 | -0.5566 | 0.289939 |
| 30 | -0.045503 | -0.3495 | 0.363974 |
| 31 | -0.016811 | -0.1291 | 0.448847 |
| 32 | 0.010552 | 0.0811 | 0.467837 |
| 33 | 0.052716 | 0.4049 | 0.343501 |
| 34 | -0.026602 | -0.2043 | 0.419399 |
| 35 | 0.003532 | 0.0271 | 0.489225 |
| 36 | -0.108948 | -0.8368 | 0.203029 |
