| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.375562 | 3.4215 | 0.000484 |
| 2 | 0.152087 | 1.3856 | 0.084793 |
| 3 | -0.030007 | -0.2734 | 0.392622 |
| 4 | -0.212152 | -1.9328 | 0.028336 |
| 5 | -0.282185 | -2.5708 | 0.005965 |
| 6 | -0.481417 | -4.3859 | 1.7e-05 |
| 7 | -0.296714 | -2.7032 | 0.004164 |
| 8 | -0.212804 | -1.9387 | 0.027966 |
| 9 | -0.078918 | -0.719 | 0.237087 |
| 10 | 0.04756 | 0.4333 | 0.332964 |
| 11 | 0.260465 | 2.3729 | 0.009979 |
| 12 | 0.773744 | 7.0491 | 0 |
| 13 | 0.284511 | 2.592 | 0.005636 |
| 14 | 0.133395 | 1.2153 | 0.113851 |
| 15 | -0.002179 | -0.0199 | 0.492103 |
| 16 | -0.179115 | -1.6318 | 0.053254 |
| 17 | -0.256295 | -2.335 | 0.01098 |
| 18 | -0.459641 | -4.1875 | 3.5e-05 |
| 19 | -0.281467 | -2.5643 | 0.00607 |
| 20 | -0.209089 | -1.9049 | 0.030129 |
| 21 | -0.112628 | -1.0261 | 0.153916 |
| 22 | 0.037125 | 0.3382 | 0.368024 |
| 23 | 0.239758 | 2.1843 | 0.015881 |
| 24 | 0.643061 | 5.8586 | 0 |
| 25 | 0.272726 | 2.4847 | 0.007489 |
| 26 | 0.121143 | 1.1037 | 0.136464 |
| 27 | 0.016027 | 0.146 | 0.442134 |
| 28 | -0.125565 | -1.1439 | 0.127967 |
| 29 | -0.193108 | -1.7593 | 0.041106 |
| 30 | -0.365606 | -3.3308 | 0.000647 |
| 31 | -0.214645 | -1.9555 | 0.026944 |
| 32 | -0.197969 | -1.8036 | 0.037463 |
| 33 | -0.120503 | -1.0978 | 0.137725 |
| 34 | 0.01435 | 0.1307 | 0.44815 |
| 35 | 0.16654 | 1.5172 | 0.066502 |
| 36 | 0.48217 | 4.3928 | 1.6e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.375562 | 3.4215 | 0.000484 |
| 2 | 0.012854 | 0.1171 | 0.453531 |
| 3 | -0.106215 | -0.9677 | 0.168012 |
| 4 | -0.199076 | -1.8137 | 0.036672 |
| 5 | -0.154754 | -1.4099 | 0.081156 |
| 6 | -0.376135 | -3.4268 | 0.000476 |
| 7 | -0.04898 | -0.4462 | 0.328295 |
| 8 | -0.152624 | -1.3905 | 0.084052 |
| 9 | -0.098707 | -0.8993 | 0.185556 |
| 10 | -0.118007 | -1.0751 | 0.142725 |
| 11 | 0.122132 | 1.1127 | 0.134531 |
| 12 | 0.678131 | 6.1781 | 0 |
| 13 | -0.386993 | -3.5257 | 0.000345 |
| 14 | -0.089537 | -0.8157 | 0.208498 |
| 15 | 0.06974 | 0.6354 | 0.263469 |
| 16 | -0.024033 | -0.219 | 0.413612 |
| 17 | -0.117164 | -1.0674 | 0.144439 |
| 18 | -0.035637 | -0.3247 | 0.373123 |
| 19 | 0.010766 | 0.0981 | 0.461051 |
| 20 | -0.105237 | -0.9588 | 0.170234 |
| 21 | -0.064198 | -0.5849 | 0.28011 |
| 22 | 0.169103 | 1.5406 | 0.063609 |
| 23 | 0.006993 | 0.0637 | 0.474677 |
| 24 | -0.11939 | -1.0877 | 0.13994 |
| 25 | 0.095068 | 0.8661 | 0.194464 |
| 26 | -0.093001 | -0.8473 | 0.199639 |
| 27 | -0.094068 | -0.857 | 0.196957 |
| 28 | 0.101752 | 0.927 | 0.178306 |
| 29 | 0.103861 | 0.9462 | 0.173392 |
| 30 | -0.00522 | -0.0476 | 0.481091 |
| 31 | -0.043434 | -0.3957 | 0.346669 |
| 32 | -0.033163 | -0.3021 | 0.381656 |
| 33 | 0.07231 | 0.6588 | 0.255932 |
| 34 | -0.085163 | -0.7759 | 0.220016 |
| 35 | -0.100865 | -0.9189 | 0.1804 |
| 36 | -0.036128 | -0.3291 | 0.371439 |
