| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.159753 | 1.5406 | 0.063404 |
| 2 | -0.180717 | -1.7428 | 0.042339 |
| 3 | -0.215642 | -2.0796 | 0.020158 |
| 4 | -0.213709 | -2.0609 | 0.021051 |
| 5 | 0.118448 | 1.1423 | 0.128137 |
| 6 | 0.245164 | 2.3643 | 0.010072 |
| 7 | 0.105652 | 1.0189 | 0.155454 |
| 8 | -0.205833 | -1.985 | 0.025046 |
| 9 | -0.220179 | -2.1233 | 0.018191 |
| 10 | -0.209846 | -2.0237 | 0.022936 |
| 11 | 0.161734 | 1.5597 | 0.061113 |
| 12 | 0.759069 | 7.3202 | 0 |
| 13 | 0.07764 | 0.7487 | 0.227954 |
| 14 | -0.164363 | -1.5851 | 0.058174 |
| 15 | -0.248506 | -2.3965 | 0.009277 |
| 16 | -0.232727 | -2.2443 | 0.013591 |
| 17 | 0.092344 | 0.8905 | 0.187738 |
| 18 | 0.151651 | 1.4625 | 0.073492 |
| 19 | 0.073431 | 0.7081 | 0.240315 |
| 20 | -0.218587 | -2.108 | 0.018861 |
| 21 | -0.227081 | -2.1899 | 0.015517 |
| 22 | -0.171223 | -1.6512 | 0.051034 |
| 23 | 0.120437 | 1.1615 | 0.124215 |
| 24 | 0.581957 | 5.6122 | 0 |
| 25 | 0.032836 | 0.3167 | 0.376107 |
| 26 | -0.15061 | -1.4524 | 0.074874 |
| 27 | -0.25348 | -2.4445 | 0.008196 |
| 28 | -0.175101 | -1.6886 | 0.047322 |
| 29 | 0.047041 | 0.4536 | 0.32557 |
| 30 | 0.109032 | 1.0515 | 0.147884 |
| 31 | 0.05089 | 0.4908 | 0.312373 |
| 32 | -0.198378 | -1.9131 | 0.029407 |
| 33 | -0.168259 | -1.6226 | 0.054026 |
| 34 | -0.121117 | -1.168 | 0.122894 |
| 35 | 0.098472 | 0.9496 | 0.172382 |
| 36 | 0.476031 | 4.5907 | 7e-06 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.159753 | 1.5406 | 0.063404 |
| 2 | -0.211639 | -2.041 | 0.022044 |
| 3 | -0.157764 | -1.5214 | 0.065774 |
| 4 | -0.205686 | -1.9836 | 0.025127 |
| 5 | 0.125348 | 1.2088 | 0.1149 |
| 6 | 0.119866 | 1.1559 | 0.125332 |
| 7 | 0.037762 | 0.3642 | 0.358281 |
| 8 | -0.20051 | -1.9336 | 0.028099 |
| 9 | -0.06391 | -0.6163 | 0.269594 |
| 10 | -0.196899 | -1.8988 | 0.030344 |
| 11 | 0.150716 | 1.4535 | 0.074732 |
| 12 | 0.682888 | 6.5855 | 0 |
| 13 | -0.176504 | -1.7021 | 0.046035 |
| 14 | -0.000753 | -0.0073 | 0.497111 |
| 15 | -0.096871 | -0.9342 | 0.176312 |
| 16 | -0.050638 | -0.4883 | 0.31323 |
| 17 | -0.080237 | -0.7738 | 0.220512 |
| 18 | -0.202646 | -1.9542 | 0.026838 |
| 19 | -0.003045 | -0.0294 | 0.488318 |
| 20 | -0.099443 | -0.959 | 0.170023 |
| 21 | -0.003867 | -0.0373 | 0.485167 |
| 22 | 0.083463 | 0.8049 | 0.211468 |
| 23 | -0.135061 | -1.3025 | 0.097984 |
| 24 | 0.060474 | 0.5832 | 0.280589 |
| 25 | -0.050523 | -0.4872 | 0.313622 |
| 26 | -0.019787 | -0.1908 | 0.424543 |
| 27 | -0.029258 | -0.2822 | 0.389225 |
| 28 | 0.04892 | 0.4718 | 0.319098 |
| 29 | -0.11494 | -1.1084 | 0.135265 |
| 30 | 0.012826 | 0.1237 | 0.450913 |
| 31 | -0.084354 | -0.8135 | 0.20901 |
| 32 | 0.050071 | 0.4829 | 0.315164 |
| 33 | 0.007896 | 0.0761 | 0.469734 |
| 34 | -0.021242 | -0.2048 | 0.41907 |
| 35 | -0.018254 | -0.176 | 0.430326 |
| 36 | 0.011115 | 0.1072 | 0.457433 |
