| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.159028 | 1.3114 | 0.09707 |
| 2 | -0.162336 | -1.3387 | 0.09257 |
| 3 | -0.186933 | -1.5415 | 0.06392 |
| 4 | -0.168894 | -1.3927 | 0.084119 |
| 5 | 0.113429 | 0.9354 | 0.176455 |
| 6 | 0.21442 | 1.7682 | 0.040761 |
| 7 | 0.11794 | 0.9726 | 0.167109 |
| 8 | -0.171049 | -1.4105 | 0.081475 |
| 9 | -0.195601 | -1.613 | 0.055691 |
| 10 | -0.194736 | -1.6058 | 0.056472 |
| 11 | 0.153607 | 1.2667 | 0.104796 |
| 12 | 0.694854 | 5.7299 | 0 |
| 13 | 0.019229 | 0.1586 | 0.43724 |
| 14 | -0.171154 | -1.4114 | 0.081347 |
| 15 | -0.207955 | -1.7148 | 0.045464 |
| 16 | -0.191424 | -1.5785 | 0.059543 |
| 17 | 0.07059 | 0.5821 | 0.281211 |
| 18 | 0.11835 | 0.9759 | 0.166276 |
| 19 | 0.043412 | 0.358 | 0.360733 |
| 20 | -0.213386 | -1.7596 | 0.041484 |
| 21 | -0.202509 | -1.6699 | 0.049765 |
| 22 | -0.161807 | -1.3343 | 0.09328 |
| 23 | 0.1048 | 0.8642 | 0.195257 |
| 24 | 0.485033 | 3.9997 | 7.9e-05 |
| 25 | -0.047509 | -0.3918 | 0.348226 |
| 26 | -0.172095 | -1.4191 | 0.080215 |
| 27 | -0.216662 | -1.7866 | 0.039227 |
| 28 | -0.14485 | -1.1945 | 0.118223 |
| 29 | 0.048773 | 0.4022 | 0.344401 |
| 30 | 0.115286 | 0.9507 | 0.172568 |
| 31 | 0.016355 | 0.1349 | 0.446557 |
| 32 | -0.198176 | -1.6342 | 0.05342 |
| 33 | -0.157305 | -1.2972 | 0.099478 |
| 34 | -0.110344 | -0.9099 | 0.18304 |
| 35 | 0.08709 | 0.7182 | 0.237559 |
| 36 | 0.352954 | 2.9105 | 0.002437 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.159028 | 1.3114 | 0.09707 |
| 2 | -0.192494 | -1.5874 | 0.058536 |
| 3 | -0.133748 | -1.1029 | 0.136976 |
| 4 | -0.156344 | -1.2892 | 0.100841 |
| 5 | 0.120945 | 0.9973 | 0.161068 |
| 6 | 0.115516 | 0.9526 | 0.172091 |
| 7 | 0.070212 | 0.579 | 0.282257 |
| 8 | -0.163436 | -1.3477 | 0.09111 |
| 9 | -0.058715 | -0.4842 | 0.314907 |
| 10 | -0.176884 | -1.4586 | 0.074636 |
| 11 | 0.161936 | 1.3354 | 0.093106 |
| 12 | 0.618041 | 5.0965 | 1e-06 |
| 13 | -0.257949 | -2.1271 | 0.018521 |
| 14 | -0.017572 | -0.1449 | 0.442609 |
| 15 | -0.051231 | -0.4225 | 0.33701 |
| 16 | -0.06779 | -0.559 | 0.288996 |
| 17 | -0.063912 | -0.527 | 0.299944 |
| 18 | -0.16918 | -1.3951 | 0.083764 |
| 19 | -0.071563 | -0.5901 | 0.278533 |
| 20 | -0.091015 | -0.7505 | 0.227763 |
| 21 | -0.014667 | -0.1209 | 0.452045 |
| 22 | 0.036183 | 0.2984 | 0.383164 |
| 23 | -0.139559 | -1.1508 | 0.126916 |
| 24 | 0.041521 | 0.3424 | 0.366557 |
| 25 | -0.022719 | -0.1873 | 0.425975 |
| 26 | -0.06119 | -0.5046 | 0.307741 |
| 27 | -0.054742 | -0.4514 | 0.326563 |
| 28 | 0.010044 | 0.0828 | 0.467118 |
| 29 | -0.078183 | -0.6447 | 0.260641 |
| 30 | 0.065689 | 0.5417 | 0.294903 |
| 31 | -0.081222 | -0.6698 | 0.252635 |
| 32 | 0.006323 | 0.0521 | 0.479284 |
| 33 | -0.036783 | -0.3033 | 0.381287 |
| 34 | -0.019824 | -0.1635 | 0.435317 |
| 35 | -0.061004 | -0.503 | 0.308278 |
| 36 | -0.072707 | -0.5996 | 0.275396 |
