| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.233039 | 1.835 | 0.035656 |
| 2 | -0.251271 | -1.9785 | 0.026159 |
| 3 | -0.274778 | -2.1636 | 0.017179 |
| 4 | -0.168808 | -1.3292 | 0.094327 |
| 5 | 0.081458 | 0.6414 | 0.261812 |
| 6 | 0.213755 | 1.6831 | 0.048692 |
| 7 | 0.081361 | 0.6406 | 0.262059 |
| 8 | -0.225338 | -1.7743 | 0.04046 |
| 9 | -0.271937 | -2.1412 | 0.018097 |
| 10 | -0.208945 | -1.6452 | 0.052491 |
| 11 | 0.284137 | 2.2373 | 0.014435 |
| 12 | 0.731557 | 5.7603 | 0 |
| 13 | 0.114616 | 0.9025 | 0.185145 |
| 14 | -0.257936 | -2.031 | 0.023275 |
| 15 | -0.247134 | -1.9459 | 0.028099 |
| 16 | -0.160376 | -1.2628 | 0.105695 |
| 17 | 0.037839 | 0.2979 | 0.383371 |
| 18 | 0.138289 | 1.0889 | 0.140209 |
| 19 | 0.031003 | 0.2441 | 0.403973 |
| 20 | -0.228892 | -1.8023 | 0.03818 |
| 21 | -0.24802 | -1.9529 | 0.027674 |
| 22 | -0.155623 | -1.2254 | 0.112534 |
| 23 | 0.232036 | 1.8271 | 0.036253 |
| 24 | 0.510924 | 4.023 | 7.9e-05 |
| 25 | 0.036829 | 0.29 | 0.386394 |
| 26 | -0.246267 | -1.9391 | 0.028521 |
| 27 | -0.166454 | -1.3107 | 0.097403 |
| 28 | -0.109255 | -0.8603 | 0.196475 |
| 29 | 0.038385 | 0.3022 | 0.38174 |
| 30 | 0.080983 | 0.6377 | 0.263021 |
| 31 | 0.01155 | 0.0909 | 0.463915 |
| 32 | -0.194547 | -1.5319 | 0.065322 |
| 33 | -0.178992 | -1.4094 | 0.081859 |
| 34 | -0.066035 | -0.52 | 0.302472 |
| 35 | 0.189294 | 1.4905 | 0.070582 |
| 36 | 0.293094 | 2.3078 | 0.01218 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.233039 | 1.835 | 0.035656 |
| 2 | -0.323126 | -2.5443 | 0.006728 |
| 3 | -0.144046 | -1.1342 | 0.130535 |
| 4 | -0.160766 | -1.2659 | 0.105147 |
| 5 | 0.055316 | 0.4356 | 0.332334 |
| 6 | 0.074775 | 0.5888 | 0.279075 |
| 7 | -0.010498 | -0.0827 | 0.467195 |
| 8 | -0.209816 | -1.6521 | 0.051786 |
| 9 | -0.127913 | -1.0072 | 0.15888 |
| 10 | -0.242643 | -1.9106 | 0.030344 |
| 11 | 0.289148 | 2.2767 | 0.013132 |
| 12 | 0.594574 | 4.6817 | 8e-06 |
| 13 | -0.132009 | -1.0394 | 0.151318 |
| 14 | 0.026419 | 0.208 | 0.417946 |
| 15 | 0.004982 | 0.0392 | 0.484416 |
| 16 | -0.118071 | -0.9297 | 0.178068 |
| 17 | -0.097337 | -0.7664 | 0.223165 |
| 18 | -0.187922 | -1.4797 | 0.072009 |
| 19 | -0.05038 | -0.3967 | 0.346478 |
| 20 | -0.014975 | -0.1179 | 0.453259 |
| 21 | -0.027776 | -0.2187 | 0.413799 |
| 22 | -0.029022 | -0.2285 | 0.409997 |
| 23 | -0.141711 | -1.1158 | 0.134399 |
| 24 | -0.041134 | -0.3239 | 0.373556 |
| 25 | -0.052989 | -0.4172 | 0.338973 |
| 26 | -0.108813 | -0.8568 | 0.197429 |
| 27 | 0.091823 | 0.723 | 0.236195 |
| 28 | -0.008451 | -0.0665 | 0.473579 |
| 29 | 0.065809 | 0.5182 | 0.303088 |
| 30 | -0.053137 | -0.4184 | 0.33855 |
| 31 | -0.011208 | -0.0883 | 0.46498 |
| 32 | -0.019534 | -0.1538 | 0.439129 |
| 33 | -0.012107 | -0.0953 | 0.462179 |
| 34 | 0.021054 | 0.1658 | 0.434434 |
| 35 | -0.04672 | -0.3679 | 0.357111 |
| 36 | -0.205133 | -1.6152 | 0.055671 |
