| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.165425 | -1.292 | 0.100613 |
| 2 | -0.282957 | -2.21 | 0.015435 |
| 3 | -0.095692 | -0.7474 | 0.228853 |
| 4 | -0.119485 | -0.9332 | 0.177196 |
| 5 | 0.088364 | 0.6901 | 0.24636 |
| 6 | 0.175809 | 1.3731 | 0.087372 |
| 7 | 0.118169 | 0.9229 | 0.17984 |
| 8 | -0.164894 | -1.2879 | 0.101329 |
| 9 | -0.074602 | -0.5827 | 0.281136 |
| 10 | -0.2993 | -2.3376 | 0.011352 |
| 11 | -0.002969 | -0.0232 | 0.490788 |
| 12 | 0.728845 | 5.6925 | 0 |
| 13 | -0.146753 | -1.1462 | 0.1281 |
| 14 | -0.221654 | -1.7312 | 0.044238 |
| 15 | -0.071423 | -0.5578 | 0.289502 |
| 16 | -0.099748 | -0.7791 | 0.219479 |
| 17 | 0.07726 | 0.6034 | 0.274233 |
| 18 | 0.130967 | 1.0229 | 0.155202 |
| 19 | 0.107916 | 0.8429 | 0.201302 |
| 20 | -0.156461 | -1.222 | 0.113205 |
| 21 | -0.075618 | -0.5906 | 0.278486 |
| 22 | -0.208468 | -1.6282 | 0.05432 |
| 23 | 0.046064 | 0.3598 | 0.36013 |
| 24 | 0.517805 | 4.0442 | 7.5e-05 |
| 25 | -0.103631 | -0.8094 | 0.210719 |
| 26 | -0.200681 | -1.5674 | 0.061101 |
| 27 | -0.026017 | -0.2032 | 0.419827 |
| 28 | -0.069278 | -0.5411 | 0.295213 |
| 29 | 0.067307 | 0.5257 | 0.300506 |
| 30 | 0.076681 | 0.5989 | 0.275729 |
| 31 | 0.096398 | 0.7529 | 0.227206 |
| 32 | -0.146152 | -1.1415 | 0.129064 |
| 33 | -0.065712 | -0.5132 | 0.304824 |
| 34 | -0.103258 | -0.8065 | 0.211552 |
| 35 | 0.054471 | 0.4254 | 0.33601 |
| 36 | 0.294006 | 2.2963 | 0.012555 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.165425 | -1.292 | 0.100613 |
| 2 | -0.319053 | -2.4919 | 0.00772 |
| 3 | -0.240623 | -1.8793 | 0.03249 |
| 4 | -0.355573 | -2.7771 | 0.003638 |
| 5 | -0.225161 | -1.7586 | 0.041834 |
| 6 | -0.086422 | -0.675 | 0.251119 |
| 7 | 0.090697 | 0.7084 | 0.240709 |
| 8 | -0.051649 | -0.4034 | 0.344035 |
| 9 | 0.026198 | 0.2046 | 0.419279 |
| 10 | -0.423649 | -3.3088 | 0.000788 |
| 11 | -0.510286 | -3.9855 | 9.1e-05 |
| 12 | 0.401882 | 3.1388 | 0.001307 |
| 13 | 0.066812 | 0.5218 | 0.301843 |
| 14 | 0.049236 | 0.3845 | 0.350955 |
| 15 | 0.102424 | 0.8 | 0.213419 |
| 16 | 0.036015 | 0.2813 | 0.389721 |
| 17 | 0.080441 | 0.6283 | 0.266087 |
| 18 | -0.101888 | -0.7958 | 0.214626 |
| 19 | -0.099198 | -0.7748 | 0.220738 |
| 20 | -0.100254 | -0.783 | 0.218326 |
| 21 | -0.122157 | -0.9541 | 0.171905 |
| 22 | 0.065844 | 0.5143 | 0.304465 |
| 23 | -0.030584 | -0.2389 | 0.406004 |
| 24 | -0.033181 | -0.2592 | 0.398195 |
| 25 | 0.076075 | 0.5942 | 0.277299 |
| 26 | -0.080255 | -0.6268 | 0.266561 |
| 27 | 0.045973 | 0.3591 | 0.360394 |
| 28 | -0.005495 | -0.0429 | 0.482953 |
| 29 | 0.014477 | 0.1131 | 0.455174 |
| 30 | -0.023724 | -0.1853 | 0.426809 |
| 31 | -0.035916 | -0.2805 | 0.390015 |
| 32 | -0.0142 | -0.1109 | 0.456027 |
| 33 | -0.026277 | -0.2052 | 0.419038 |
| 34 | 0.046994 | 0.367 | 0.357431 |
| 35 | 0.080802 | 0.6311 | 0.265171 |
| 36 | -0.205037 | -1.6014 | 0.057228 |
