| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.272882 | 2.3155 | 0.01172 |
| 2 | -0.239696 | -2.0339 | 0.022824 |
| 3 | -0.325446 | -2.7615 | 0.003648 |
| 4 | -0.219929 | -1.8662 | 0.033046 |
| 5 | 0.104495 | 0.8867 | 0.189105 |
| 6 | 0.207586 | 1.7614 | 0.041206 |
| 7 | 0.065472 | 0.5556 | 0.29012 |
| 8 | -0.205722 | -1.7456 | 0.042572 |
| 9 | -0.266713 | -2.2631 | 0.013322 |
| 10 | -0.197251 | -1.6737 | 0.049262 |
| 11 | 0.26311 | 2.2326 | 0.014344 |
| 12 | 0.767258 | 6.5104 | 0 |
| 13 | 0.155799 | 1.322 | 0.095177 |
| 14 | -0.244383 | -2.0737 | 0.020844 |
| 15 | -0.325198 | -2.7594 | 0.003669 |
| 16 | -0.210162 | -1.7833 | 0.039378 |
| 17 | 0.082875 | 0.7032 | 0.242095 |
| 18 | 0.153804 | 1.3051 | 0.098013 |
| 19 | 0.031535 | 0.2676 | 0.394894 |
| 20 | -0.210482 | -1.786 | 0.039155 |
| 21 | -0.235026 | -1.9943 | 0.024955 |
| 22 | -0.145657 | -1.2359 | 0.110248 |
| 23 | 0.218383 | 1.853 | 0.033987 |
| 24 | 0.562682 | 4.7745 | 5e-06 |
| 25 | 0.073613 | 0.6246 | 0.267094 |
| 26 | -0.250609 | -2.1265 | 0.018445 |
| 27 | -0.296609 | -2.5168 | 0.007035 |
| 28 | -0.162967 | -1.3828 | 0.085497 |
| 29 | 0.07096 | 0.6021 | 0.274495 |
| 30 | 0.113547 | 0.9635 | 0.169266 |
| 31 | 0.008995 | 0.0763 | 0.469684 |
| 32 | -0.191164 | -1.6221 | 0.054579 |
| 33 | -0.179551 | -1.5235 | 0.066002 |
| 34 | -0.088241 | -0.7488 | 0.228223 |
| 35 | 0.162133 | 1.3757 | 0.086583 |
| 36 | 0.401997 | 3.4111 | 0.000532 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.272882 | 2.3155 | 0.01172 |
| 2 | -0.339437 | -2.8802 | 0.002616 |
| 3 | -0.177322 | -1.5046 | 0.068397 |
| 4 | -0.173993 | -1.4764 | 0.072101 |
| 5 | 0.100946 | 0.8566 | 0.197265 |
| 6 | 0.004203 | 0.0357 | 0.485825 |
| 7 | -0.03324 | -0.2821 | 0.389356 |
| 8 | -0.202984 | -1.7224 | 0.044647 |
| 9 | -0.116408 | -0.9878 | 0.16329 |
| 10 | -0.227188 | -1.9278 | 0.028915 |
| 11 | 0.268682 | 2.2798 | 0.012791 |
| 12 | 0.643398 | 5.4594 | 0 |
| 13 | -0.240167 | -2.0379 | 0.022618 |
| 14 | 0.092605 | 0.7858 | 0.217288 |
| 15 | -0.013734 | -0.1165 | 0.453775 |
| 16 | -0.047338 | -0.4017 | 0.344556 |
| 17 | -0.135081 | -1.1462 | 0.127754 |
| 18 | -0.072538 | -0.6155 | 0.270082 |
| 19 | -0.015696 | -0.1332 | 0.44721 |
| 20 | -0.135902 | -1.1532 | 0.126329 |
| 21 | -0.032324 | -0.2743 | 0.392327 |
| 22 | 0.009087 | 0.0771 | 0.469377 |
| 23 | -0.135758 | -1.1519 | 0.126576 |
| 24 | -0.051813 | -0.4396 | 0.330754 |
| 25 | -0.019763 | -0.1677 | 0.433647 |
| 26 | -0.094173 | -0.7991 | 0.213434 |
| 27 | -0.01517 | -0.1287 | 0.448968 |
| 28 | 0.001401 | 0.0119 | 0.495274 |
| 29 | -0.051082 | -0.4334 | 0.332994 |
| 30 | -0.062584 | -0.531 | 0.298511 |
| 31 | -0.024505 | -0.2079 | 0.417935 |
| 32 | -0.012951 | -0.1099 | 0.456401 |
| 33 | -0.049558 | -0.4205 | 0.33768 |
| 34 | -0.025663 | -0.2178 | 0.414116 |
| 35 | -0.104853 | -0.8897 | 0.188292 |
| 36 | -0.069118 | -0.5865 | 0.279692 |
