| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.187552 | 3.5536 | 0.000215 |
| 2 | 0.317794 | 6.0213 | 0 |
| 3 | 0.179563 | 3.4022 | 0.000372 |
| 4 | 0.155303 | 2.9426 | 0.001733 |
| 5 | 0.127596 | 2.4176 | 0.008061 |
| 6 | 0.06371 | 1.2071 | 0.114087 |
| 7 | -0.054701 | -1.0364 | 0.150347 |
| 8 | -0.011735 | -0.2224 | 0.412083 |
| 9 | -0.080833 | -1.5316 | 0.063255 |
| 10 | -0.174708 | -3.3102 | 0.000513 |
| 11 | -0.055263 | -1.0471 | 0.147883 |
| 12 | -0.480698 | -9.1079 | 0 |
| 13 | -0.168514 | -3.1929 | 0.000767 |
| 14 | -0.172913 | -3.2762 | 0.000577 |
| 15 | -0.128287 | -2.4307 | 0.007779 |
| 16 | -0.163167 | -3.0916 | 0.001073 |
| 17 | -0.121097 | -2.2945 | 0.01117 |
| 18 | -0.103099 | -1.9534 | 0.025772 |
| 19 | 0.020128 | 0.3814 | 0.351578 |
| 20 | -0.002775 | -0.0526 | 0.479049 |
| 21 | -0.006426 | -0.1217 | 0.451583 |
| 22 | -0.006358 | -0.1205 | 0.45209 |
| 23 | -0.004364 | -0.0827 | 0.467075 |
| 24 | -0.006343 | -0.1202 | 0.452205 |
| 25 | 0.094911 | 1.7983 | 0.036484 |
| 26 | -0.008505 | -0.1611 | 0.436036 |
| 27 | 0.017661 | 0.3346 | 0.369052 |
| 28 | 0.077035 | 1.4596 | 0.072638 |
| 29 | 0.068023 | 1.2888 | 0.09914 |
| 30 | 0.041632 | 0.7888 | 0.215369 |
| 31 | 0.032895 | 0.6233 | 0.266752 |
| 32 | -0.068171 | -1.2917 | 0.098653 |
| 33 | 0.011323 | 0.2145 | 0.415122 |
| 34 | 0.002674 | 0.0507 | 0.479811 |
| 35 | -0.0721 | -1.3661 | 0.08638 |
| 36 | -0.031172 | -0.5906 | 0.277571 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.187552 | 3.5536 | 0.000215 |
| 2 | 0.292922 | 5.5501 | 0 |
| 3 | 0.093512 | 1.7718 | 0.038638 |
| 4 | 0.033995 | 0.6441 | 0.259959 |
| 5 | 0.032214 | 0.6104 | 0.271005 |
| 6 | -0.024285 | -0.4601 | 0.322846 |
| 7 | -0.139405 | -2.6414 | 0.004309 |
| 8 | -0.030697 | -0.5816 | 0.280592 |
| 9 | -0.045877 | -0.8693 | 0.192645 |
| 10 | -0.156693 | -2.9689 | 0.001595 |
| 11 | 0.037591 | 0.7122 | 0.238389 |
| 12 | -0.427945 | -8.1084 | 0 |
| 13 | -0.036401 | -0.6897 | 0.245414 |
| 14 | 0.123319 | 2.3366 | 0.010006 |
| 15 | 0.047112 | 0.8926 | 0.186322 |
| 16 | -0.060609 | -1.1484 | 0.125789 |
| 17 | -0.017722 | -0.3358 | 0.368615 |
| 18 | 0.007818 | 0.1481 | 0.44116 |
| 19 | 0.023368 | 0.4428 | 0.329106 |
| 20 | 0.047983 | 0.9091 | 0.181941 |
| 21 | -0.03962 | -0.7507 | 0.226664 |
| 22 | -0.157258 | -2.9796 | 0.001541 |
| 23 | 0.010195 | 0.1932 | 0.42347 |
| 24 | -0.263321 | -4.9892 | 0 |
| 25 | 0.056986 | 1.0797 | 0.140495 |
| 26 | 0.017452 | 0.3307 | 0.370544 |
| 27 | -0.01152 | -0.2183 | 0.413674 |
| 28 | 0.033761 | 0.6397 | 0.261394 |
| 29 | 0.035746 | 0.6773 | 0.249331 |
| 30 | -0.027638 | -0.5237 | 0.300414 |
| 31 | 0.037568 | 0.7118 | 0.238523 |
| 32 | -0.076586 | -1.4511 | 0.073812 |
| 33 | -0.04242 | -0.8037 | 0.211038 |
| 34 | -0.086262 | -1.6344 | 0.051522 |
| 35 | -0.078156 | -1.4808 | 0.069763 |
| 36 | -0.219062 | -4.1506 | 2.1e-05 |
