| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.29685 | 2.2801 | 0.013114 |
| 2 | -0.137592 | -1.0569 | 0.147441 |
| 3 | -0.26914 | -2.0673 | 0.02155 |
| 4 | -0.229534 | -1.7631 | 0.041532 |
| 5 | -0.0517 | -0.3971 | 0.346357 |
| 6 | 0.02363 | 0.1815 | 0.428296 |
| 7 | -0.055019 | -0.4226 | 0.337058 |
| 8 | -0.257935 | -1.9812 | 0.026116 |
| 9 | -0.23335 | -1.7924 | 0.039098 |
| 10 | -0.112675 | -0.8655 | 0.195142 |
| 11 | 0.272482 | 2.093 | 0.02033 |
| 12 | 0.768737 | 5.9048 | 0 |
| 13 | 0.206335 | 1.5849 | 0.059169 |
| 14 | -0.125745 | -0.9659 | 0.169026 |
| 15 | -0.222825 | -1.7116 | 0.046116 |
| 16 | -0.179939 | -1.3821 | 0.08607 |
| 17 | -0.031698 | -0.2435 | 0.40424 |
| 18 | 0.033163 | 0.2547 | 0.39991 |
| 19 | -0.068634 | -0.5272 | 0.30002 |
| 20 | -0.221472 | -1.7012 | 0.047089 |
| 21 | -0.193993 | -1.4901 | 0.070764 |
| 22 | -0.098481 | -0.7564 | 0.226195 |
| 23 | 0.211463 | 1.6243 | 0.054824 |
| 24 | 0.556634 | 4.2756 | 3.5e-05 |
| 25 | 0.125249 | 0.9621 | 0.169975 |
| 26 | -0.107557 | -0.8262 | 0.206021 |
| 27 | -0.1321 | -1.0147 | 0.157201 |
| 28 | -0.105889 | -0.8133 | 0.209645 |
| 29 | -0.00184 | -0.0141 | 0.494385 |
| 30 | 0.011183 | 0.0859 | 0.465919 |
| 31 | -0.054996 | -0.4224 | 0.337123 |
| 32 | -0.177696 | -1.3649 | 0.088732 |
| 33 | -0.13695 | -1.0519 | 0.148559 |
| 34 | -0.058965 | -0.4529 | 0.326135 |
| 35 | 0.141966 | 1.0905 | 0.139972 |
| 36 | 0.349255 | 2.6827 | 0.00473 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.29685 | 2.2801 | 0.013114 |
| 2 | -0.247524 | -1.9013 | 0.031077 |
| 3 | -0.16905 | -1.2985 | 0.099584 |
| 4 | -0.139964 | -1.0751 | 0.143357 |
| 5 | -0.016994 | -0.1305 | 0.448295 |
| 6 | -0.070168 | -0.539 | 0.295967 |
| 7 | -0.15244 | -1.1709 | 0.12317 |
| 8 | -0.315686 | -2.4248 | 0.009198 |
| 9 | -0.20941 | -1.6085 | 0.056532 |
| 10 | -0.261585 | -2.0093 | 0.024545 |
| 11 | 0.105727 | 0.8121 | 0.209998 |
| 12 | 0.639301 | 4.9106 | 4e-06 |
| 13 | -0.240187 | -1.8449 | 0.035036 |
| 14 | 0.088186 | 0.6774 | 0.25041 |
| 15 | 0.049906 | 0.3833 | 0.351425 |
| 16 | -0.050583 | -0.3885 | 0.34951 |
| 17 | 0.028315 | 0.2175 | 0.414287 |
| 18 | -0.011896 | -0.0914 | 0.463752 |
| 19 | -0.052082 | -0.4001 | 0.345281 |
| 20 | 0.11464 | 0.8806 | 0.191062 |
| 21 | -0.077917 | -0.5985 | 0.275901 |
| 22 | -0.022312 | -0.1714 | 0.432254 |
| 23 | -0.067606 | -0.5193 | 0.30275 |
| 24 | -0.098598 | -0.7573 | 0.225929 |
| 25 | -0.03852 | -0.2959 | 0.38418 |
| 26 | -0.031222 | -0.2398 | 0.405652 |
| 27 | 0.05715 | 0.439 | 0.331141 |
| 28 | 0.009672 | 0.0743 | 0.470516 |
| 29 | -0.016892 | -0.1297 | 0.448604 |
| 30 | -0.068261 | -0.5243 | 0.301009 |
| 31 | 0.074714 | 0.5739 | 0.284113 |
| 32 | -0.053395 | -0.4101 | 0.341597 |
| 33 | 0.051109 | 0.3926 | 0.348024 |
| 34 | 0.043507 | 0.3342 | 0.369713 |
| 35 | -0.074464 | -0.572 | 0.284757 |
| 36 | -0.081627 | -0.627 | 0.266541 |
