| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.257146 | 2.1668 | 0.016805 |
| 2 | -0.200177 | -1.6867 | 0.048023 |
| 3 | -0.305188 | -2.5716 | 0.00611 |
| 4 | -0.261259 | -2.2014 | 0.015479 |
| 5 | 0.077633 | 0.6542 | 0.257564 |
| 6 | 0.177126 | 1.4925 | 0.070001 |
| 7 | 0.042371 | 0.357 | 0.361066 |
| 8 | -0.235559 | -1.9849 | 0.025513 |
| 9 | -0.276926 | -2.3334 | 0.011231 |
| 10 | -0.153936 | -1.2971 | 0.099401 |
| 11 | 0.255779 | 2.1552 | 0.017268 |
| 12 | 0.750193 | 6.3212 | 0 |
| 13 | 0.174055 | 1.4666 | 0.073448 |
| 14 | -0.160876 | -1.3556 | 0.089766 |
| 15 | -0.257337 | -2.1684 | 0.016742 |
| 16 | -0.206238 | -1.7378 | 0.043292 |
| 17 | 0.056015 | 0.472 | 0.31919 |
| 18 | 0.095537 | 0.805 | 0.21175 |
| 19 | 0.024206 | 0.204 | 0.419482 |
| 20 | -0.224858 | -1.8947 | 0.031103 |
| 21 | -0.225247 | -1.898 | 0.030883 |
| 22 | -0.083429 | -0.703 | 0.242183 |
| 23 | 0.194961 | 1.6428 | 0.052426 |
| 24 | 0.554551 | 4.6727 | 7e-06 |
| 25 | 0.122491 | 1.0321 | 0.152758 |
| 26 | -0.174138 | -1.4673 | 0.073353 |
| 27 | -0.249652 | -2.1036 | 0.019478 |
| 28 | -0.161172 | -1.3581 | 0.089372 |
| 29 | 0.04711 | 0.397 | 0.346295 |
| 30 | 0.068624 | 0.5782 | 0.282467 |
| 31 | 0.009718 | 0.0819 | 0.467484 |
| 32 | -0.189041 | -1.5929 | 0.057814 |
| 33 | -0.142622 | -1.2018 | 0.116727 |
| 34 | -0.059627 | -0.5024 | 0.30846 |
| 35 | 0.131694 | 1.1097 | 0.135442 |
| 36 | 0.425446 | 3.5849 | 0.000307 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.257146 | 2.1668 | 0.016805 |
| 2 | -0.285157 | -2.4028 | 0.009444 |
| 3 | -0.193146 | -1.6275 | 0.054033 |
| 4 | -0.208067 | -1.7532 | 0.041941 |
| 5 | 0.106045 | 0.8935 | 0.187291 |
| 6 | -0.020039 | -0.1688 | 0.433198 |
| 7 | -0.073582 | -0.62 | 0.268618 |
| 8 | -0.270173 | -2.2765 | 0.012916 |
| 9 | -0.145729 | -1.2279 | 0.111764 |
| 10 | -0.204188 | -1.7205 | 0.044847 |
| 11 | 0.17847 | 1.5038 | 0.068532 |
| 12 | 0.626239 | 5.2768 | 1e-06 |
| 13 | -0.138785 | -1.1694 | 0.123073 |
| 14 | 0.150481 | 1.268 | 0.104474 |
| 15 | 0.054003 | 0.455 | 0.325235 |
| 16 | 0.088356 | 0.7445 | 0.229515 |
| 17 | -0.119126 | -1.0038 | 0.159448 |
| 18 | -0.089004 | -0.75 | 0.227877 |
| 19 | 0.040685 | 0.3428 | 0.366373 |
| 20 | -0.122027 | -1.0282 | 0.153669 |
| 21 | 0.024911 | 0.2099 | 0.417173 |
| 22 | -0.002869 | -0.0242 | 0.490391 |
| 23 | -0.105646 | -0.8902 | 0.188186 |
| 24 | 0.010816 | 0.0911 | 0.46382 |
| 25 | -0.020994 | -0.1769 | 0.430044 |
| 26 | -0.133999 | -1.1291 | 0.131329 |
| 27 | -0.126136 | -1.0628 | 0.145728 |
| 28 | -0.010146 | -0.0855 | 0.466057 |
| 29 | -0.03887 | -0.3275 | 0.372118 |
| 30 | -0.048677 | -0.4102 | 0.341461 |
| 31 | -0.031637 | -0.2666 | 0.395284 |
| 32 | 0.06706 | 0.5651 | 0.286908 |
| 33 | 0.046072 | 0.3882 | 0.349511 |
| 34 | -0.079066 | -0.6662 | 0.253714 |
| 35 | -0.015909 | -0.1341 | 0.446871 |
| 36 | 0.011238 | 0.0947 | 0.462414 |
