| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.15737 | 1.326 | 0.094541 |
| 2 | -0.15925 | -1.3419 | 0.091958 |
| 3 | -0.189849 | -1.5997 | 0.057053 |
| 4 | -0.172695 | -1.4552 | 0.075017 |
| 5 | 0.121243 | 1.0216 | 0.155217 |
| 6 | 0.245639 | 2.0698 | 0.021056 |
| 7 | 0.149817 | 1.2624 | 0.105471 |
| 8 | -0.198748 | -1.6747 | 0.049198 |
| 9 | -0.218241 | -1.8389 | 0.035053 |
| 10 | -0.206295 | -1.7383 | 0.043249 |
| 11 | 0.149586 | 1.2604 | 0.10582 |
| 12 | 0.690713 | 5.8201 | 0 |
| 13 | 0.019819 | 0.167 | 0.433925 |
| 14 | -0.153423 | -1.2928 | 0.100142 |
| 15 | -0.207499 | -1.7484 | 0.042357 |
| 16 | -0.197202 | -1.6616 | 0.050496 |
| 17 | 0.075276 | 0.6343 | 0.263967 |
| 18 | 0.138577 | 1.1677 | 0.123422 |
| 19 | 0.072045 | 0.6071 | 0.272872 |
| 20 | -0.247183 | -2.0828 | 0.020436 |
| 21 | -0.220665 | -1.8594 | 0.03356 |
| 22 | -0.177695 | -1.4973 | 0.069376 |
| 23 | 0.101596 | 0.8561 | 0.197421 |
| 24 | 0.482932 | 4.0693 | 6e-05 |
| 25 | -0.044712 | -0.3768 | 0.353741 |
| 26 | -0.150518 | -1.2683 | 0.10442 |
| 27 | -0.221681 | -1.8679 | 0.03295 |
| 28 | -0.140733 | -1.1858 | 0.11982 |
| 29 | 0.048244 | 0.4065 | 0.342794 |
| 30 | 0.123718 | 1.0425 | 0.150367 |
| 31 | 0.038739 | 0.3264 | 0.372533 |
| 32 | -0.225089 | -1.8966 | 0.030972 |
| 33 | -0.181723 | -1.5312 | 0.065078 |
| 34 | -0.138901 | -1.1704 | 0.122876 |
| 35 | 0.091215 | 0.7686 | 0.222343 |
| 36 | 0.371084 | 3.1268 | 0.001281 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.15737 | 1.326 | 0.094541 |
| 2 | -0.188688 | -1.5899 | 0.058148 |
| 3 | -0.138611 | -1.168 | 0.123366 |
| 4 | -0.158549 | -1.336 | 0.092914 |
| 5 | 0.129415 | 1.0905 | 0.139597 |
| 6 | 0.148105 | 1.248 | 0.108074 |
| 7 | 0.098455 | 0.8296 | 0.204773 |
| 8 | -0.195432 | -1.6467 | 0.052016 |
| 9 | -0.061973 | -0.5222 | 0.30158 |
| 10 | -0.182213 | -1.5354 | 0.064571 |
| 11 | 0.157372 | 1.326 | 0.094538 |
| 12 | 0.606961 | 5.1143 | 1e-06 |
| 13 | -0.26111 | -2.2001 | 0.015526 |
| 14 | 0.001323 | 0.0111 | 0.495569 |
| 15 | -0.05355 | -0.4512 | 0.326602 |
| 16 | -0.074221 | -0.6254 | 0.266859 |
| 17 | -0.029846 | -0.2515 | 0.401081 |
| 18 | -0.2199 | -1.8529 | 0.034025 |
| 19 | -0.068649 | -0.5784 | 0.282398 |
| 20 | -0.074546 | -0.6281 | 0.265966 |
| 21 | -0.003933 | -0.0331 | 0.486827 |
| 22 | 0.043715 | 0.3683 | 0.356855 |
| 23 | -0.143989 | -1.2133 | 0.114523 |
| 24 | 0.06075 | 0.5119 | 0.305159 |
| 25 | -0.024372 | -0.2054 | 0.418939 |
| 26 | -0.073398 | -0.6185 | 0.269126 |
| 27 | -0.05043 | -0.4249 | 0.336086 |
| 28 | -0.001642 | -0.0138 | 0.494498 |
| 29 | -0.080633 | -0.6794 | 0.249538 |
| 30 | 0.065564 | 0.5525 | 0.291186 |
| 31 | -0.099898 | -0.8418 | 0.201375 |
| 32 | 0.032558 | 0.2743 | 0.39231 |
| 33 | -0.059052 | -0.4976 | 0.310159 |
| 34 | -0.04736 | -0.3991 | 0.345523 |
| 35 | -0.031649 | -0.2667 | 0.395243 |
| 36 | -0.04934 | -0.4157 | 0.339425 |
