| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.30933 | 2.376 | 0.010383 |
| 2 | -0.12174 | -0.9351 | 0.176773 |
| 3 | -0.2552 | -1.9602 | 0.027348 |
| 4 | -0.222591 | -1.7098 | 0.046283 |
| 5 | -0.042904 | -0.3295 | 0.371454 |
| 6 | 0.031089 | 0.2388 | 0.406044 |
| 7 | -0.045659 | -0.3507 | 0.363525 |
| 8 | -0.254355 | -1.9537 | 0.027739 |
| 9 | -0.290511 | -2.2315 | 0.014732 |
| 10 | -0.12641 | -0.971 | 0.167763 |
| 11 | 0.263935 | 2.0273 | 0.023577 |
| 12 | 0.769041 | 5.9071 | 0 |
| 13 | 0.219554 | 1.6864 | 0.048498 |
| 14 | -0.108686 | -0.8348 | 0.20359 |
| 15 | -0.207097 | -1.5907 | 0.058506 |
| 16 | -0.176355 | -1.3546 | 0.090353 |
| 17 | -0.022245 | -0.1709 | 0.432458 |
| 18 | 0.035444 | 0.2722 | 0.393191 |
| 19 | -0.063693 | -0.4892 | 0.313244 |
| 20 | -0.219336 | -1.6848 | 0.04866 |
| 21 | -0.24596 | -1.8893 | 0.031888 |
| 22 | -0.110262 | -0.8469 | 0.200226 |
| 23 | 0.205725 | 1.5802 | 0.059704 |
| 24 | 0.569156 | 4.3718 | 2.5e-05 |
| 25 | 0.142614 | 1.0954 | 0.138889 |
| 26 | -0.086595 | -0.6652 | 0.254273 |
| 27 | -0.132707 | -1.0193 | 0.156102 |
| 28 | -0.096129 | -0.7384 | 0.231606 |
| 29 | 0.007126 | 0.0547 | 0.478266 |
| 30 | 0.014246 | 0.1094 | 0.456617 |
| 31 | -0.043557 | -0.3346 | 0.369569 |
| 32 | -0.170522 | -1.3098 | 0.09767 |
| 33 | -0.189157 | -1.4529 | 0.075769 |
| 34 | -0.071257 | -0.5473 | 0.293106 |
| 35 | 0.145557 | 1.118 | 0.134039 |
| 36 | 0.357722 | 2.7477 | 0.003974 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.30933 | 2.376 | 0.010383 |
| 2 | -0.240431 | -1.8468 | 0.034897 |
| 3 | -0.157405 | -1.2091 | 0.115733 |
| 4 | -0.129439 | -0.9942 | 0.162083 |
| 5 | 0.004873 | 0.0374 | 0.485135 |
| 6 | -0.056315 | -0.4326 | 0.333453 |
| 7 | -0.131604 | -1.0109 | 0.158104 |
| 8 | -0.295422 | -2.2692 | 0.013464 |
| 9 | -0.240339 | -1.8461 | 0.034949 |
| 10 | -0.183027 | -1.4059 | 0.082506 |
| 11 | 0.133754 | 1.0274 | 0.154216 |
| 12 | 0.653042 | 5.0161 | 3e-06 |
| 13 | -0.265082 | -2.0361 | 0.023117 |
| 14 | 0.058731 | 0.4511 | 0.326777 |
| 15 | -0.026045 | -0.2001 | 0.421064 |
| 16 | -0.012721 | -0.0977 | 0.461245 |
| 17 | -0.026329 | -0.2022 | 0.420213 |
| 18 | -0.04229 | -0.3248 | 0.373226 |
| 19 | -0.075171 | -0.5774 | 0.282934 |
| 20 | 0.119464 | 0.9176 | 0.181278 |
| 21 | 0.013346 | 0.1025 | 0.459348 |
| 22 | -0.045375 | -0.3485 | 0.364341 |
| 23 | -0.062213 | -0.4779 | 0.317256 |
| 24 | -0.050834 | -0.3905 | 0.3488 |
| 25 | -0.031706 | -0.2435 | 0.404215 |
| 26 | 0.009343 | 0.0718 | 0.471516 |
| 27 | 0.026093 | 0.2004 | 0.420918 |
| 28 | 0.047386 | 0.364 | 0.358587 |
| 29 | -0.006159 | -0.0473 | 0.481213 |
| 30 | -0.067127 | -0.5156 | 0.304027 |
| 31 | 0.100121 | 0.769 | 0.222467 |
| 32 | -0.049631 | -0.3812 | 0.352202 |
| 33 | 0.028871 | 0.2218 | 0.412632 |
| 34 | 0.02692 | 0.2068 | 0.418447 |
| 35 | -0.059622 | -0.458 | 0.324331 |
| 36 | -0.113377 | -0.8709 | 0.193678 |
