| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.068076 | 0.5229 | 0.301501 |
| 2 | -0.066275 | -0.5091 | 0.306302 |
| 3 | -0.057471 | -0.4414 | 0.330252 |
| 4 | -0.065306 | -0.5016 | 0.3089 |
| 5 | 0.035526 | 0.2729 | 0.39295 |
| 6 | 0.037917 | 0.2912 | 0.385943 |
| 7 | -0.040281 | -0.3094 | 0.379051 |
| 8 | 0.040099 | 0.308 | 0.37958 |
| 9 | -0.059763 | -0.459 | 0.323944 |
| 10 | -0.061184 | -0.47 | 0.320056 |
| 11 | 0.04346 | 0.3338 | 0.369849 |
| 12 | 0.0254 | 0.1951 | 0.422991 |
| 13 | -0.047599 | -0.3656 | 0.357981 |
| 14 | 0.032782 | 0.2518 | 0.401034 |
| 15 | -0.06708 | -0.5153 | 0.304152 |
| 16 | -0.068502 | -0.5262 | 0.300371 |
| 17 | -0.066111 | -0.5078 | 0.306742 |
| 18 | -0.053494 | -0.4109 | 0.341319 |
| 19 | 0.026887 | 0.2065 | 0.418548 |
| 20 | -0.066563 | -0.5113 | 0.305532 |
| 21 | -0.067985 | -0.5222 | 0.301743 |
| 22 | -0.065594 | -0.5038 | 0.308127 |
| 23 | -0.0327 | -0.2512 | 0.401277 |
| 24 | -0.034122 | -0.2621 | 0.397081 |
| 25 | -0.035543 | -0.273 | 0.392898 |
| 26 | -0.036965 | -0.2839 | 0.388728 |
| 27 | -0.038387 | -0.2949 | 0.38457 |
| 28 | -0.039808 | -0.3058 | 0.380426 |
| 29 | -0.04123 | -0.3167 | 0.376296 |
| 30 | 0.325459 | 2.4999 | 0.007612 |
| 31 | 0.088855 | 0.6825 | 0.248794 |
| 32 | -0.03527 | -0.2709 | 0.393701 |
| 33 | -0.046917 | -0.3604 | 0.359926 |
| 34 | -0.048339 | -0.3713 | 0.355873 |
| 35 | -0.008859 | -0.0681 | 0.472988 |
| 36 | -5.6e-05 | -4e-04 | 0.49983 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.068076 | 0.5229 | 0.301501 |
| 2 | -0.071239 | -0.5472 | 0.293152 |
| 3 | -0.048256 | -0.3707 | 0.356109 |
| 4 | -0.063274 | -0.486 | 0.314378 |
| 5 | 0.037728 | 0.2898 | 0.386494 |
| 6 | 0.021966 | 0.1687 | 0.433295 |
| 7 | -0.046658 | -0.3584 | 0.360667 |
| 8 | 0.050391 | 0.3871 | 0.350051 |
| 9 | -0.065742 | -0.505 | 0.307728 |
| 10 | -0.049038 | -0.3767 | 0.353885 |
| 11 | 0.040777 | 0.3132 | 0.377611 |
| 12 | 0.01426 | 0.1095 | 0.456575 |
| 13 | -0.060163 | -0.4621 | 0.322846 |
| 14 | 0.040953 | 0.3146 | 0.377101 |
| 15 | -0.062511 | -0.4802 | 0.316445 |
| 16 | -0.06768 | -0.5199 | 0.302554 |
| 17 | -0.073215 | -0.5624 | 0.287997 |
| 18 | -0.048809 | -0.3749 | 0.354535 |
| 19 | 0.001364 | 0.0105 | 0.495838 |
| 20 | -0.099211 | -0.7621 | 0.224531 |
| 21 | -0.049264 | -0.3784 | 0.353246 |
| 22 | -0.087927 | -0.6754 | 0.251037 |
| 23 | -0.041985 | -0.3225 | 0.374109 |
| 24 | -0.063556 | -0.4882 | 0.313614 |
| 25 | -0.070263 | -0.5397 | 0.295718 |
| 26 | -0.064894 | -0.4985 | 0.310006 |
| 27 | -0.069285 | -0.5322 | 0.298298 |
| 28 | -0.068003 | -0.5223 | 0.301694 |
| 29 | -0.079213 | -0.6084 | 0.272614 |
| 30 | 0.311176 | 2.3902 | 0.010026 |
| 31 | 0.012232 | 0.094 | 0.46273 |
| 32 | -0.018958 | -0.1456 | 0.44236 |
| 33 | -0.034592 | -0.2657 | 0.395697 |
| 34 | -0.015083 | -0.1159 | 0.454081 |
| 35 | -0.061396 | -0.4716 | 0.319478 |
| 36 | -0.062913 | -0.4832 | 0.315355 |
