| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.310311 | 2.4037 | 0.009669 |
| 2 | -0.120936 | -0.9368 | 0.176317 |
| 3 | -0.254902 | -1.9745 | 0.026469 |
| 4 | -0.222191 | -1.7211 | 0.045194 |
| 5 | -0.042679 | -0.3306 | 0.371053 |
| 6 | 0.031488 | 0.2439 | 0.404069 |
| 7 | -0.045251 | -0.3505 | 0.363592 |
| 8 | -0.253933 | -1.967 | 0.026909 |
| 9 | -0.290604 | -2.251 | 0.014031 |
| 10 | -0.129542 | -1.0034 | 0.159842 |
| 11 | 0.263169 | 2.0385 | 0.022957 |
| 12 | 0.768935 | 5.9561 | 0 |
| 13 | 0.220335 | 1.7067 | 0.046524 |
| 14 | -0.107917 | -0.8359 | 0.203258 |
| 15 | -0.206748 | -1.6015 | 0.057264 |
| 16 | -0.175815 | -1.3619 | 0.089167 |
| 17 | -0.022134 | -0.1714 | 0.432225 |
| 18 | 0.035909 | 0.2781 | 0.390928 |
| 19 | -0.06347 | -0.4916 | 0.312385 |
| 20 | -0.219102 | -1.6972 | 0.047425 |
| 21 | -0.246066 | -1.906 | 0.03072 |
| 22 | -0.113052 | -0.8757 | 0.192343 |
| 23 | 0.205138 | 1.589 | 0.058659 |
| 24 | 0.569156 | 4.4087 | 2.2e-05 |
| 25 | 0.143841 | 1.1142 | 0.134821 |
| 26 | -0.085727 | -0.664 | 0.254604 |
| 27 | -0.132166 | -1.0238 | 0.155032 |
| 28 | -0.096264 | -0.7457 | 0.229393 |
| 29 | 0.007594 | 0.0588 | 0.476643 |
| 30 | 0.01473 | 0.1141 | 0.45477 |
| 31 | -0.043314 | -0.3355 | 0.369205 |
| 32 | -0.169924 | -1.3162 | 0.096552 |
| 33 | -0.188973 | -1.4638 | 0.074237 |
| 34 | -0.073922 | -0.5726 | 0.284528 |
| 35 | 0.145024 | 1.1234 | 0.132881 |
| 36 | 0.35821 | 2.7747 | 0.003678 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.310311 | 2.4037 | 0.009669 |
| 2 | -0.240375 | -1.8619 | 0.033756 |
| 3 | -0.157092 | -1.2168 | 0.114217 |
| 4 | -0.128498 | -0.9953 | 0.161784 |
| 5 | 0.005492 | 0.0425 | 0.483104 |
| 6 | -0.055528 | -0.4301 | 0.334327 |
| 7 | -0.130955 | -1.0144 | 0.157239 |
| 8 | -0.294203 | -2.2789 | 0.013123 |
| 9 | -0.238546 | -1.8478 | 0.034783 |
| 10 | -0.184011 | -1.4253 | 0.07962 |
| 11 | 0.137812 | 1.0675 | 0.145014 |
| 12 | 0.652927 | 5.0575 | 2e-06 |
| 13 | -0.267988 | -2.0758 | 0.021102 |
| 14 | 0.054763 | 0.4242 | 0.336472 |
| 15 | -0.023492 | -0.182 | 0.428112 |
| 16 | -0.01373 | -0.1064 | 0.457829 |
| 17 | -0.026424 | -0.2047 | 0.419257 |
| 18 | -0.043601 | -0.3377 | 0.368371 |
| 19 | -0.077227 | -0.5982 | 0.27598 |
| 20 | 0.119641 | 0.9267 | 0.178888 |
| 21 | 0.014377 | 0.1114 | 0.455851 |
| 22 | -0.042067 | -0.3259 | 0.372835 |
| 23 | -0.063753 | -0.4938 | 0.311614 |
| 24 | -0.049876 | -0.3863 | 0.350306 |
| 25 | -0.028822 | -0.2233 | 0.412049 |
| 26 | 0.009668 | 0.0749 | 0.470276 |
| 27 | 0.026545 | 0.2056 | 0.418894 |
| 28 | 0.044198 | 0.3424 | 0.36664 |
| 29 | -0.00527 | -0.0408 | 0.483788 |
| 30 | -0.067027 | -0.5192 | 0.302769 |
| 31 | 0.102566 | 0.7945 | 0.215025 |
| 32 | -0.048807 | -0.3781 | 0.353362 |
| 33 | 0.027777 | 0.2152 | 0.415186 |
| 34 | 0.026349 | 0.2041 | 0.419482 |
| 35 | -0.059981 | -0.4646 | 0.321946 |
| 36 | -0.112792 | -0.8737 | 0.192887 |
