| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.2266 | 2.3658 | 0.00988 |
| 2 | 0.017003 | 0.1775 | 0.429715 |
| 3 | -0.010589 | -0.1106 | 0.456086 |
| 4 | -0.077449 | -0.8086 | 0.210255 |
| 5 | -0.156139 | -1.6301 | 0.052979 |
| 6 | -0.316535 | -3.3047 | 0.000644 |
| 7 | -0.177953 | -1.8579 | 0.032942 |
| 8 | -0.060659 | -0.6333 | 0.263931 |
| 9 | -0.025432 | -0.2655 | 0.395554 |
| 10 | -0.059867 | -0.625 | 0.266629 |
| 11 | 0.18297 | 1.9103 | 0.029363 |
| 12 | 0.797253 | 8.3236 | 0 |
| 13 | 0.144755 | 1.5113 | 0.066805 |
| 14 | -0.021453 | -0.224 | 0.411598 |
| 15 | -0.05291 | -0.5524 | 0.290905 |
| 16 | -0.130334 | -1.3607 | 0.088203 |
| 17 | -0.162343 | -1.6949 | 0.046474 |
| 18 | -0.330731 | -3.4529 | 0.000395 |
| 19 | -0.182089 | -1.9011 | 0.029967 |
| 20 | -0.065111 | -0.6798 | 0.249042 |
| 21 | -0.076834 | -0.8022 | 0.212099 |
| 22 | -0.068353 | -0.7136 | 0.238491 |
| 23 | 0.17434 | 1.8202 | 0.035739 |
| 24 | 0.684187 | 7.1431 | 0 |
| 25 | 0.155605 | 1.6246 | 0.053572 |
| 26 | 0.008538 | 0.0891 | 0.464567 |
| 27 | -0.041799 | -0.4364 | 0.331706 |
| 28 | -0.087848 | -0.9172 | 0.180541 |
| 29 | -0.115791 | -1.2089 | 0.11466 |
| 30 | -0.282084 | -2.945 | 0.001974 |
| 31 | -0.128633 | -1.343 | 0.091036 |
| 32 | -0.059253 | -0.6186 | 0.268729 |
| 33 | -0.067721 | -0.707 | 0.240528 |
| 34 | -0.044201 | -0.4615 | 0.322692 |
| 35 | 0.152015 | 1.5871 | 0.057695 |
| 36 | 0.546385 | 5.7044 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.2266 | 2.3658 | 0.00988 |
| 2 | -0.036203 | -0.378 | 0.353094 |
| 3 | -0.006732 | -0.0703 | 0.472048 |
| 4 | -0.076899 | -0.8028 | 0.211905 |
| 5 | -0.128667 | -1.3433 | 0.090978 |
| 6 | -0.274561 | -2.8665 | 0.002491 |
| 7 | -0.07285 | -0.7606 | 0.224277 |
| 8 | -0.036471 | -0.3808 | 0.352057 |
| 9 | -0.039951 | -0.4171 | 0.338713 |
| 10 | -0.121759 | -1.2712 | 0.103181 |
| 11 | 0.152074 | 1.5877 | 0.057626 |
| 12 | 0.762193 | 7.9575 | 0 |
| 13 | -0.301994 | -3.1529 | 0.001044 |
| 14 | -0.187328 | -1.9558 | 0.026526 |
| 15 | -0.023412 | -0.2444 | 0.403681 |
| 16 | -0.086704 | -0.9052 | 0.183675 |
| 17 | -0.035909 | -0.3749 | 0.354231 |
| 18 | -0.022593 | -0.2359 | 0.406984 |
| 19 | 0.015966 | 0.1667 | 0.433959 |
| 20 | -0.112098 | -1.1703 | 0.12221 |
| 21 | -0.136639 | -1.4266 | 0.078284 |
| 22 | 0.174151 | 1.8182 | 0.035891 |
| 23 | 0.014675 | 0.1532 | 0.439258 |
| 24 | 0.031671 | 0.3307 | 0.370771 |
| 25 | 0.118368 | 1.2358 | 0.109595 |
| 26 | 0.006103 | 0.0637 | 0.474656 |
| 27 | -0.062639 | -0.654 | 0.257255 |
| 28 | 0.126051 | 1.316 | 0.095466 |
| 29 | 0.065746 | 0.6864 | 0.246956 |
| 30 | -0.004297 | -0.0449 | 0.482151 |
| 31 | 0.009555 | 0.0998 | 0.46036 |
| 32 | -0.049837 | -0.5203 | 0.301949 |
| 33 | 0.06028 | 0.6293 | 0.265221 |
| 34 | 0.005455 | 0.057 | 0.477343 |
| 35 | -0.056988 | -0.595 | 0.276548 |
| 36 | -0.132888 | -1.3874 | 0.084077 |
