| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.360009 | 3.7586 | 0.000138 |
| 2 | 0.152987 | 1.5972 | 0.056554 |
| 3 | 0.033739 | 0.3522 | 0.362669 |
| 4 | -0.147809 | -1.5432 | 0.062844 |
| 5 | -0.223003 | -2.3282 | 0.010873 |
| 6 | -0.351691 | -3.6718 | 0.000187 |
| 7 | -0.245212 | -2.5601 | 0.005917 |
| 8 | -0.131999 | -1.3781 | 0.085496 |
| 9 | 0.015142 | 0.1581 | 0.437339 |
| 10 | 0.055315 | 0.5775 | 0.282393 |
| 11 | 0.272254 | 2.8424 | 0.002673 |
| 12 | 0.765124 | 7.9881 | 0 |
| 13 | 0.249368 | 2.6035 | 0.005257 |
| 14 | 0.082573 | 0.8621 | 0.195266 |
| 15 | -0.030658 | -0.3201 | 0.374761 |
| 16 | -0.210612 | -2.1988 | 0.015001 |
| 17 | -0.238405 | -2.489 | 0.007161 |
| 18 | -0.372755 | -3.8917 | 8.6e-05 |
| 19 | -0.266153 | -2.7787 | 0.003214 |
| 20 | -0.143996 | -1.5034 | 0.067819 |
| 21 | -0.057719 | -0.6026 | 0.274011 |
| 22 | 0.018119 | 0.1892 | 0.425156 |
| 23 | 0.24877 | 2.5972 | 0.005347 |
| 24 | 0.653807 | 6.8259 | 0 |
| 25 | 0.245726 | 2.5655 | 0.005831 |
| 26 | 0.105845 | 1.1051 | 0.135784 |
| 27 | -0.025335 | -0.2645 | 0.395946 |
| 28 | -0.162417 | -1.6957 | 0.0464 |
| 29 | -0.181455 | -1.8944 | 0.030408 |
| 30 | -0.328986 | -3.4347 | 0.00042 |
| 31 | -0.207543 | -2.1668 | 0.016213 |
| 32 | -0.131124 | -1.369 | 0.08691 |
| 33 | -0.052389 | -0.547 | 0.292764 |
| 34 | 0.024059 | 0.2512 | 0.401072 |
| 35 | 0.201907 | 2.108 | 0.018663 |
| 36 | 0.523067 | 5.461 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.360009 | 3.7586 | 0.000138 |
| 2 | 0.026862 | 0.2805 | 0.389831 |
| 3 | -0.033951 | -0.3545 | 0.36184 |
| 4 | -0.176534 | -1.8431 | 0.034018 |
| 5 | -0.135737 | -1.4171 | 0.079648 |
| 6 | -0.248359 | -2.5929 | 0.005411 |
| 7 | -0.041261 | -0.4308 | 0.333742 |
| 8 | -0.01873 | -0.1955 | 0.422664 |
| 9 | 0.068617 | 0.7164 | 0.237645 |
| 10 | -0.048856 | -0.5101 | 0.305515 |
| 11 | 0.210988 | 2.2028 | 0.014858 |
| 12 | 0.704492 | 7.3551 | 0 |
| 13 | -0.363923 | -3.7995 | 0.00012 |
| 14 | -0.195989 | -2.0462 | 0.021572 |
| 15 | 0.013796 | 0.144 | 0.442871 |
| 16 | -0.069151 | -0.722 | 0.235934 |
| 17 | -0.038399 | -0.4009 | 0.344641 |
| 18 | -0.027459 | -0.2867 | 0.387452 |
| 19 | -0.009151 | -0.0955 | 0.462032 |
| 20 | -0.104018 | -1.086 | 0.139941 |
| 21 | -0.153521 | -1.6028 | 0.055936 |
| 22 | 0.187589 | 1.9585 | 0.026364 |
| 23 | 0.094864 | 0.9904 | 0.162084 |
| 24 | 0.028185 | 0.2943 | 0.384559 |
| 25 | 0.037754 | 0.3942 | 0.347116 |
| 26 | 0.018897 | 0.1973 | 0.421986 |
| 27 | -0.063537 | -0.6633 | 0.254254 |
| 28 | 0.111609 | 1.1652 | 0.123235 |
| 29 | 0.074196 | 0.7746 | 0.220117 |
| 30 | -0.028899 | -0.3017 | 0.381721 |
| 31 | 0.000927 | 0.0097 | 0.49615 |
| 32 | -0.098203 | -1.0253 | 0.153753 |
| 33 | 0.089853 | 0.9381 | 0.175136 |
| 34 | 0.003775 | 0.0394 | 0.484315 |
| 35 | -0.149688 | -1.5628 | 0.0605 |
| 36 | -0.051743 | -0.5402 | 0.295076 |
