| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.148273 | 1.2046 | 0.116335 |
| 2 | -0.151545 | -1.2312 | 0.111317 |
| 3 | -0.180214 | -1.4641 | 0.073962 |
| 4 | -0.174711 | -1.4194 | 0.08025 |
| 5 | 0.111419 | 0.9052 | 0.184334 |
| 6 | 0.215889 | 1.7539 | 0.042046 |
| 7 | 0.115611 | 0.9392 | 0.175519 |
| 8 | -0.171968 | -1.3971 | 0.083535 |
| 9 | -0.190495 | -1.5476 | 0.063252 |
| 10 | -0.193444 | -1.5715 | 0.060419 |
| 11 | 0.15381 | 1.2496 | 0.107937 |
| 12 | 0.696359 | 5.6572 | 0 |
| 13 | 0.005781 | 0.047 | 0.481342 |
| 14 | -0.157959 | -1.2833 | 0.101943 |
| 15 | -0.2003 | -1.6272 | 0.054225 |
| 16 | -0.200185 | -1.6263 | 0.054325 |
| 17 | 0.076089 | 0.6182 | 0.269302 |
| 18 | 0.115583 | 0.939 | 0.175577 |
| 19 | 0.04022 | 0.3268 | 0.372444 |
| 20 | -0.21561 | -1.7516 | 0.042242 |
| 21 | -0.195988 | -1.5922 | 0.058058 |
| 22 | -0.16482 | -1.339 | 0.092581 |
| 23 | 0.106561 | 0.8657 | 0.194893 |
| 24 | 0.48092 | 3.907 | 0.000111 |
| 25 | -0.061177 | -0.497 | 0.310419 |
| 26 | -0.149622 | -1.2155 | 0.114247 |
| 27 | -0.220157 | -1.7886 | 0.039137 |
| 28 | -0.149283 | -1.2128 | 0.114769 |
| 29 | 0.053554 | 0.4351 | 0.332464 |
| 30 | 0.11267 | 0.9153 | 0.181674 |
| 31 | 0.01096 | 0.089 | 0.464661 |
| 32 | -0.194141 | -1.5772 | 0.059764 |
| 33 | -0.155003 | -1.2592 | 0.106188 |
| 34 | -0.107802 | -0.8758 | 0.19216 |
| 35 | 0.076767 | 0.6237 | 0.267502 |
| 36 | 0.354787 | 2.8823 | 0.002661 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.148273 | 1.2046 | 0.116335 |
| 2 | -0.17743 | -1.4415 | 0.077093 |
| 3 | -0.13455 | -1.0931 | 0.139164 |
| 4 | -0.162277 | -1.3183 | 0.095973 |
| 5 | 0.120438 | 0.9784 | 0.165713 |
| 6 | 0.122865 | 0.9982 | 0.160924 |
| 7 | 0.066118 | 0.5371 | 0.296488 |
| 8 | -0.166234 | -1.3505 | 0.090736 |
| 9 | -0.058843 | -0.478 | 0.317099 |
| 10 | -0.170902 | -1.3884 | 0.08484 |
| 11 | 0.158982 | 1.2916 | 0.100505 |
| 12 | 0.624012 | 5.0695 | 2e-06 |
| 13 | -0.261332 | -2.1231 | 0.018751 |
| 14 | -0.026084 | -0.2119 | 0.416415 |
| 15 | -0.039474 | -0.3207 | 0.374729 |
| 16 | -0.071631 | -0.5819 | 0.281298 |
| 17 | -0.05193 | -0.4219 | 0.337243 |
| 18 | -0.183949 | -1.4944 | 0.069917 |
| 19 | -0.071009 | -0.5769 | 0.282991 |
| 20 | -0.09635 | -0.7828 | 0.218287 |
| 21 | -0.001916 | -0.0156 | 0.493814 |
| 22 | 0.032358 | 0.2629 | 0.396731 |
| 23 | -0.152827 | -1.2416 | 0.109395 |
| 24 | 0.033475 | 0.272 | 0.393254 |
| 25 | -0.011187 | -0.0909 | 0.463932 |
| 26 | -0.044649 | -0.3627 | 0.358983 |
| 27 | -0.081937 | -0.6657 | 0.253973 |
| 28 | 0.023672 | 0.1923 | 0.424043 |
| 29 | -0.082847 | -0.673 | 0.251633 |
| 30 | 0.077258 | 0.6276 | 0.266201 |
| 31 | -0.081979 | -0.666 | 0.253865 |
| 32 | 0.01002 | 0.0814 | 0.467685 |
| 33 | -0.048397 | -0.3932 | 0.347726 |
| 34 | 0.006162 | 0.0501 | 0.480114 |
| 35 | -0.094255 | -0.7657 | 0.223284 |
| 36 | -0.043126 | -0.3504 | 0.363593 |
