| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.184068 | -1.54 | 0.064032 |
| 2 | -0.169789 | -1.4206 | 0.079943 |
| 3 | -0.169988 | -1.4222 | 0.079701 |
| 4 | -0.134895 | -1.1286 | 0.131458 |
| 5 | 0.112283 | 0.9394 | 0.175371 |
| 6 | 0.090872 | 0.7603 | 0.224816 |
| 7 | 0.093879 | 0.7854 | 0.217421 |
| 8 | -0.124679 | -1.0431 | 0.150237 |
| 9 | -0.136526 | -1.1423 | 0.12862 |
| 10 | -0.147434 | -1.2335 | 0.110754 |
| 11 | -0.120269 | -1.0062 | 0.158883 |
| 12 | 0.799644 | 6.6903 | 0 |
| 13 | -0.153033 | -1.2804 | 0.102321 |
| 14 | -0.124074 | -1.0381 | 0.151403 |
| 15 | -0.156877 | -1.3125 | 0.096814 |
| 16 | -0.10344 | -0.8654 | 0.194876 |
| 17 | 0.097996 | 0.8199 | 0.207529 |
| 18 | 0.058275 | 0.4876 | 0.313691 |
| 19 | 0.073025 | 0.611 | 0.271599 |
| 20 | -0.093364 | -0.7811 | 0.218676 |
| 21 | -0.112022 | -0.9372 | 0.175929 |
| 22 | -0.093983 | -0.7863 | 0.217168 |
| 23 | -0.110044 | -0.9207 | 0.180185 |
| 24 | 0.632237 | 5.2897 | 1e-06 |
| 25 | -0.119388 | -0.9989 | 0.160649 |
| 26 | -0.095541 | -0.7994 | 0.213395 |
| 27 | -0.140136 | -1.1725 | 0.122493 |
| 28 | -0.070747 | -0.5919 | 0.277909 |
| 29 | 0.082887 | 0.6935 | 0.245151 |
| 30 | 0.034421 | 0.288 | 0.387105 |
| 31 | 0.061739 | 0.5165 | 0.303551 |
| 32 | -0.082864 | -0.6933 | 0.24521 |
| 33 | -0.055807 | -0.4669 | 0.321006 |
| 34 | -0.088967 | -0.7444 | 0.229578 |
| 35 | -0.075773 | -0.634 | 0.264085 |
| 36 | 0.472827 | 3.956 | 9e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.184068 | -1.54 | 0.064032 |
| 2 | -0.210812 | -1.7638 | 0.041066 |
| 3 | -0.267155 | -2.2352 | 0.014299 |
| 4 | -0.323613 | -2.7075 | 0.004256 |
| 5 | -0.153921 | -1.2878 | 0.101029 |
| 6 | -0.108285 | -0.906 | 0.184029 |
| 7 | -0.004644 | -0.0389 | 0.484558 |
| 8 | -0.13838 | -1.1578 | 0.125446 |
| 9 | -0.205361 | -1.7182 | 0.045093 |
| 10 | -0.391444 | -3.2751 | 0.000822 |
| 11 | -0.760253 | -6.3607 | 0 |
| 12 | 0.232295 | 1.9435 | 0.027987 |
| 13 | -0.153117 | -1.2811 | 0.102199 |
| 14 | -0.095821 | -0.8017 | 0.21272 |
| 15 | -0.058207 | -0.487 | 0.313892 |
| 16 | 0.062658 | 0.5242 | 0.300885 |
| 17 | 0.023456 | 0.1962 | 0.422494 |
| 18 | -0.028988 | -0.2425 | 0.404539 |
| 19 | -0.038409 | -0.3214 | 0.374449 |
| 20 | 0.015588 | 0.1304 | 0.448306 |
| 21 | -0.034345 | -0.2873 | 0.387347 |
| 22 | 0.097681 | 0.8173 | 0.208277 |
| 23 | -0.016223 | -0.1357 | 0.446213 |
| 24 | 0.009759 | 0.0817 | 0.467578 |
| 25 | 0.024568 | 0.2055 | 0.418871 |
| 26 | -0.00628 | -0.0525 | 0.479125 |
| 27 | -0.044591 | -0.3731 | 0.355109 |
| 28 | -0.026705 | -0.2234 | 0.411927 |
| 29 | -0.038377 | -0.3211 | 0.374552 |
| 30 | -0.036865 | -0.3084 | 0.379334 |
| 31 | -0.032643 | -0.2731 | 0.392787 |
| 32 | -0.064824 | -0.5424 | 0.294649 |
| 33 | 0.069868 | 0.5846 | 0.280362 |
| 34 | -0.05138 | -0.4299 | 0.334304 |
| 35 | 0.094016 | 0.7866 | 0.217086 |
| 36 | -0.021811 | -0.1825 | 0.427864 |
