| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.102198 | 1.901 | 0.029066 |
| 2 | 0.007114 | 0.1323 | 0.4474 |
| 3 | 0.072118 | 1.3415 | 0.090322 |
| 4 | -0.202955 | -3.7752 | 9.4e-05 |
| 5 | -0.170566 | -3.1727 | 0.000823 |
| 6 | 0.049778 | 0.9259 | 0.177566 |
| 7 | 0.196906 | 3.6627 | 0.000144 |
| 8 | 0.128926 | 2.3982 | 0.008503 |
| 9 | 0.017479 | 0.3251 | 0.372639 |
| 10 | -0.001595 | -0.0297 | 0.488177 |
| 11 | -0.063555 | -1.1822 | 0.11897 |
| 12 | -0.556171 | -10.3454 | 0 |
| 13 | -0.064594 | -1.2015 | 0.115188 |
| 14 | -0.038871 | -0.723 | 0.23507 |
| 15 | -0.071012 | -1.3209 | 0.093704 |
| 16 | 0.109337 | 2.0338 | 0.021368 |
| 17 | 0.050411 | 0.9377 | 0.174525 |
| 18 | -0.131048 | -2.4376 | 0.007643 |
| 19 | -0.188466 | -3.5057 | 0.000258 |
| 20 | -0.026326 | -0.4897 | 0.312334 |
| 21 | -0.096174 | -1.7889 | 0.03725 |
| 22 | 0.078893 | 1.4675 | 0.071576 |
| 23 | 0.059681 | 1.1101 | 0.133859 |
| 24 | 0.06454 | 1.2005 | 0.115379 |
| 25 | 0.001893 | 0.0352 | 0.485963 |
| 26 | -0.025451 | -0.4734 | 0.318109 |
| 27 | -0.005808 | -0.108 | 0.457012 |
| 28 | -0.032726 | -0.6087 | 0.27155 |
| 29 | 0.042085 | 0.7828 | 0.217135 |
| 30 | 0.156392 | 2.9091 | 0.00193 |
| 31 | 0.128741 | 2.3947 | 0.008582 |
| 32 | 0.05236 | 0.9739 | 0.165382 |
| 33 | 0.154488 | 2.8736 | 0.002154 |
| 34 | -0.088805 | -1.6519 | 0.049734 |
| 35 | -0.077936 | -1.4497 | 0.074024 |
| 36 | 0.060673 | 1.1286 | 0.12993 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.102198 | 1.901 | 0.029066 |
| 2 | -0.003365 | -0.0626 | 0.47506 |
| 3 | 0.072491 | 1.3484 | 0.089205 |
| 4 | -0.221162 | -4.1138 | 2.4e-05 |
| 5 | -0.131997 | -2.4553 | 0.007284 |
| 6 | 0.07952 | 1.4792 | 0.070004 |
| 7 | 0.240404 | 4.4718 | 5e-06 |
| 8 | 0.084854 | 1.5784 | 0.057696 |
| 9 | -0.101863 | -1.8948 | 0.029479 |
| 10 | -0.064388 | -1.1977 | 0.115929 |
| 11 | 0.030193 | 0.5616 | 0.287368 |
| 12 | -0.505022 | -9.3939 | 0 |
| 13 | 0.023039 | 0.4286 | 0.334256 |
| 14 | -0.085142 | -1.5837 | 0.057084 |
| 15 | 0.032248 | 0.5998 | 0.274502 |
| 16 | -0.113063 | -2.1031 | 0.01809 |
| 17 | -0.08738 | -1.6254 | 0.052498 |
| 18 | -0.122831 | -2.2848 | 0.011465 |
| 19 | -0.019388 | -0.3606 | 0.359295 |
| 20 | 0.10178 | 1.8932 | 0.029581 |
| 21 | -0.097491 | -1.8134 | 0.035316 |
| 22 | 0.106876 | 1.988 | 0.0238 |
| 23 | -0.044159 | -0.8214 | 0.205989 |
| 24 | -0.312113 | -5.8056 | 0 |
| 25 | 0.005922 | 0.1101 | 0.456178 |
| 26 | -0.060409 | -1.1237 | 0.130965 |
| 27 | 0.019561 | 0.3639 | 0.358091 |
| 28 | -0.089029 | -1.656 | 0.049311 |
| 29 | -0.025989 | -0.4834 | 0.314554 |
| 30 | 0.03535 | 0.6575 | 0.255634 |
| 31 | -0.008077 | -0.1502 | 0.44033 |
| 32 | 0.120605 | 2.2434 | 0.012752 |
| 33 | 0.047905 | 0.8911 | 0.186753 |
| 34 | 0.052231 | 0.9716 | 0.165974 |
| 35 | -0.067346 | -1.2527 | 0.105578 |
| 36 | -0.117586 | -2.1872 | 0.014698 |
