| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.110985 | 0.9286 | 0.178152 |
| 2 | -0.332742 | -2.7839 | 0.00345 |
| 3 | 0.194973 | 1.6313 | 0.053663 |
| 4 | 0.036792 | 0.3078 | 0.379565 |
| 5 | -0.056705 | -0.4744 | 0.318335 |
| 6 | 0.181361 | 1.5174 | 0.066838 |
| 7 | -0.025048 | -0.2096 | 0.417306 |
| 8 | 0.040367 | 0.3377 | 0.368287 |
| 9 | 0.125619 | 1.051 | 0.148436 |
| 10 | -0.30453 | -2.5479 | 0.006518 |
| 11 | 0.047985 | 0.4015 | 0.344648 |
| 12 | 0.66731 | 5.5831 | 0 |
| 13 | 0.004351 | 0.0364 | 0.485534 |
| 14 | -0.336869 | -2.8184 | 0.003135 |
| 15 | 0.068384 | 0.5721 | 0.28453 |
| 16 | -0.006799 | -0.0569 | 0.4774 |
| 17 | -0.079136 | -0.6621 | 0.25504 |
| 18 | 0.034584 | 0.2894 | 0.386583 |
| 19 | -0.085181 | -0.7127 | 0.239208 |
| 20 | -0.033451 | -0.2799 | 0.390201 |
| 21 | 0.010609 | 0.0888 | 0.464763 |
| 22 | -0.258273 | -2.1609 | 0.017065 |
| 23 | -0.004351 | -0.0364 | 0.485531 |
| 24 | 0.471776 | 3.9472 | 9.3e-05 |
| 25 | 0.031631 | 0.2646 | 0.396029 |
| 26 | -0.32572 | -2.7252 | 0.004056 |
| 27 | -0.034403 | -0.2878 | 0.387162 |
| 28 | -0.019777 | -0.1655 | 0.434527 |
| 29 | -0.101229 | -0.8469 | 0.199958 |
| 30 | 0.006736 | 0.0564 | 0.47761 |
| 31 | -0.072407 | -0.6058 | 0.273304 |
| 32 | -0.092534 | -0.7742 | 0.220712 |
| 33 | 0.022567 | 0.1888 | 0.425394 |
| 34 | -0.163469 | -1.3677 | 0.087894 |
| 35 | -0.049429 | -0.4136 | 0.340232 |
| 36 | 0.366019 | 3.0623 | 0.001558 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.110985 | 0.9286 | 0.178152 |
| 2 | -0.349363 | -2.923 | 0.002333 |
| 3 | 0.327031 | 2.7361 | 0.003936 |
| 4 | -0.236989 | -1.9828 | 0.025658 |
| 5 | 0.250019 | 2.0918 | 0.020042 |
| 6 | -0.013423 | -0.1123 | 0.455451 |
| 7 | -0.000437 | -0.0037 | 0.498545 |
| 8 | 0.212795 | 1.7804 | 0.039677 |
| 9 | -0.129036 | -1.0796 | 0.142015 |
| 10 | -0.224711 | -1.8801 | 0.03213 |
| 11 | 0.309507 | 2.5895 | 0.005842 |
| 12 | 0.454927 | 3.8062 | 0.00015 |
| 13 | -0.137448 | -1.15 | 0.127035 |
| 14 | -0.071968 | -0.6021 | 0.274517 |
| 15 | -0.23002 | -1.9245 | 0.029179 |
| 16 | 0.061166 | 0.5118 | 0.305218 |
| 17 | -0.075328 | -0.6302 | 0.265294 |
| 18 | -0.151219 | -1.2652 | 0.104999 |
| 19 | -0.053764 | -0.4498 | 0.327115 |
| 20 | -0.176666 | -1.4781 | 0.071934 |
| 21 | 0.056614 | 0.4737 | 0.318605 |
| 22 | -0.006933 | -0.058 | 0.476954 |
| 23 | -0.019431 | -0.1626 | 0.435661 |
| 24 | 0.146323 | 1.2242 | 0.112486 |
| 25 | 0.054991 | 0.4601 | 0.323441 |
| 26 | -0.00896 | -0.075 | 0.470228 |
| 27 | -0.057468 | -0.4808 | 0.316075 |
| 28 | -0.11385 | -0.9525 | 0.17205 |
| 29 | -0.017277 | -0.1445 | 0.442742 |
| 30 | 0.0356 | 0.2978 | 0.383351 |
| 31 | -0.104271 | -0.8724 | 0.192988 |
| 32 | -0.082818 | -0.6929 | 0.24533 |
| 33 | 0.068546 | 0.5735 | 0.284073 |
| 34 | -0.015913 | -0.1331 | 0.447234 |
| 35 | 0.057537 | 0.4814 | 0.315872 |
| 36 | -0.060851 | -0.5091 | 0.306137 |
