| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.227126 | 2.3273 | 0.010933 |
| 2 | -0.074756 | -0.766 | 0.222692 |
| 3 | 0.089358 | 0.9156 | 0.180976 |
| 4 | 0.036797 | 0.3771 | 0.353445 |
| 5 | 0.324786 | 3.3281 | 0.000603 |
| 6 | 0.392296 | 4.0198 | 5.5e-05 |
| 7 | 0.237768 | 2.4364 | 0.008258 |
| 8 | 0.01296 | 0.1328 | 0.447302 |
| 9 | -0.07802 | -0.7995 | 0.212911 |
| 10 | -0.228001 | -2.3363 | 0.010687 |
| 11 | 0.095929 | 0.983 | 0.16394 |
| 12 | 0.628721 | 6.4425 | 0 |
| 13 | 0.033844 | 0.3468 | 0.364719 |
| 14 | -0.230599 | -2.3629 | 0.009986 |
| 15 | -0.126442 | -1.2956 | 0.09897 |
| 16 | -0.1112 | -1.1395 | 0.128551 |
| 17 | 0.156671 | 1.6054 | 0.055704 |
| 18 | 0.180858 | 1.8532 | 0.033328 |
| 19 | 0.102371 | 1.049 | 0.148295 |
| 20 | -0.081495 | -0.8351 | 0.202786 |
| 21 | -0.164842 | -1.6891 | 0.047082 |
| 22 | -0.254102 | -2.6038 | 0.005278 |
| 23 | 0.036957 | 0.3787 | 0.352839 |
| 24 | 0.457302 | 4.686 | 4e-06 |
| 25 | -0.015365 | -0.1574 | 0.437599 |
| 26 | -0.254682 | -2.6097 | 0.005192 |
| 27 | -0.164244 | -1.683 | 0.047674 |
| 28 | -0.143122 | -1.4666 | 0.072742 |
| 29 | 0.063943 | 0.6552 | 0.256881 |
| 30 | 0.106984 | 1.0963 | 0.137737 |
| 31 | 0.056888 | 0.5829 | 0.280594 |
| 32 | -0.135073 | -1.3841 | 0.084633 |
| 33 | -0.194786 | -1.996 | 0.024264 |
| 34 | -0.230049 | -2.3573 | 0.010131 |
| 35 | -0.053885 | -0.5522 | 0.291007 |
| 36 | 0.367517 | 3.7659 | 0.000137 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.227126 | 2.3273 | 0.010933 |
| 2 | -0.133214 | -1.365 | 0.08758 |
| 3 | 0.149052 | 1.5273 | 0.064843 |
| 4 | -0.038047 | -0.3899 | 0.348714 |
| 5 | 0.385747 | 3.9527 | 7e-05 |
| 6 | 0.239527 | 2.4544 | 0.007878 |
| 7 | 0.266378 | 2.7296 | 0.003719 |
| 8 | -0.068435 | -0.7013 | 0.242348 |
| 9 | -0.070269 | -0.72 | 0.236548 |
| 10 | -0.537095 | -5.5036 | 0 |
| 11 | -0.074805 | -0.7665 | 0.222542 |
| 12 | 0.513033 | 5.257 | 0 |
| 13 | -0.09117 | -0.9342 | 0.176167 |
| 14 | -0.092911 | -0.9521 | 0.171628 |
| 15 | -0.11125 | -1.14 | 0.128446 |
| 16 | 0.15091 | 1.5464 | 0.062513 |
| 17 | -0.048179 | -0.4937 | 0.311277 |
| 18 | -0.105331 | -1.0793 | 0.141458 |
| 19 | 0.020129 | 0.2063 | 0.418494 |
| 20 | -0.036568 | -0.3747 | 0.354318 |
| 21 | 0.123202 | 1.2624 | 0.104793 |
| 22 | -0.011913 | -0.1221 | 0.451539 |
| 23 | -0.009017 | -0.0924 | 0.463281 |
| 24 | -0.035838 | -0.3672 | 0.357095 |
| 25 | -0.025609 | -0.2624 | 0.396758 |
| 26 | -0.062431 | -0.6397 | 0.261872 |
| 27 | -0.040558 | -0.4156 | 0.339279 |
| 28 | -0.089671 | -0.9189 | 0.180138 |
| 29 | -0.105804 | -1.0842 | 0.140387 |
| 30 | 0.048693 | 0.499 | 0.309427 |
| 31 | 0.109459 | 1.1216 | 0.13229 |
| 32 | -0.029014 | -0.2973 | 0.383409 |
| 33 | 0.02346 | 0.2404 | 0.405249 |
| 34 | 0.095503 | 0.9786 | 0.165011 |
| 35 | -0.154049 | -1.5785 | 0.058725 |
| 36 | 0.057467 | 0.5889 | 0.278609 |
