| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.002261 | -0.0191 | 0.492426 |
| 2 | -0.25444 | -2.144 | 0.017731 |
| 3 | 0.162634 | 1.3704 | 0.087443 |
| 4 | -0.07607 | -0.641 | 0.2618 |
| 5 | -0.160619 | -1.3534 | 0.090111 |
| 6 | -0.261848 | -2.2064 | 0.015297 |
| 7 | -0.169725 | -1.4301 | 0.078533 |
| 8 | -0.061441 | -0.5177 | 0.303136 |
| 9 | 0.123507 | 1.0407 | 0.150775 |
| 10 | -0.22562 | -1.9011 | 0.030673 |
| 11 | 0.017117 | 0.1442 | 0.442862 |
| 12 | 0.80054 | 6.7455 | 0 |
| 13 | 0.021614 | 0.1821 | 0.428001 |
| 14 | -0.210156 | -1.7708 | 0.040443 |
| 15 | 0.141212 | 1.1899 | 0.11903 |
| 16 | -0.066442 | -0.5599 | 0.288671 |
| 17 | -0.125744 | -1.0595 | 0.146474 |
| 18 | -0.210173 | -1.771 | 0.04043 |
| 19 | -0.148759 | -1.2535 | 0.107075 |
| 20 | -0.037411 | -0.3152 | 0.376755 |
| 21 | 0.07951 | 0.67 | 0.252528 |
| 22 | -0.165342 | -1.3932 | 0.083954 |
| 23 | -0.00994 | -0.0838 | 0.466745 |
| 24 | 0.620007 | 5.2243 | 1e-06 |
| 25 | 0.067942 | 0.5725 | 0.284398 |
| 26 | -0.193332 | -1.629 | 0.053867 |
| 27 | 0.110768 | 0.9334 | 0.176901 |
| 28 | -0.028947 | -0.2439 | 0.404 |
| 29 | -0.106843 | -0.9003 | 0.18551 |
| 30 | -0.165619 | -1.3955 | 0.083603 |
| 31 | -0.104044 | -0.8767 | 0.191806 |
| 32 | -0.043785 | -0.3689 | 0.356634 |
| 33 | 0.056218 | 0.4737 | 0.318584 |
| 34 | -0.103659 | -0.8734 | 0.192682 |
| 35 | -0.043625 | -0.3676 | 0.357136 |
| 36 | 0.480898 | 4.0521 | 6.4e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.002261 | -0.0191 | 0.492426 |
| 2 | -0.254447 | -2.144 | 0.017729 |
| 3 | 0.172507 | 1.4536 | 0.075236 |
| 4 | -0.161969 | -1.3648 | 0.088316 |
| 5 | -0.070348 | -0.5928 | 0.277613 |
| 6 | -0.386675 | -3.2582 | 0.000861 |
| 7 | -0.227307 | -1.9153 | 0.02974 |
| 8 | -0.326419 | -2.7505 | 0.003772 |
| 9 | 0.048321 | 0.4072 | 0.342559 |
| 10 | -0.605849 | -5.105 | 1e-06 |
| 11 | -0.182236 | -1.5355 | 0.064547 |
| 12 | 0.493193 | 4.1557 | 4.5e-05 |
| 13 | 0.055677 | 0.4691 | 0.320202 |
| 14 | 0.005234 | 0.0441 | 0.482474 |
| 15 | -0.110759 | -0.9333 | 0.176921 |
| 16 | -0.09272 | -0.7813 | 0.21862 |
| 17 | -0.004442 | -0.0374 | 0.485123 |
| 18 | 0.047299 | 0.3985 | 0.345711 |
| 19 | 0.084375 | 0.711 | 0.239721 |
| 20 | 0.023359 | 0.1968 | 0.422262 |
| 21 | -0.028321 | -0.2386 | 0.406038 |
| 22 | 0.069785 | 0.588 | 0.279192 |
| 23 | -0.103036 | -0.8682 | 0.194106 |
| 24 | -0.02935 | -0.2473 | 0.402692 |
| 25 | 0.041149 | 0.3467 | 0.364911 |
| 26 | -0.02803 | -0.2362 | 0.406983 |
| 27 | -0.008964 | -0.0755 | 0.470003 |
| 28 | 0.034829 | 0.2935 | 0.385007 |
| 29 | -0.032707 | -0.2756 | 0.391831 |
| 30 | 0.004903 | 0.0413 | 0.483581 |
| 31 | 0.042076 | 0.3545 | 0.361994 |
| 32 | -0.038238 | -0.3222 | 0.374124 |
| 33 | 0.018613 | 0.1568 | 0.437911 |
| 34 | 0.03319 | 0.2797 | 0.390273 |
| 35 | 0.0133 | 0.1121 | 0.455544 |
| 36 | 0.010153 | 0.0855 | 0.466033 |
