| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.29901 | -2.5195 | 0.007002 |
| 2 | -0.125252 | -1.0554 | 0.147412 |
| 3 | 0.14109 | 1.1888 | 0.11923 |
| 4 | -0.134876 | -1.1365 | 0.129788 |
| 5 | 0.039215 | 0.3304 | 0.371025 |
| 6 | -0.092414 | -0.7787 | 0.219375 |
| 7 | -0.070657 | -0.5954 | 0.276744 |
| 8 | -0.027595 | -0.2325 | 0.408401 |
| 9 | 0.081689 | 0.6883 | 0.246746 |
| 10 | -0.124057 | -1.0453 | 0.14971 |
| 11 | -0.220857 | -1.861 | 0.033444 |
| 12 | 0.694259 | 5.8499 | 0 |
| 13 | -0.198323 | -1.6711 | 0.049552 |
| 14 | -0.098196 | -0.8274 | 0.205388 |
| 15 | 0.131515 | 1.1082 | 0.135766 |
| 16 | -0.173331 | -1.4605 | 0.07428 |
| 17 | 0.064948 | 0.5473 | 0.292959 |
| 18 | -0.061006 | -0.514 | 0.304408 |
| 19 | -0.10727 | -0.9039 | 0.18456 |
| 20 | 0.077846 | 0.6559 | 0.256989 |
| 21 | 0.000546 | 0.0046 | 0.49817 |
| 22 | -0.132975 | -1.1205 | 0.133146 |
| 23 | -0.10805 | -0.9104 | 0.182834 |
| 24 | 0.504135 | 4.2479 | 3.2e-05 |
| 25 | -0.158231 | -1.3333 | 0.093352 |
| 26 | -0.00396 | -0.0334 | 0.486739 |
| 27 | 0.01758 | 0.1481 | 0.441328 |
| 28 | -0.106521 | -0.8976 | 0.186225 |
| 29 | 0.107413 | 0.9051 | 0.184242 |
| 30 | -0.115098 | -0.9698 | 0.167711 |
| 31 | -0.068804 | -0.5798 | 0.281959 |
| 32 | 0.057463 | 0.4842 | 0.314869 |
| 33 | 0.013123 | 0.1106 | 0.456133 |
| 34 | -0.075043 | -0.6323 | 0.264603 |
| 35 | -0.080564 | -0.6788 | 0.249721 |
| 36 | 0.301513 | 2.5406 | 0.006627 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.29901 | -2.5195 | 0.007002 |
| 2 | -0.235736 | -1.9863 | 0.025428 |
| 3 | 0.028283 | 0.2383 | 0.406162 |
| 4 | -0.120382 | -1.0144 | 0.156929 |
| 5 | -0.013668 | -0.1152 | 0.454318 |
| 6 | -0.152886 | -1.2882 | 0.100922 |
| 7 | -0.154438 | -1.3013 | 0.098678 |
| 8 | -0.196303 | -1.6541 | 0.051263 |
| 9 | -0.02271 | -0.1914 | 0.424396 |
| 10 | -0.196904 | -1.6591 | 0.050749 |
| 11 | -0.448937 | -3.7828 | 0.00016 |
| 12 | 0.520609 | 4.3867 | 2e-05 |
| 13 | 0.138832 | 1.1698 | 0.122993 |
| 14 | 0.041534 | 0.35 | 0.363696 |
| 15 | -0.041634 | -0.3508 | 0.363384 |
| 16 | -0.060008 | -0.5056 | 0.307339 |
| 17 | -0.121125 | -1.0206 | 0.15545 |
| 18 | -0.059157 | -0.4985 | 0.30985 |
| 19 | -0.010749 | -0.0906 | 0.464044 |
| 20 | 0.0854 | 0.7196 | 0.237068 |
| 21 | -0.060382 | -0.5088 | 0.306239 |
| 22 | -0.111788 | -0.9419 | 0.174707 |
| 23 | -0.023929 | -0.2016 | 0.420392 |
| 24 | 0.078042 | 0.6576 | 0.256463 |
| 25 | -0.044485 | -0.3748 | 0.354451 |
| 26 | 0.126236 | 1.0637 | 0.145539 |
| 27 | -0.143154 | -1.2062 | 0.115865 |
| 28 | 0.031498 | 0.2654 | 0.395732 |
| 29 | 0.038083 | 0.3209 | 0.374618 |
| 30 | -0.038024 | -0.3204 | 0.374803 |
| 31 | 0.022141 | 0.1866 | 0.426267 |
| 32 | -0.132996 | -1.1206 | 0.133108 |
| 33 | 0.034598 | 0.2915 | 0.385747 |
| 34 | 0.111193 | 0.9369 | 0.175986 |
| 35 | 0.056881 | 0.4793 | 0.316603 |
| 36 | -0.135844 | -1.1446 | 0.128101 |
