| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.037475 | 0.3414 | 0.366826 |
| 2 | 0.05781 | 0.5267 | 0.299914 |
| 3 | 0.074411 | 0.6779 | 0.249855 |
| 4 | -0.094458 | -0.8606 | 0.195981 |
| 5 | 0.194449 | 1.7715 | 0.040073 |
| 6 | -0.08049 | -0.7333 | 0.23272 |
| 7 | 0.236235 | 2.1522 | 0.017143 |
| 8 | -0.034981 | -0.3187 | 0.375381 |
| 9 | 0.121437 | 1.1063 | 0.135887 |
| 10 | -0.012364 | -0.1126 | 0.455294 |
| 11 | -0.013553 | -0.1235 | 0.451015 |
| 12 | 0.661767 | 6.029 | 0 |
| 13 | 0.042899 | 0.3908 | 0.348463 |
| 14 | 0.014824 | 0.1351 | 0.44645 |
| 15 | 0.004732 | 0.0431 | 0.48286 |
| 16 | -0.070681 | -0.6439 | 0.260696 |
| 17 | 0.053937 | 0.4914 | 0.312225 |
| 18 | -0.054629 | -0.4977 | 0.310008 |
| 19 | 0.106414 | 0.9695 | 0.167561 |
| 20 | -0.113267 | -1.0319 | 0.152556 |
| 21 | 0.066627 | 0.607 | 0.272753 |
| 22 | -0.078437 | -0.7146 | 0.238432 |
| 23 | 0.01304 | 0.1188 | 0.452862 |
| 24 | 0.420082 | 3.8271 | 0.000125 |
| 25 | -0.006828 | -0.0622 | 0.475275 |
| 26 | -0.039733 | -0.362 | 0.359142 |
| 27 | -0.070202 | -0.6396 | 0.262107 |
| 28 | -0.081384 | -0.7414 | 0.230259 |
| 29 | -0.103818 | -0.9458 | 0.173491 |
| 30 | -0.064268 | -0.5855 | 0.279898 |
| 31 | 0.065628 | 0.5979 | 0.275768 |
| 32 | -0.114275 | -1.0411 | 0.150427 |
| 33 | 0.013695 | 0.1248 | 0.450503 |
| 34 | -0.105247 | -0.9588 | 0.17021 |
| 35 | 0.019895 | 0.1813 | 0.428304 |
| 36 | 0.253282 | 2.3075 | 0.011758 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.037475 | 0.3414 | 0.366826 |
| 2 | 0.056484 | 0.5146 | 0.304101 |
| 3 | 0.070574 | 0.643 | 0.261011 |
| 4 | -0.103547 | -0.9434 | 0.174118 |
| 5 | 0.19726 | 1.7971 | 0.037976 |
| 6 | -0.099092 | -0.9028 | 0.184631 |
| 7 | 0.259862 | 2.3675 | 0.010118 |
| 8 | -0.125193 | -1.1406 | 0.128667 |
| 9 | 0.220335 | 2.0073 | 0.023983 |
| 10 | -0.203337 | -1.8525 | 0.033755 |
| 11 | 0.200798 | 1.8294 | 0.035469 |
| 12 | 0.567524 | 5.1704 | 1e-06 |
| 13 | 0.051026 | 0.4649 | 0.321622 |
| 14 | -0.22148 | -2.0178 | 0.023422 |
| 15 | -0.007313 | -0.0666 | 0.47352 |
| 16 | 0.023336 | 0.2126 | 0.416079 |
| 17 | -0.108988 | -0.9929 | 0.161815 |
| 18 | -0.011801 | -0.1075 | 0.45732 |
| 19 | -0.153621 | -1.3996 | 0.082687 |
| 20 | -0.211961 | -1.9311 | 0.028445 |
| 21 | -0.064097 | -0.5839 | 0.280419 |
| 22 | 0.033777 | 0.3077 | 0.37953 |
| 23 | 0.126744 | 1.1547 | 0.125766 |
| 24 | -0.022175 | -0.202 | 0.420196 |
| 25 | -0.109107 | -0.994 | 0.161553 |
| 26 | -0.027239 | -0.2482 | 0.402314 |
| 27 | 0.071824 | 0.6543 | 0.25735 |
| 28 | 0.014355 | 0.1308 | 0.448133 |
| 29 | -0.133467 | -1.2159 | 0.113727 |
| 30 | -0.099001 | -0.9019 | 0.18485 |
| 31 | 0.057449 | 0.5234 | 0.301049 |
| 32 | 0.088268 | 0.8042 | 0.2118 |
| 33 | -0.022698 | -0.2068 | 0.418339 |
| 34 | 0.004922 | 0.0448 | 0.482172 |
| 35 | -0.010368 | -0.0945 | 0.462486 |
| 36 | -0.010006 | -0.0912 | 0.463793 |
