| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.237247 | 2.8271 | 0.002688 |
| 2 | -0.315694 | -3.7619 | 0.000123 |
| 3 | -0.304912 | -3.6334 | 0.000195 |
| 4 | -0.143527 | -1.7103 | 0.044695 |
| 5 | 0.089236 | 1.0634 | 0.144711 |
| 6 | 0.111146 | 1.3245 | 0.09374 |
| 7 | 0.100269 | 1.1948 | 0.11707 |
| 8 | -0.137018 | -1.6328 | 0.052368 |
| 9 | -0.263627 | -3.1415 | 0.001023 |
| 10 | -0.306579 | -3.6533 | 0.000182 |
| 11 | 0.249438 | 2.9724 | 0.001736 |
| 12 | 0.82865 | 9.8745 | 0 |
| 13 | 0.19369 | 2.3081 | 0.01122 |
| 14 | -0.299292 | -3.5665 | 0.000247 |
| 15 | -0.291718 | -3.4762 | 0.000337 |
| 16 | -0.152554 | -1.8179 | 0.035595 |
| 17 | 0.058702 | 0.6995 | 0.242687 |
| 18 | 0.09314 | 1.1099 | 0.13446 |
| 19 | 0.062717 | 0.7474 | 0.228043 |
| 20 | -0.144973 | -1.7276 | 0.043121 |
| 21 | -0.251719 | -2.9996 | 0.001597 |
| 22 | -0.294114 | -3.5048 | 0.000306 |
| 23 | 0.239194 | 2.8503 | 0.002509 |
| 24 | 0.725542 | 8.6458 | 0 |
| 25 | 0.140313 | 1.672 | 0.048361 |
| 26 | -0.295374 | -3.5198 | 0.00029 |
| 27 | -0.270472 | -3.223 | 0.000787 |
| 28 | -0.145948 | -1.7392 | 0.042086 |
| 29 | 0.047171 | 0.5621 | 0.287463 |
| 30 | 0.057077 | 0.6801 | 0.248759 |
| 31 | 0.043704 | 0.5208 | 0.301661 |
| 32 | -0.14323 | -1.7068 | 0.045024 |
| 33 | -0.236128 | -2.8138 | 0.002796 |
| 34 | -0.260946 | -3.1095 | 0.001132 |
| 35 | 0.262387 | 3.1267 | 0.001072 |
| 36 | 0.675168 | 8.0456 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.237247 | 2.8271 | 0.002688 |
| 2 | -0.394166 | -4.697 | 3e-06 |
| 3 | -0.13421 | -1.5993 | 0.055989 |
| 4 | -0.17552 | -2.0916 | 0.019129 |
| 5 | 0.019818 | 0.2362 | 0.406827 |
| 6 | -0.073713 | -0.8784 | 0.190606 |
| 7 | 0.083209 | 0.9916 | 0.161551 |
| 8 | -0.222905 | -2.6562 | 0.004403 |
| 9 | -0.145901 | -1.7386 | 0.042136 |
| 10 | -0.421836 | -5.0268 | 1e-06 |
| 11 | 0.363588 | 4.3326 | 1.4e-05 |
| 12 | 0.660695 | 7.8731 | 0 |
| 13 | -0.05958 | -0.71 | 0.239442 |
| 14 | 0.02247 | 0.2678 | 0.394637 |
| 15 | 0.115771 | 1.3796 | 0.084943 |
| 16 | -0.108607 | -1.2942 | 0.098847 |
| 17 | -0.011007 | -0.1312 | 0.447915 |
| 18 | -0.116727 | -1.391 | 0.083206 |
| 19 | -0.117374 | -1.3987 | 0.082045 |
| 20 | -0.1382 | -1.6468 | 0.0509 |
| 21 | -0.067758 | -0.8074 | 0.210386 |
| 22 | -0.148344 | -1.7677 | 0.039627 |
| 23 | -0.038116 | -0.4542 | 0.325187 |
| 24 | 0.040863 | 0.4869 | 0.313528 |
| 25 | -0.087897 | -1.0474 | 0.148343 |
| 26 | -0.064297 | -0.7662 | 0.22242 |
| 27 | 0.073353 | 0.8741 | 0.191768 |
| 28 | -0.05501 | -0.6555 | 0.256597 |
| 29 | 0.039837 | 0.4747 | 0.317859 |
| 30 | -0.134886 | -1.6074 | 0.055099 |
| 31 | 0.044272 | 0.5276 | 0.299312 |
| 32 | -0.109304 | -1.3025 | 0.097426 |
| 33 | -0.012851 | -0.1531 | 0.439252 |
| 34 | -0.060084 | -0.716 | 0.237588 |
| 35 | 0.093506 | 1.1143 | 0.133525 |
| 36 | 0.035877 | 0.4275 | 0.334822 |
