| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.336203 | -2.5824 | 0.006156 |
| 2 | -0.240933 | -1.8506 | 0.034615 |
| 3 | 0.132068 | 1.0144 | 0.15726 |
| 4 | -0.204044 | -1.5673 | 0.061197 |
| 5 | 0.142394 | 1.0938 | 0.139255 |
| 6 | 0.098504 | 0.7566 | 0.226144 |
| 7 | 0.032109 | 0.2466 | 0.403025 |
| 8 | -0.068914 | -0.5293 | 0.299279 |
| 9 | 0.11802 | 0.9065 | 0.184171 |
| 10 | -0.325682 | -2.5016 | 0.007578 |
| 11 | -0.097652 | -0.7501 | 0.228093 |
| 12 | 0.601538 | 4.6205 | 1.1e-05 |
| 13 | -0.183193 | -1.4071 | 0.082317 |
| 14 | -0.140815 | -1.0816 | 0.141911 |
| 15 | -0.029761 | -0.2286 | 0.409986 |
| 16 | -0.061794 | -0.4746 | 0.318395 |
| 17 | 0.132756 | 1.0197 | 0.156013 |
| 18 | -0.001758 | -0.0135 | 0.494636 |
| 19 | 0.074309 | 0.5708 | 0.28516 |
| 20 | -0.061755 | -0.4743 | 0.318502 |
| 21 | 0.024976 | 0.1918 | 0.424261 |
| 22 | -0.176058 | -1.3523 | 0.090716 |
| 23 | -0.093919 | -0.7214 | 0.236755 |
| 24 | 0.396569 | 3.0461 | 0.001732 |
| 25 | -0.052012 | -0.3995 | 0.345478 |
| 26 | -0.165495 | -1.2712 | 0.104325 |
| 27 | -0.032635 | -0.2507 | 0.401469 |
| 28 | 0.008616 | 0.0662 | 0.473729 |
| 29 | 0.058601 | 0.4501 | 0.327134 |
| 30 | 0.00623 | 0.0479 | 0.480998 |
| 31 | 0.070739 | 0.5434 | 0.294466 |
| 32 | -0.078895 | -0.606 | 0.273418 |
| 33 | 0.002769 | 0.0213 | 0.491552 |
| 34 | -0.033744 | -0.2592 | 0.398195 |
| 35 | -0.148244 | -1.1387 | 0.129719 |
| 36 | 0.264624 | 2.0326 | 0.0233 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.336203 | -2.5824 | 0.006156 |
| 2 | -0.399073 | -3.0653 | 0.001639 |
| 3 | -0.154792 | -1.189 | 0.119605 |
| 4 | -0.411488 | -3.1607 | 0.001242 |
| 5 | -0.197839 | -1.5196 | 0.066972 |
| 6 | -0.143465 | -1.102 | 0.137473 |
| 7 | 0.11332 | 0.8704 | 0.193797 |
| 8 | 0.063376 | 0.4868 | 0.314102 |
| 9 | 0.439407 | 3.3751 | 0.000655 |
| 10 | -0.076782 | -0.5898 | 0.278797 |
| 11 | -0.340083 | -2.6122 | 0.005696 |
| 12 | 0.223753 | 1.7187 | 0.045458 |
| 13 | 0.238718 | 1.8336 | 0.035877 |
| 14 | 0.08134 | 0.6248 | 0.26726 |
| 15 | -0.171152 | -1.3146 | 0.096858 |
| 16 | 0.040968 | 0.3147 | 0.377057 |
| 17 | 0.116396 | 0.8941 | 0.187463 |
| 18 | -0.066113 | -0.5078 | 0.306736 |
| 19 | 0.048454 | 0.3722 | 0.355546 |
| 20 | -0.004904 | -0.0377 | 0.485041 |
| 21 | -0.117252 | -0.9006 | 0.185723 |
| 22 | -0.015717 | -0.1207 | 0.452159 |
| 23 | -0.050831 | -0.3904 | 0.34881 |
| 24 | -0.054391 | -0.4178 | 0.338809 |
| 25 | -0.092127 | -0.7076 | 0.240976 |
| 26 | -0.082642 | -0.6348 | 0.264011 |
| 27 | 0.022342 | 0.1716 | 0.432165 |
| 28 | 0.033716 | 0.259 | 0.398277 |
| 29 | 0.027728 | 0.213 | 0.416036 |
| 30 | 0.015281 | 0.1174 | 0.453481 |
| 31 | 0.047972 | 0.3685 | 0.356917 |
| 32 | 0.026655 | 0.2047 | 0.419241 |
| 33 | -0.08892 | -0.683 | 0.248638 |
| 34 | 0.123085 | 0.9454 | 0.174147 |
| 35 | -0.003026 | -0.0232 | 0.490767 |
| 36 | -0.135128 | -1.0379 | 0.151768 |
