| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.358485 | 2.7536 | 0.003912 |
| 2 | -0.046457 | -0.3568 | 0.361241 |
| 3 | 0.023551 | 0.1809 | 0.428535 |
| 4 | 0.230285 | 1.7689 | 0.041044 |
| 5 | 0.089081 | 0.6842 | 0.248249 |
| 6 | -0.027396 | -0.2104 | 0.417027 |
| 7 | 0.128686 | 0.9885 | 0.163484 |
| 8 | 0.162083 | 1.245 | 0.10903 |
| 9 | 0.111456 | 0.8561 | 0.197701 |
| 10 | 0.052991 | 0.407 | 0.342729 |
| 11 | 0.186086 | 1.4294 | 0.079088 |
| 12 | 0.0171 | 0.1314 | 0.447973 |
| 13 | -0.102763 | -0.7893 | 0.216538 |
| 14 | -0.077008 | -0.5915 | 0.27822 |
| 15 | 0.050867 | 0.3907 | 0.348708 |
| 16 | 0.041367 | 0.3177 | 0.375899 |
| 17 | -0.120113 | -0.9226 | 0.179985 |
| 18 | -0.125683 | -0.9654 | 0.169146 |
| 19 | -0.047131 | -0.362 | 0.359315 |
| 20 | 0.007749 | 0.0595 | 0.476368 |
| 21 | -0.009627 | -0.0739 | 0.470653 |
| 22 | -0.033753 | -0.2593 | 0.398168 |
| 23 | -0.080025 | -0.6147 | 0.270563 |
| 24 | -0.162654 | -1.2494 | 0.108232 |
| 25 | -0.051251 | -0.3937 | 0.347624 |
| 26 | -0.08419 | -0.6467 | 0.260174 |
| 27 | -0.030413 | -0.2336 | 0.40805 |
| 28 | 0.029907 | 0.2297 | 0.409553 |
| 29 | 0.065611 | 0.504 | 0.308079 |
| 30 | -0.047434 | -0.3643 | 0.35845 |
| 31 | -0.081833 | -0.6286 | 0.266029 |
| 32 | -0.069424 | -0.5333 | 0.297931 |
| 33 | -0.046084 | -0.354 | 0.36231 |
| 34 | 0.005932 | 0.0456 | 0.481905 |
| 35 | -0.049754 | -0.3822 | 0.351854 |
| 36 | -0.01794 | -0.1378 | 0.445434 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.358485 | 2.7536 | 0.003912 |
| 2 | -0.20077 | -1.5421 | 0.064193 |
| 3 | 0.138124 | 1.061 | 0.146517 |
| 4 | 0.192453 | 1.4783 | 0.072329 |
| 5 | -0.09118 | -0.7004 | 0.243226 |
| 6 | 0.028934 | 0.2222 | 0.412446 |
| 7 | 0.168984 | 1.298 | 0.099671 |
| 8 | -0.019206 | -0.1475 | 0.44161 |
| 9 | 0.097786 | 0.7511 | 0.227785 |
| 10 | 0.028849 | 0.2216 | 0.412698 |
| 11 | 0.144202 | 1.1076 | 0.136257 |
| 12 | -0.186157 | -1.4299 | 0.07901 |
| 13 | -0.026584 | -0.2042 | 0.419452 |
| 14 | -0.058238 | -0.4473 | 0.328135 |
| 15 | -0.010432 | -0.0801 | 0.468204 |
| 16 | 0.004227 | 0.0325 | 0.487105 |
| 17 | -0.124896 | -0.9593 | 0.170649 |
| 18 | -0.085102 | -0.6537 | 0.257927 |
| 19 | -0.021282 | -0.1635 | 0.435353 |
| 20 | -0.011567 | -0.0889 | 0.46475 |
| 21 | 0.081112 | 0.623 | 0.267831 |
| 22 | -0.038151 | -0.293 | 0.385258 |
| 23 | -0.022504 | -0.1729 | 0.431677 |
| 24 | -0.126265 | -0.9699 | 0.168037 |
| 25 | 0.11028 | 0.8471 | 0.200189 |
| 26 | -0.154283 | -1.1851 | 0.12037 |
| 27 | 0.12985 | 0.9974 | 0.161323 |
| 28 | 0.117765 | 0.9046 | 0.184687 |
| 29 | 0.023158 | 0.1779 | 0.429712 |
| 30 | -0.09203 | -0.7069 | 0.241208 |
| 31 | 0.016734 | 0.1285 | 0.44908 |
| 32 | -0.139897 | -1.0746 | 0.143472 |
| 33 | 0.072115 | 0.5539 | 0.29086 |
| 34 | 0.056538 | 0.4343 | 0.332837 |
| 35 | -0.038267 | -0.2939 | 0.384918 |
| 36 | -0.092055 | -0.7071 | 0.241149 |
