| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.270467 | -1.6001 | 0.059282 |
| 2 | 0.085165 | 0.5038 | 0.308763 |
| 3 | -0.273118 | -1.6158 | 0.05756 |
| 4 | 0.001849 | 0.0109 | 0.495667 |
| 5 | 0.060326 | 0.3569 | 0.361658 |
| 6 | -0.035104 | -0.2077 | 0.418343 |
| 7 | -0.037256 | -0.2204 | 0.413417 |
| 8 | -0.0418 | -0.2473 | 0.403064 |
| 9 | 0.276238 | 1.6342 | 0.055586 |
| 10 | -0.093185 | -0.5513 | 0.292469 |
| 11 | 0.074398 | 0.4401 | 0.331269 |
| 12 | -0.417867 | -2.4721 | 0.009219 |
| 13 | 0.041356 | 0.2447 | 0.404072 |
| 14 | -0.063911 | -0.3781 | 0.353819 |
| 15 | 0.243158 | 1.4385 | 0.079581 |
| 16 | -0.190678 | -1.1281 | 0.133483 |
| 17 | 0.13457 | 0.7961 | 0.215662 |
| 18 | 0.025866 | 0.153 | 0.439628 |
| 19 | -0.010822 | -0.064 | 0.474659 |
| 20 | 0.11219 | 0.6637 | 0.255608 |
| 21 | -0.277611 | -1.6424 | 0.054735 |
| 22 | 0.073733 | 0.4362 | 0.332681 |
| 23 | -0.001618 | -0.0096 | 0.496208 |
| 24 | 0.125256 | 0.741 | 0.231811 |
| 25 | 0.050707 | 0.3 | 0.382981 |
| 26 | 0.030662 | 0.1814 | 0.428551 |
| 27 | -0.095958 | -0.5677 | 0.286934 |
| 28 | 0.007159 | 0.0424 | 0.483229 |
| 29 | -0.038092 | -0.2254 | 0.411507 |
| 30 | -0.007575 | -0.0448 | 0.482255 |
| 31 | -0.003264 | -0.0193 | 0.492351 |
| 32 | -0.000217 | -0.0013 | 0.499492 |
| 33 | 0.00916 | 0.0542 | 0.478546 |
| 34 | 0.006748 | 0.0399 | 0.484191 |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.270467 | -1.6001 | 0.059282 |
| 2 | 0.012961 | 0.0767 | 0.469658 |
| 3 | -0.266406 | -1.5761 | 0.062002 |
| 4 | -0.159388 | -0.943 | 0.176084 |
| 5 | 0.030548 | 0.1807 | 0.428812 |
| 6 | -0.094791 | -0.5608 | 0.289256 |
| 7 | -0.13366 | -0.7907 | 0.21721 |
| 8 | -0.074547 | -0.441 | 0.330953 |
| 9 | 0.2653 | 1.5695 | 0.06276 |
| 10 | 0.002397 | 0.0142 | 0.494382 |
| 11 | 0.02796 | 0.1654 | 0.434785 |
| 12 | -0.309733 | -1.8324 | 0.037705 |
| 13 | -0.190471 | -1.1268 | 0.133738 |
| 14 | -0.18668 | -1.1044 | 0.138474 |
| 15 | 0.040805 | 0.2414 | 0.405324 |
| 16 | -0.266637 | -1.5774 | 0.061845 |
| 17 | 0.000228 | 0.0013 | 0.499466 |
| 18 | 0.057883 | 0.3424 | 0.367035 |
| 19 | -0.095607 | -0.5656 | 0.287632 |
| 20 | 0.067407 | 0.3988 | 0.346237 |
| 21 | -0.020021 | -0.1184 | 0.453196 |
| 22 | -0.052037 | -0.3079 | 0.380008 |
| 23 | 0.045057 | 0.2666 | 0.395687 |
| 24 | -0.144307 | -0.8537 | 0.19953 |
| 25 | 0.035846 | 0.2121 | 0.416641 |
| 26 | -0.020959 | -0.124 | 0.451015 |
| 27 | -0.027207 | -0.161 | 0.436527 |
| 28 | -0.151685 | -0.8974 | 0.187824 |
| 29 | -0.052409 | -0.3101 | 0.379179 |
| 30 | 0.042761 | 0.253 | 0.400883 |
| 31 | 0.013942 | 0.0825 | 0.467367 |
| 32 | -0.021284 | -0.1259 | 0.45026 |
| 33 | -0.078091 | -0.462 | 0.323473 |
| 34 | -0.082421 | -0.4876 | 0.314434 |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
