| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.612722 | -4.2006 | 5.9e-05 |
| 2 | -0.017006 | -0.1166 | 0.453842 |
| 3 | 0.306403 | 2.1006 | 0.020534 |
| 4 | -0.257486 | -1.7652 | 0.04201 |
| 5 | 0.048969 | 0.3357 | 0.36929 |
| 6 | 0.122393 | 0.8391 | 0.202835 |
| 7 | -0.101077 | -0.693 | 0.245875 |
| 8 | -0.084266 | -0.5777 | 0.283112 |
| 9 | 0.185818 | 1.2739 | 0.104481 |
| 10 | -0.092633 | -0.6351 | 0.264234 |
| 11 | -0.062344 | -0.4274 | 0.335516 |
| 12 | 0.183174 | 1.2558 | 0.107702 |
| 13 | -0.27398 | -1.8783 | 0.033275 |
| 14 | 0.268318 | 1.8395 | 0.036082 |
| 15 | -0.107769 | -0.7388 | 0.231844 |
| 16 | -0.043363 | -0.2973 | 0.38378 |
| 17 | 0.047134 | 0.3231 | 0.374015 |
| 18 | 0.037674 | 0.2583 | 0.398659 |
| 19 | -0.138462 | -0.9492 | 0.173675 |
| 20 | 0.15463 | 1.0601 | 0.147261 |
| 21 | -0.002332 | -0.016 | 0.493656 |
| 22 | -0.211276 | -1.4484 | 0.077067 |
| 23 | 0.284464 | 1.9502 | 0.028566 |
| 24 | -0.112322 | -0.77 | 0.222565 |
| 25 | -0.185238 | -1.2699 | 0.105181 |
| 26 | 0.313893 | 2.1519 | 0.018285 |
| 27 | -0.193878 | -1.3292 | 0.095106 |
| 28 | 0.001808 | 0.0124 | 0.495082 |
| 29 | 0.10188 | 0.6985 | 0.244167 |
| 30 | -0.072376 | -0.4962 | 0.311039 |
| 31 | -0.020325 | -0.1393 | 0.444888 |
| 32 | 0.073965 | 0.5071 | 0.307235 |
| 33 | -0.039528 | -0.271 | 0.393794 |
| 34 | -0.02898 | -0.1987 | 0.421685 |
| 35 | 0.062968 | 0.4317 | 0.333972 |
| 36 | -0.064407 | -0.4416 | 0.330418 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.612722 | -4.2006 | 5.9e-05 |
| 2 | -0.628326 | -4.3076 | 4.2e-05 |
| 3 | -0.252792 | -1.7331 | 0.044822 |
| 4 | -0.20626 | -1.414 | 0.081969 |
| 5 | -0.211163 | -1.4477 | 0.077175 |
| 6 | -0.106446 | -0.7298 | 0.234581 |
| 7 | 0.059085 | 0.4051 | 0.343632 |
| 8 | -0.152692 | -1.0468 | 0.150272 |
| 9 | -0.140472 | -0.963 | 0.170231 |
| 10 | -0.058237 | -0.3992 | 0.345759 |
| 11 | -0.06882 | -0.4718 | 0.319623 |
| 12 | 0.107819 | 0.7392 | 0.23174 |
| 13 | -0.226142 | -1.5504 | 0.063882 |
| 14 | 0.007604 | 0.0521 | 0.479324 |
| 15 | 0.012177 | 0.0835 | 0.466911 |
| 16 | 0.119625 | 0.8201 | 0.208147 |
| 17 | -0.043553 | -0.2986 | 0.383286 |
| 18 | 0.108044 | 0.7407 | 0.231276 |
| 19 | -0.128417 | -0.8804 | 0.191566 |
| 20 | -0.049141 | -0.3369 | 0.368847 |
| 21 | 0.058632 | 0.402 | 0.344768 |
| 22 | -0.057952 | -0.3973 | 0.346472 |
| 23 | 0.085022 | 0.5829 | 0.28138 |
| 24 | 0.14376 | 0.9856 | 0.164696 |
| 25 | -0.096585 | -0.6622 | 0.255552 |
| 26 | -0.136245 | -0.934 | 0.177526 |
| 27 | -0.06426 | -0.4405 | 0.330781 |
| 28 | -0.019122 | -0.1311 | 0.44813 |
| 29 | 0.002915 | 0.02 | 0.492071 |
| 30 | -0.0753 | -0.5162 | 0.304058 |
| 31 | 0.058101 | 0.3983 | 0.3461 |
| 32 | -0.022595 | -0.1549 | 0.43878 |
| 33 | 0.016273 | 0.1116 | 0.455823 |
| 34 | 0.030699 | 0.2105 | 0.417109 |
| 35 | 0.02604 | 0.1785 | 0.42954 |
| 36 | -0.030572 | -0.2096 | 0.417446 |
