| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.502641 | -3.4459 | 0.000604 |
| 2 | -0.166177 | -1.1392 | 0.130186 |
| 3 | 0.35028 | 2.4014 | 0.01017 |
| 4 | -0.153026 | -1.0491 | 0.14975 |
| 5 | -0.048765 | -0.3343 | 0.369814 |
| 6 | 0.134501 | 0.9221 | 0.180595 |
| 7 | -0.259851 | -1.7814 | 0.040651 |
| 8 | 0.36197 | 2.4815 | 0.008357 |
| 9 | -0.179111 | -1.2279 | 0.112795 |
| 10 | -0.279275 | -1.9146 | 0.03082 |
| 11 | 0.493246 | 3.3815 | 0.00073 |
| 12 | -0.231291 | -1.5857 | 0.059762 |
| 13 | -0.173461 | -1.1892 | 0.120169 |
| 14 | 0.198549 | 1.3612 | 0.089973 |
| 15 | 0.003391 | 0.0232 | 0.490776 |
| 16 | -0.053688 | -0.3681 | 0.357239 |
| 17 | 0.070717 | 0.4848 | 0.315031 |
| 18 | -0.136935 | -0.9388 | 0.176322 |
| 19 | 0.203239 | 1.3933 | 0.085036 |
| 20 | -0.112694 | -0.7726 | 0.221816 |
| 21 | -0.094311 | -0.6466 | 0.260529 |
| 22 | 0.133642 | 0.9162 | 0.182119 |
| 23 | -0.015823 | -0.1085 | 0.45704 |
| 24 | -0.091887 | -0.6299 | 0.26589 |
| 25 | 0.055975 | 0.3837 | 0.35145 |
| 26 | 0.037646 | 0.2581 | 0.398734 |
| 27 | -0.072142 | -0.4946 | 0.3116 |
| 28 | -0.009151 | -0.0627 | 0.475121 |
| 29 | 0.015066 | 0.1033 | 0.459086 |
| 30 | 0.001161 | 0.008 | 0.496842 |
| 31 | 0.020123 | 0.138 | 0.445433 |
| 32 | -0.022797 | -0.1563 | 0.438237 |
| 33 | 0.005971 | 0.0409 | 0.483761 |
| 34 | 0.020668 | 0.1417 | 0.443965 |
| 35 | -0.001609 | -0.011 | 0.495623 |
| 36 | -0.019716 | -0.1352 | 0.446529 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.502641 | -3.4459 | 0.000604 |
| 2 | -0.56041 | -3.842 | 0.000182 |
| 3 | -0.120438 | -0.8257 | 0.206579 |
| 4 | -0.047529 | -0.3258 | 0.372994 |
| 5 | 0.01918 | 0.1315 | 0.447975 |
| 6 | 0.088234 | 0.6049 | 0.274077 |
| 7 | -0.296652 | -2.0337 | 0.023822 |
| 8 | 0.189408 | 1.2985 | 0.100223 |
| 9 | 0.065333 | 0.4479 | 0.328142 |
| 10 | -0.291865 | -2.0009 | 0.025597 |
| 11 | 0.056787 | 0.3893 | 0.349403 |
| 12 | -0.037331 | -0.2559 | 0.399561 |
| 13 | -0.022624 | -0.1551 | 0.438702 |
| 14 | -0.278761 | -1.9111 | 0.031051 |
| 15 | -0.009826 | -0.0674 | 0.473289 |
| 16 | 0.067554 | 0.4631 | 0.322704 |
| 17 | 0.129835 | 0.8901 | 0.188972 |
| 18 | 0.128498 | 0.8809 | 0.191418 |
| 19 | -0.016265 | -0.1115 | 0.455846 |
| 20 | -0.013055 | -0.0895 | 0.464532 |
| 21 | 0.040814 | 0.2798 | 0.390427 |
| 22 | -0.118878 | -0.815 | 0.209594 |
| 23 | -0.176814 | -1.2122 | 0.115752 |
| 24 | -0.087789 | -0.6019 | 0.275082 |
| 25 | -0.005318 | -0.0365 | 0.485536 |
| 26 | 0.054238 | 0.3718 | 0.355842 |
| 27 | -0.107865 | -0.7395 | 0.231645 |
| 28 | -0.131375 | -0.9007 | 0.18618 |
| 29 | -0.014265 | -0.0978 | 0.461256 |
| 30 | -0.093254 | -0.6393 | 0.262859 |
| 31 | -0.012671 | -0.0869 | 0.465574 |
| 32 | -0.112175 | -0.769 | 0.222861 |
| 33 | 0.014242 | 0.0976 | 0.461317 |
| 34 | -0.085317 | -0.5849 | 0.280704 |
| 35 | -0.036918 | -0.2531 | 0.400648 |
| 36 | 0.002217 | 0.0152 | 0.493969 |
