| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.482267 | -3.7044 | 0.000234 |
| 2 | 0.026608 | 0.2044 | 0.41938 |
| 3 | 0.023837 | 0.1831 | 0.427676 |
| 4 | -0.063349 | -0.4866 | 0.314174 |
| 5 | 0.065818 | 0.5056 | 0.307525 |
| 6 | -0.046766 | -0.3592 | 0.360359 |
| 7 | 0.078612 | 0.6038 | 0.274137 |
| 8 | -0.114248 | -0.8776 | 0.191872 |
| 9 | 0.114986 | 0.8832 | 0.190349 |
| 10 | -0.22475 | -1.7263 | 0.04476 |
| 11 | 0.029542 | 0.2269 | 0.410636 |
| 12 | 0.259365 | 1.9922 | 0.02549 |
| 13 | -0.222875 | -1.7119 | 0.04608 |
| 14 | 0.19777 | 1.5191 | 0.06704 |
| 15 | -0.275816 | -2.1186 | 0.019173 |
| 16 | 0.218606 | 1.6791 | 0.049206 |
| 17 | -0.015405 | -0.1183 | 0.453105 |
| 18 | -0.087289 | -0.6705 | 0.252585 |
| 19 | 0.086118 | 0.6615 | 0.255439 |
| 20 | -0.037635 | -0.2891 | 0.386766 |
| 21 | 0.052721 | 0.405 | 0.343486 |
| 22 | -0.08747 | -0.6719 | 0.252144 |
| 23 | 0.003865 | 0.0297 | 0.488209 |
| 24 | 0.013075 | 0.1004 | 0.460172 |
| 25 | 0.036745 | 0.2822 | 0.389373 |
| 26 | 0.008095 | 0.0622 | 0.475315 |
| 27 | -0.155549 | -1.1948 | 0.118474 |
| 28 | 0.207593 | 1.5946 | 0.058078 |
| 29 | -0.122918 | -0.9441 | 0.174472 |
| 30 | 0.045213 | 0.3473 | 0.364805 |
| 31 | -0.002989 | -0.023 | 0.490882 |
| 32 | -0.020821 | -0.1599 | 0.436741 |
| 33 | 0.055426 | 0.4257 | 0.335924 |
| 34 | -0.02673 | -0.2053 | 0.419015 |
| 35 | -0.105379 | -0.8094 | 0.21076 |
| 36 | 0.098343 | 0.7554 | 0.226511 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.482267 | -3.7044 | 0.000234 |
| 2 | -0.268397 | -2.0616 | 0.02183 |
| 3 | -0.125434 | -0.9635 | 0.169621 |
| 4 | -0.141633 | -1.0879 | 0.140531 |
| 5 | -0.042707 | -0.328 | 0.372021 |
| 6 | -0.05655 | -0.4344 | 0.332802 |
| 7 | 0.055902 | 0.4294 | 0.334602 |
| 8 | -0.070103 | -0.5385 | 0.296139 |
| 9 | 0.051694 | 0.3971 | 0.346374 |
| 10 | -0.234512 | -1.8013 | 0.038382 |
| 11 | -0.291713 | -2.2407 | 0.014412 |
| 12 | 0.101704 | 0.7812 | 0.218904 |
| 13 | -0.018376 | -0.1412 | 0.444116 |
| 14 | 0.169063 | 1.2986 | 0.099567 |
| 15 | -0.176576 | -1.3563 | 0.090085 |
| 16 | 0.041884 | 0.3217 | 0.374402 |
| 17 | 0.111839 | 0.8591 | 0.196894 |
| 18 | -0.040149 | -0.3084 | 0.379435 |
| 19 | -0.022327 | -0.1715 | 0.432209 |
| 20 | -0.019031 | -0.1462 | 0.442138 |
| 21 | 0.02828 | 0.2172 | 0.414392 |
| 22 | 0.132709 | 1.0194 | 0.156098 |
| 23 | -0.070409 | -0.5408 | 0.295333 |
| 24 | -0.051602 | -0.3964 | 0.346635 |
| 25 | -0.024796 | -0.1905 | 0.4248 |
| 26 | 0.024658 | 0.1894 | 0.425214 |
| 27 | -0.011462 | -0.088 | 0.465071 |
| 28 | -0.028188 | -0.2165 | 0.414667 |
| 29 | 0.003454 | 0.0265 | 0.489461 |
| 30 | 0.02242 | 0.1722 | 0.431929 |
| 31 | 0.042335 | 0.3252 | 0.373098 |
| 32 | 0.003427 | 0.0263 | 0.489545 |
| 33 | -0.074388 | -0.5714 | 0.284955 |
| 34 | 0.036534 | 0.2806 | 0.389989 |
| 35 | -0.130621 | -1.0033 | 0.159903 |
| 36 | -0.010494 | -0.0806 | 0.468014 |
