| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.308947 | -2.3731 | 0.010459 |
| 2 | -0.298576 | -2.2934 | 0.012702 |
| 3 | 0.134689 | 1.0346 | 0.152546 |
| 4 | 0.112656 | 0.8653 | 0.195182 |
| 5 | -0.130601 | -1.0032 | 0.159939 |
| 6 | 0.158483 | 1.2173 | 0.114163 |
| 7 | -0.27085 | -2.0804 | 0.020919 |
| 8 | 0.287814 | 2.2107 | 0.015472 |
| 9 | -0.000789 | -0.0061 | 0.497594 |
| 10 | -0.272126 | -2.0902 | 0.020457 |
| 11 | -0.110188 | -0.8464 | 0.200384 |
| 12 | 0.516864 | 3.9701 | 9.9e-05 |
| 13 | -0.132123 | -1.0149 | 0.15716 |
| 14 | -0.22155 | -1.7018 | 0.047033 |
| 15 | -0.00662 | -0.0508 | 0.479809 |
| 16 | 0.208777 | 1.6036 | 0.057067 |
| 17 | -0.116777 | -0.897 | 0.186688 |
| 18 | -0.017251 | -0.1325 | 0.447516 |
| 19 | -0.000707 | -0.0054 | 0.497843 |
| 20 | 0.125392 | 0.9632 | 0.169701 |
| 21 | -0.087615 | -0.673 | 0.251793 |
| 22 | -0.100089 | -0.7688 | 0.222539 |
| 23 | -0.066018 | -0.5071 | 0.30699 |
| 24 | 0.230388 | 1.7696 | 0.040977 |
| 25 | 0.066704 | 0.5124 | 0.305155 |
| 26 | -0.262914 | -2.0195 | 0.023994 |
| 27 | -0.018768 | -0.1442 | 0.442933 |
| 28 | 0.245404 | 1.885 | 0.03218 |
| 29 | -0.137635 | -1.0572 | 0.147367 |
| 30 | -0.05421 | -0.4164 | 0.339316 |
| 31 | 0.151972 | 1.1673 | 0.123888 |
| 32 | -0.076964 | -0.5912 | 0.278332 |
| 33 | -0.02807 | -0.2156 | 0.415019 |
| 34 | 0.038736 | 0.2975 | 0.383552 |
| 35 | -0.16138 | -1.2396 | 0.110019 |
| 36 | 0.170464 | 1.3094 | 0.097745 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.308947 | -2.3731 | 0.010459 |
| 2 | -0.435601 | -3.3459 | 0.000715 |
| 3 | -0.18053 | -1.3867 | 0.085378 |
| 4 | -0.037734 | -0.2898 | 0.386476 |
| 5 | -0.099397 | -0.7635 | 0.224108 |
| 6 | 0.182441 | 1.4014 | 0.083173 |
| 7 | -0.268646 | -2.0635 | 0.021736 |
| 8 | 0.279116 | 2.1439 | 0.018085 |
| 9 | 0.021815 | 0.1676 | 0.43375 |
| 10 | -0.137101 | -1.0531 | 0.148296 |
| 11 | -0.330226 | -2.5365 | 0.006931 |
| 12 | 0.227064 | 1.7441 | 0.043174 |
| 13 | 0.220556 | 1.6941 | 0.047757 |
| 14 | -0.059062 | -0.4537 | 0.325868 |
| 15 | -0.045737 | -0.3513 | 0.363303 |
| 16 | 0.022038 | 0.1693 | 0.433078 |
| 17 | -0.014907 | -0.1145 | 0.454614 |
| 18 | -0.143287 | -1.1006 | 0.137768 |
| 19 | 0.180527 | 1.3867 | 0.085383 |
| 20 | -0.018028 | -0.1385 | 0.445167 |
| 21 | -0.140074 | -1.0759 | 0.143169 |
| 22 | -0.02898 | -0.2226 | 0.412307 |
| 23 | 0.048577 | 0.3731 | 0.355194 |
| 24 | -0.129766 | -0.9968 | 0.161477 |
| 25 | 0.04586 | 0.3523 | 0.36295 |
| 26 | 0.007658 | 0.0588 | 0.476646 |
| 27 | -0.041485 | -0.3187 | 0.375558 |
| 28 | -0.030651 | -0.2354 | 0.407343 |
| 29 | 0.025859 | 0.1986 | 0.421618 |
| 30 | 0.067404 | 0.5177 | 0.303288 |
| 31 | 0.011895 | 0.0914 | 0.463755 |
| 32 | -0.08327 | -0.6396 | 0.262452 |
| 33 | -0.034899 | -0.2681 | 0.394793 |
| 34 | 0.114225 | 0.8774 | 0.191919 |
| 35 | -0.15261 | -1.1722 | 0.12291 |
| 36 | 0.003802 | 0.0292 | 0.488399 |
