| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.330662 | -2.5399 | 0.006872 |
| 2 | -0.268057 | -2.059 | 0.021959 |
| 3 | 0.317082 | 2.4356 | 0.008955 |
| 4 | -0.099045 | -0.7608 | 0.224908 |
| 5 | -0.109677 | -0.8424 | 0.201472 |
| 6 | 0.27124 | 2.0834 | 0.020777 |
| 7 | -0.248284 | -1.9071 | 0.03069 |
| 8 | 0.031962 | 0.2455 | 0.403459 |
| 9 | 0.244141 | 1.8753 | 0.032853 |
| 10 | -0.379244 | -2.913 | 0.002524 |
| 11 | -0.085137 | -0.6539 | 0.257844 |
| 12 | 0.497771 | 3.8234 | 0.00016 |
| 13 | -0.204128 | -1.5679 | 0.061122 |
| 14 | -0.170971 | -1.3133 | 0.097091 |
| 15 | 0.122451 | 0.9406 | 0.175381 |
| 16 | 0.007982 | 0.0613 | 0.47566 |
| 17 | -0.049639 | -0.3813 | 0.35218 |
| 18 | 0.053008 | 0.4072 | 0.342681 |
| 19 | -0.018313 | -0.1407 | 0.444307 |
| 20 | 0.006591 | 0.0506 | 0.479897 |
| 21 | -0.004653 | -0.0357 | 0.485806 |
| 22 | -0.085263 | -0.6549 | 0.257534 |
| 23 | -0.076098 | -0.5845 | 0.280548 |
| 24 | 0.171783 | 1.3195 | 0.096052 |
| 25 | 0.145074 | 1.1143 | 0.134827 |
| 26 | -0.29991 | -2.3037 | 0.012392 |
| 27 | 0.101845 | 0.7823 | 0.218588 |
| 28 | 0.093935 | 0.7215 | 0.236717 |
| 29 | -0.118385 | -0.9093 | 0.183437 |
| 30 | 0.036958 | 0.2839 | 0.388749 |
| 31 | 0.158768 | 1.2195 | 0.113751 |
| 32 | -0.161443 | -1.2401 | 0.10993 |
| 33 | 0.030696 | 0.2358 | 0.407209 |
| 34 | 0.06817 | 0.5236 | 0.30125 |
| 35 | -0.217979 | -1.6743 | 0.04968 |
| 36 | 0.165476 | 1.271 | 0.10435 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.330662 | -2.5399 | 0.006872 |
| 2 | -0.423723 | -3.2547 | 0.000941 |
| 3 | 0.06949 | 0.5338 | 0.297755 |
| 4 | -0.056302 | -0.4325 | 0.333491 |
| 5 | -0.039574 | -0.304 | 0.381108 |
| 6 | 0.194116 | 1.491 | 0.07064 |
| 7 | -0.140581 | -1.0798 | 0.142308 |
| 8 | 0.048923 | 0.3758 | 0.354211 |
| 9 | 0.127786 | 0.9815 | 0.165166 |
| 10 | -0.246886 | -1.8964 | 0.031406 |
| 11 | -0.300343 | -2.307 | 0.012292 |
| 12 | 0.210901 | 1.62 | 0.055287 |
| 13 | 0.183202 | 1.4072 | 0.082307 |
| 14 | -0.00657 | -0.0505 | 0.479962 |
| 15 | -0.19783 | -1.5196 | 0.066982 |
| 16 | 0.097393 | 0.7481 | 0.228688 |
| 17 | 0.00675 | 0.0518 | 0.479413 |
| 18 | -0.152271 | -1.1696 | 0.123429 |
| 19 | 0.146 | 1.1214 | 0.133321 |
| 20 | 0.031388 | 0.2411 | 0.405157 |
| 21 | -0.260382 | -2 | 0.025053 |
| 22 | -0.003834 | -0.0295 | 0.488301 |
| 23 | 0.074343 | 0.571 | 0.285071 |
| 24 | -0.129451 | -0.9943 | 0.162061 |
| 25 | 0.162558 | 1.2486 | 0.108365 |
| 26 | 0.033379 | 0.2564 | 0.399273 |
| 27 | 0.111605 | 0.8573 | 0.197386 |
| 28 | -0.20112 | -1.5448 | 0.063867 |
| 29 | 0.061209 | 0.4702 | 0.319988 |
| 30 | 0.106065 | 0.8147 | 0.209259 |
| 31 | -0.040755 | -0.313 | 0.377675 |
| 32 | -0.026357 | -0.2024 | 0.420131 |
| 33 | 0.07371 | 0.5662 | 0.28671 |
| 34 | 0.053003 | 0.4071 | 0.342696 |
| 35 | -0.162133 | -1.2454 | 0.10896 |
| 36 | 0.012732 | 0.0978 | 0.461212 |
