| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.273759 | -2.1205 | 0.019052 |
| 2 | -0.106841 | -0.8276 | 0.205591 |
| 3 | -0.038567 | -0.2987 | 0.383085 |
| 4 | 0.142151 | 1.1011 | 0.137626 |
| 5 | 0.071261 | 0.552 | 0.291504 |
| 6 | -0.047808 | -0.3703 | 0.356224 |
| 7 | -0.033005 | -0.2557 | 0.399547 |
| 8 | -0.050574 | -0.3917 | 0.348317 |
| 9 | 0.12827 | 0.9936 | 0.16221 |
| 10 | -0.070509 | -0.5462 | 0.29349 |
| 11 | -0.003087 | -0.0239 | 0.490501 |
| 12 | 0.059003 | 0.457 | 0.324647 |
| 13 | -0.000501 | -0.0039 | 0.498458 |
| 14 | -0.216519 | -1.6772 | 0.049358 |
| 15 | 0.100307 | 0.777 | 0.220114 |
| 16 | 0.137681 | 1.0665 | 0.145241 |
| 17 | -0.256861 | -1.9896 | 0.025598 |
| 18 | 0.121765 | 0.9432 | 0.174683 |
| 19 | -0.139896 | -1.0836 | 0.141432 |
| 20 | 0.09309 | 0.7211 | 0.236832 |
| 21 | -0.150831 | -1.1683 | 0.123647 |
| 22 | 0.102622 | 0.7949 | 0.214901 |
| 23 | -0.103574 | -0.8023 | 0.212778 |
| 24 | -0.089943 | -0.6967 | 0.244341 |
| 25 | 0.070239 | 0.5441 | 0.294206 |
| 26 | -0.080161 | -0.6209 | 0.2685 |
| 27 | 0.095867 | 0.7426 | 0.230317 |
| 28 | 0.011015 | 0.0853 | 0.466145 |
| 29 | -0.136498 | -1.0573 | 0.147304 |
| 30 | 0.005292 | 0.041 | 0.483719 |
| 31 | 0.192866 | 1.4939 | 0.070217 |
| 32 | -0.085714 | -0.6639 | 0.254637 |
| 33 | 0.012939 | 0.1002 | 0.460249 |
| 34 | 0.03118 | 0.2415 | 0.404987 |
| 35 | 0.01306 | 0.1012 | 0.459881 |
| 36 | 0.006795 | 0.0526 | 0.479098 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.273759 | -2.1205 | 0.019052 |
| 2 | -0.196513 | -1.5222 | 0.066609 |
| 3 | -0.143209 | -1.1093 | 0.135865 |
| 4 | 0.072576 | 0.5622 | 0.288046 |
| 5 | 0.137294 | 1.0635 | 0.145915 |
| 6 | 0.063965 | 0.4955 | 0.311038 |
| 7 | 0.019281 | 0.1494 | 0.440889 |
| 8 | -0.079408 | -0.6151 | 0.270411 |
| 9 | 0.054603 | 0.423 | 0.336921 |
| 10 | -0.049202 | -0.3811 | 0.352232 |
| 11 | -0.010199 | -0.079 | 0.468648 |
| 12 | 0.084287 | 0.6529 | 0.258163 |
| 13 | 0.034914 | 0.2704 | 0.393873 |
| 14 | -0.233297 | -1.8071 | 0.037879 |
| 15 | -0.042371 | -0.3282 | 0.371951 |
| 16 | 0.104657 | 0.8107 | 0.210379 |
| 17 | -0.231487 | -1.7931 | 0.039 |
| 18 | 0.08163 | 0.6323 | 0.264797 |
| 19 | -0.102932 | -0.7973 | 0.214208 |
| 20 | -0.02841 | -0.2201 | 0.413286 |
| 21 | -0.189488 | -1.4678 | 0.073695 |
| 22 | 0.035786 | 0.2772 | 0.391292 |
| 23 | -0.058781 | -0.4553 | 0.325262 |
| 24 | -0.200221 | -1.5509 | 0.063092 |
| 25 | -0.024902 | -0.1929 | 0.423848 |
| 26 | -0.039431 | -0.3054 | 0.380546 |
| 27 | 0.003342 | 0.0259 | 0.489715 |
| 28 | 0.046398 | 0.3594 | 0.360279 |
| 29 | -0.071188 | -0.5514 | 0.291697 |
| 30 | 0.000771 | 0.006 | 0.497627 |
| 31 | 0.043232 | 0.3349 | 0.369445 |
| 32 | 0.001739 | 0.0135 | 0.494648 |
| 33 | 0.097367 | 0.7542 | 0.22684 |
| 34 | 0.028945 | 0.2242 | 0.411679 |
| 35 | 0.03728 | 0.2888 | 0.386876 |
| 36 | -0.035392 | -0.2741 | 0.392457 |
