| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.539175 | -3.6964 | 0.000285 |
| 2 | -0.101653 | -0.6969 | 0.244651 |
| 3 | 0.389642 | 2.6713 | 0.005175 |
| 4 | -0.439125 | -3.0105 | 0.002093 |
| 5 | 0.220085 | 1.5088 | 0.069019 |
| 6 | 0.194838 | 1.3357 | 0.094033 |
| 7 | -0.315699 | -2.1643 | 0.017776 |
| 8 | 0.050991 | 0.3496 | 0.36411 |
| 9 | 0.177564 | 1.2173 | 0.11478 |
| 10 | -0.22023 | -1.5098 | 0.068891 |
| 11 | 0.057215 | 0.3922 | 0.348324 |
| 12 | 0.180342 | 1.2364 | 0.111234 |
| 13 | -0.350446 | -2.4025 | 0.010142 |
| 14 | 0.222496 | 1.5254 | 0.066936 |
| 15 | 0.097479 | 0.6683 | 0.25361 |
| 16 | -0.325404 | -2.2309 | 0.01525 |
| 17 | 0.299464 | 2.053 | 0.02283 |
| 18 | -0.015065 | -0.1033 | 0.45909 |
| 19 | -0.281943 | -1.9329 | 0.029643 |
| 20 | 0.285952 | 1.9604 | 0.027946 |
| 21 | -0.044152 | -0.3027 | 0.381731 |
| 22 | -0.220115 | -1.509 | 0.068992 |
| 23 | 0.384033 | 2.6328 | 0.005712 |
| 24 | -0.215091 | -1.4746 | 0.073495 |
| 25 | -0.121602 | -0.8337 | 0.204345 |
| 26 | 0.279803 | 1.9182 | 0.030584 |
| 27 | -0.225353 | -1.5449 | 0.064534 |
| 28 | 0.128851 | 0.8834 | 0.19077 |
| 29 | 0.050968 | 0.3494 | 0.364167 |
| 30 | -0.215284 | -1.4759 | 0.073318 |
| 31 | 0.15715 | 1.0774 | 0.143408 |
| 32 | -0.025733 | -0.1764 | 0.430362 |
| 33 | 0.010535 | 0.0722 | 0.471365 |
| 34 | -0.061375 | -0.4208 | 0.337922 |
| 35 | 0.028117 | 0.1928 | 0.423988 |
| 36 | -0.039846 | -0.2732 | 0.392961 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.539175 | -3.6964 | 0.000285 |
| 2 | -0.553176 | -3.7924 | 0.000213 |
| 3 | 0.01271 | 0.0871 | 0.465468 |
| 4 | -0.332941 | -2.2825 | 0.013514 |
| 5 | -0.153696 | -1.0537 | 0.148707 |
| 6 | 0.161553 | 1.1076 | 0.136845 |
| 7 | 0.194929 | 1.3364 | 0.093932 |
| 8 | -0.173966 | -1.1926 | 0.119497 |
| 9 | 0.00375 | 0.0257 | 0.489799 |
| 10 | -0.011512 | -0.0789 | 0.468715 |
| 11 | -0.226381 | -1.552 | 0.063686 |
| 12 | -0.077886 | -0.534 | 0.297944 |
| 13 | -0.211484 | -1.4499 | 0.076869 |
| 14 | -0.142769 | -0.9788 | 0.166351 |
| 15 | -0.03442 | -0.236 | 0.407241 |
| 16 | -0.106967 | -0.7333 | 0.2335 |
| 17 | -0.042869 | -0.2939 | 0.385066 |
| 18 | 0.17723 | 1.215 | 0.115213 |
| 19 | -0.029977 | -0.2055 | 0.41903 |
| 20 | -0.184924 | -1.2678 | 0.105562 |
| 21 | -0.061595 | -0.4223 | 0.337375 |
| 22 | -0.205145 | -1.4064 | 0.083091 |
| 23 | -0.000359 | -0.0025 | 0.499023 |
| 24 | 0.045862 | 0.3144 | 0.3773 |
| 25 | 0.141754 | 0.9718 | 0.168059 |
| 26 | 0.037016 | 0.2538 | 0.40039 |
| 27 | -0.030928 | -0.212 | 0.416499 |
| 28 | 0.228081 | 1.5636 | 0.062305 |
| 29 | 0.039679 | 0.272 | 0.393398 |
| 30 | -0.156023 | -1.0696 | 0.145122 |
| 31 | 0.022903 | 0.157 | 0.437953 |
| 32 | -0.128989 | -0.8843 | 0.190516 |
| 33 | 0.034428 | 0.236 | 0.407219 |
| 34 | -0.025806 | -0.1769 | 0.430167 |
| 35 | -0.059166 | -0.4056 | 0.34343 |
| 36 | -0.000283 | -0.0019 | 0.499231 |
