| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.60784 | 4.1671 | 6.6e-05 |
| 2 | -0.029605 | -0.203 | 0.42002 |
| 3 | -0.517283 | -3.5463 | 0.000449 |
| 4 | -0.565505 | -3.8769 | 0.000164 |
| 5 | -0.280613 | -1.9238 | 0.030225 |
| 6 | 0.089684 | 0.6148 | 0.270812 |
| 7 | 0.269367 | 1.8467 | 0.035547 |
| 8 | 0.28061 | 1.9238 | 0.030226 |
| 9 | 0.1345 | 0.9221 | 0.180597 |
| 10 | -0.036365 | -0.2493 | 0.402105 |
| 11 | -0.162723 | -1.1156 | 0.135138 |
| 12 | -0.213684 | -1.4649 | 0.074797 |
| 13 | -0.166652 | -1.1425 | 0.129515 |
| 14 | -0.024207 | -0.166 | 0.434452 |
| 15 | 0.017111 | 0.1173 | 0.453559 |
| 16 | 0.091374 | 0.6264 | 0.267033 |
| 17 | 0.089818 | 0.6158 | 0.270512 |
| 18 | 0.029876 | 0.2048 | 0.419298 |
| 19 | -0.055794 | -0.3825 | 0.351905 |
| 20 | -0.078339 | -0.5371 | 0.296877 |
| 21 | -0.071942 | -0.4932 | 0.31208 |
| 22 | 0.004954 | 0.034 | 0.486524 |
| 23 | 0.090305 | 0.6191 | 0.269421 |
| 24 | 0.128673 | 0.8821 | 0.191097 |
| 25 | 0.106338 | 0.729 | 0.234804 |
| 26 | 0.002523 | 0.0173 | 0.493138 |
| 27 | -0.130946 | -0.8977 | 0.186954 |
| 28 | -0.186911 | -1.2814 | 0.10317 |
| 29 | -0.166135 | -1.139 | 0.130245 |
| 30 | -0.005756 | -0.0395 | 0.484346 |
| 31 | 0.163498 | 1.1209 | 0.134015 |
| 32 | 0.246426 | 1.6894 | 0.048883 |
| 33 | 0.163968 | 1.1241 | 0.133338 |
| 34 | -0.037683 | -0.2583 | 0.398636 |
| 35 | -0.260481 | -1.7858 | 0.040295 |
| 36 | -0.313917 | -2.1521 | 0.018278 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.60784 | 4.1671 | 6.6e-05 |
| 2 | -0.63292 | -4.3391 | 3.8e-05 |
| 3 | -0.27301 | -1.8717 | 0.033742 |
| 4 | 0.039381 | 0.27 | 0.394177 |
| 5 | -0.068101 | -0.4669 | 0.321372 |
| 6 | -0.031138 | -0.2135 | 0.415942 |
| 7 | -0.109954 | -0.7538 | 0.227362 |
| 8 | 0.148588 | 1.0187 | 0.156787 |
| 9 | -0.050387 | -0.3454 | 0.365654 |
| 10 | -0.022159 | -0.1519 | 0.439953 |
| 11 | -0.03062 | -0.2099 | 0.41732 |
| 12 | -0.108283 | -0.7424 | 0.230784 |
| 13 | -0.01116 | -0.0765 | 0.46967 |
| 14 | 0.01281 | 0.0878 | 0.465196 |
| 15 | -0.317282 | -2.1752 | 0.017341 |
| 16 | 0.243923 | 1.6723 | 0.05056 |
| 17 | -0.16161 | -1.1079 | 0.136762 |
| 18 | -0.127364 | -0.8732 | 0.193506 |
| 19 | 0.010355 | 0.071 | 0.471854 |
| 20 | 0.007663 | 0.0525 | 0.479164 |
| 21 | -0.051842 | -0.3554 | 0.361936 |
| 22 | -0.033264 | -0.228 | 0.410299 |
| 23 | 0.146836 | 1.0067 | 0.159628 |
| 24 | -0.057888 | -0.3969 | 0.346633 |
| 25 | 0.041648 | 0.2855 | 0.388249 |
| 26 | -0.0379 | -0.2598 | 0.398064 |
| 27 | -0.162304 | -1.1127 | 0.135748 |
| 28 | -0.007439 | -0.051 | 0.479771 |
| 29 | -0.04195 | -0.2876 | 0.387461 |
| 30 | -0.053692 | -0.3681 | 0.357228 |
| 31 | 0.054221 | 0.3717 | 0.355886 |
| 32 | 0.056826 | 0.3896 | 0.349305 |
| 33 | -0.073627 | -0.5048 | 0.308043 |
| 34 | -0.158699 | -1.088 | 0.141075 |
| 35 | 0.001333 | 0.0091 | 0.496374 |
| 36 | -0.068612 | -0.4704 | 0.320131 |
