| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.604055 | -4.9812 | 2e-06 |
| 2 | 0.017621 | 0.1453 | 0.442451 |
| 3 | 0.341349 | 2.8148 | 0.003189 |
| 4 | -0.34228 | -2.8225 | 0.003122 |
| 5 | 0.133257 | 1.0989 | 0.137851 |
| 6 | 0.139725 | 1.1522 | 0.126636 |
| 7 | -0.265562 | -2.1899 | 0.015984 |
| 8 | 0.169908 | 1.4011 | 0.082866 |
| 9 | -0.041029 | -0.3383 | 0.368076 |
| 10 | -0.094623 | -0.7803 | 0.218967 |
| 11 | 0.197665 | 1.63 | 0.053864 |
| 12 | -0.222061 | -1.8312 | 0.035729 |
| 13 | 0.087346 | 0.7203 | 0.236912 |
| 14 | 0.009825 | 0.081 | 0.467832 |
| 15 | 0.037388 | 0.3083 | 0.379393 |
| 16 | -0.117806 | -0.9715 | 0.167383 |
| 17 | 0.119245 | 0.9833 | 0.164469 |
| 18 | 0.001122 | 0.0093 | 0.496323 |
| 19 | -0.124287 | -1.0249 | 0.154522 |
| 20 | 0.112924 | 0.9312 | 0.177524 |
| 21 | 0.071693 | 0.5912 | 0.278174 |
| 22 | -0.296804 | -2.4475 | 0.008486 |
| 23 | 0.400397 | 3.3018 | 0.000767 |
| 24 | -0.264292 | -2.1794 | 0.016384 |
| 25 | -0.028403 | -0.2342 | 0.40776 |
| 26 | 0.260377 | 2.1471 | 0.017676 |
| 27 | -0.249444 | -2.057 | 0.021764 |
| 28 | 0.062524 | 0.5156 | 0.303907 |
| 29 | 0.111074 | 0.9159 | 0.181468 |
| 30 | -0.181723 | -1.4985 | 0.069312 |
| 31 | 0.116841 | 0.9635 | 0.169356 |
| 32 | 0.040561 | 0.3345 | 0.369527 |
| 33 | -0.171584 | -1.4149 | 0.080828 |
| 34 | 0.190529 | 1.5711 | 0.060396 |
| 35 | -0.159977 | -1.3192 | 0.095762 |
| 36 | 0.064552 | 0.5323 | 0.298124 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.604055 | -4.9812 | 2e-06 |
| 2 | -0.546767 | -4.5088 | 1.3e-05 |
| 3 | 0.061844 | 0.51 | 0.305859 |
| 4 | 0.024991 | 0.2061 | 0.418671 |
| 5 | 0.001921 | 0.0158 | 0.493703 |
| 6 | 0.154039 | 1.2702 | 0.104165 |
| 7 | 0.013135 | 0.1083 | 0.457032 |
| 8 | -0.054326 | -0.448 | 0.327796 |
| 9 | -0.153997 | -1.2699 | 0.104226 |
| 10 | -0.153264 | -1.2638 | 0.1053 |
| 11 | 0.087753 | 0.7236 | 0.235889 |
| 12 | -0.056174 | -0.4632 | 0.322343 |
| 13 | -0.065117 | -0.537 | 0.296522 |
| 14 | -0.171043 | -1.4105 | 0.081481 |
| 15 | 0.186749 | 1.54 | 0.064104 |
| 16 | -0.023196 | -0.1913 | 0.424437 |
| 17 | -0.023107 | -0.1905 | 0.424725 |
| 18 | 0.126509 | 1.0432 | 0.150271 |
| 19 | 0.008451 | 0.0697 | 0.472324 |
| 20 | -0.131884 | -1.0875 | 0.140318 |
| 21 | 0.084608 | 0.6977 | 0.243873 |
| 22 | -0.197526 | -1.6288 | 0.053985 |
| 23 | 0.219909 | 1.8134 | 0.037091 |
| 24 | -0.016602 | -0.1369 | 0.445757 |
| 25 | -0.028627 | -0.2361 | 0.407047 |
| 26 | -0.023749 | -0.1958 | 0.422661 |
| 27 | 0.170986 | 1.41 | 0.081551 |
| 28 | -0.039049 | -0.322 | 0.374216 |
| 29 | -0.083692 | -0.6901 | 0.246227 |
| 30 | -0.00975 | -0.0804 | 0.468077 |
| 31 | 0.033533 | 0.2765 | 0.391493 |
| 32 | -0.028937 | -0.2386 | 0.406059 |
| 33 | 0.028871 | 0.2381 | 0.406269 |
| 34 | -0.037933 | -0.3128 | 0.377693 |
| 35 | -0.01475 | -0.1216 | 0.451774 |
| 36 | -0.093236 | -0.7688 | 0.222323 |
