| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.193798 | 1.3286 | 0.095195 |
| 2 | -0.203546 | -1.3954 | 0.084721 |
| 3 | -0.268131 | -1.8382 | 0.036177 |
| 4 | -0.37054 | -2.5403 | 0.00722 |
| 5 | -0.115277 | -0.7903 | 0.216662 |
| 6 | -0.024388 | -0.1672 | 0.433967 |
| 7 | 0.265553 | 1.8205 | 0.037524 |
| 8 | 0.330601 | 2.2665 | 0.014033 |
| 9 | -0.077519 | -0.5314 | 0.298807 |
| 10 | 0.001085 | 0.0074 | 0.497048 |
| 11 | -0.039578 | -0.2713 | 0.393661 |
| 12 | -0.305457 | -2.0941 | 0.020835 |
| 13 | -0.023361 | -0.1602 | 0.436722 |
| 14 | 0.073864 | 0.5064 | 0.307477 |
| 15 | 0.122856 | 0.8423 | 0.201955 |
| 16 | 0.075706 | 0.519 | 0.303094 |
| 17 | -0.045755 | -0.3137 | 0.377576 |
| 18 | 0.092634 | 0.6351 | 0.264233 |
| 19 | -0.164667 | -1.1289 | 0.132334 |
| 20 | -0.092248 | -0.6324 | 0.265088 |
| 21 | 0.128921 | 0.8838 | 0.190642 |
| 22 | -0.027712 | -0.19 | 0.425069 |
| 23 | 0.01115 | 0.0764 | 0.469695 |
| 24 | 0.008332 | 0.0571 | 0.477345 |
| 25 | 0.06948 | 0.4763 | 0.318024 |
| 26 | 0.065799 | 0.4511 | 0.326997 |
| 27 | -0.099972 | -0.6854 | 0.248238 |
| 28 | -0.089342 | -0.6125 | 0.271581 |
| 29 | -0.063022 | -0.4321 | 0.333838 |
| 30 | -0.085689 | -0.5875 | 0.279855 |
| 31 | 0.127118 | 0.8715 | 0.193963 |
| 32 | 0.143782 | 0.9857 | 0.164659 |
| 33 | 0.047925 | 0.3286 | 0.371975 |
| 34 | 0.032715 | 0.2243 | 0.411756 |
| 35 | -0.126828 | -0.8695 | 0.1945 |
| 36 | -0.105034 | -0.7201 | 0.237522 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.193798 | 1.3286 | 0.095195 |
| 2 | -0.250512 | -1.7174 | 0.046242 |
| 3 | -0.188743 | -1.294 | 0.101002 |
| 4 | -0.371694 | -2.5482 | 0.007078 |
| 5 | -0.127956 | -0.8772 | 0.192413 |
| 6 | -0.289471 | -1.9845 | 0.026527 |
| 7 | 0.094929 | 0.6508 | 0.259172 |
| 8 | 0.048463 | 0.3322 | 0.370591 |
| 9 | -0.203088 | -1.3923 | 0.085192 |
| 10 | 0.149577 | 1.0254 | 0.1552 |
| 11 | 0.069492 | 0.4764 | 0.317994 |
| 12 | -0.244454 | -1.6759 | 0.0502 |
| 13 | 0.128118 | 0.8783 | 0.192115 |
| 14 | 0.010433 | 0.0715 | 0.471642 |
| 15 | -0.075216 | -0.5157 | 0.304256 |
| 16 | -0.025883 | -0.1774 | 0.429961 |
| 17 | 0.025292 | 0.1734 | 0.431543 |
| 18 | -0.004715 | -0.0323 | 0.487175 |
| 19 | -0.150769 | -1.0336 | 0.153302 |
| 20 | 0.161425 | 1.1067 | 0.137034 |
| 21 | -0.034257 | -0.2349 | 0.40767 |
| 22 | -0.088579 | -0.6073 | 0.273298 |
| 23 | 0.07656 | 0.5249 | 0.301071 |
| 24 | -0.058359 | -0.4001 | 0.345451 |
| 25 | 0.076577 | 0.525 | 0.30103 |
| 26 | 0.078783 | 0.5401 | 0.295835 |
| 27 | 0.027119 | 0.1859 | 0.426655 |
| 28 | -0.206044 | -1.4126 | 0.082186 |
| 29 | -0.002253 | -0.0154 | 0.493871 |
| 30 | 0.012874 | 0.0883 | 0.465023 |
| 31 | -0.108982 | -0.7471 | 0.229349 |
| 32 | 0.067504 | 0.4628 | 0.322827 |
| 33 | 0.018014 | 0.1235 | 0.45112 |
| 34 | -0.028625 | -0.1962 | 0.422633 |
| 35 | -0.033405 | -0.229 | 0.409926 |
| 36 | 0.009928 | 0.0681 | 0.473011 |
