| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.28454 | 1.9713 | 0.027232 |
| 2 | 0.133918 | 0.9278 | 0.179074 |
| 3 | 0.405839 | 2.8117 | 0.003558 |
| 4 | 0.302607 | 2.0965 | 0.020665 |
| 5 | 0.070875 | 0.491 | 0.312818 |
| 6 | 0.067099 | 0.4649 | 0.322062 |
| 7 | 0.132296 | 0.9166 | 0.181975 |
| 8 | -0.029507 | -0.2044 | 0.41944 |
| 9 | -0.061588 | -0.4267 | 0.335755 |
| 10 | 0.086454 | 0.599 | 0.276005 |
| 11 | -0.153311 | -1.0622 | 0.146737 |
| 12 | -0.23537 | -1.6307 | 0.05475 |
| 13 | -0.019805 | -0.1372 | 0.445717 |
| 14 | -0.181652 | -1.2585 | 0.107145 |
| 15 | -0.265212 | -1.8374 | 0.036169 |
| 16 | -0.166845 | -1.1559 | 0.126715 |
| 17 | -0.097001 | -0.672 | 0.25239 |
| 18 | -0.078242 | -0.5421 | 0.295136 |
| 19 | -0.039512 | -0.2737 | 0.392727 |
| 20 | -0.048628 | -0.3369 | 0.368829 |
| 21 | -0.045053 | -0.3121 | 0.378145 |
| 22 | 0.118184 | 0.8188 | 0.208473 |
| 23 | 0.044628 | 0.3092 | 0.379256 |
| 24 | -0.08651 | -0.5994 | 0.275877 |
| 25 | 0.098475 | 0.6823 | 0.24918 |
| 26 | 0.210497 | 1.4584 | 0.075626 |
| 27 | -0.061703 | -0.4275 | 0.335467 |
| 28 | -0.016275 | -0.1128 | 0.455347 |
| 29 | 0.072866 | 0.5048 | 0.307994 |
| 30 | 0.00329 | 0.0228 | 0.490954 |
| 31 | -0.13188 | -0.9137 | 0.182724 |
| 32 | 0.007297 | 0.0506 | 0.479946 |
| 33 | -0.014324 | -0.0992 | 0.460681 |
| 34 | -0.139166 | -0.9642 | 0.169897 |
| 35 | -0.031168 | -0.2159 | 0.414975 |
| 36 | -0.03751 | -0.2599 | 0.398036 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.28454 | 1.9713 | 0.027232 |
| 2 | 0.05762 | 0.3992 | 0.345757 |
| 3 | 0.38596 | 2.674 | 0.005107 |
| 4 | 0.127167 | 0.881 | 0.191343 |
| 5 | -0.073173 | -0.507 | 0.307252 |
| 6 | -0.110306 | -0.7642 | 0.224238 |
| 7 | -0.02385 | -0.1652 | 0.434726 |
| 8 | -0.115667 | -0.8014 | 0.213436 |
| 9 | -0.01992 | -0.138 | 0.445406 |
| 10 | 0.11652 | 0.8073 | 0.211745 |
| 11 | -0.1942 | -1.3455 | 0.0924 |
| 12 | -0.141871 | -0.9829 | 0.16529 |
| 13 | 0.031545 | 0.2185 | 0.413964 |
| 14 | -0.147967 | -1.0251 | 0.155216 |
| 15 | -0.016728 | -0.1159 | 0.454109 |
| 16 | -0.030578 | -0.2118 | 0.416561 |
| 17 | 0.020266 | 0.1404 | 0.444464 |
| 18 | 0.150808 | 1.0448 | 0.150668 |
| 19 | 0.13364 | 0.9259 | 0.179569 |
| 20 | -0.0857 | -0.5937 | 0.277735 |
| 21 | -0.028476 | -0.1973 | 0.422217 |
| 22 | 0.150602 | 1.0434 | 0.150995 |
| 23 | -0.111538 | -0.7728 | 0.221727 |
| 24 | -0.086008 | -0.5959 | 0.277027 |
| 25 | 0.100779 | 0.6982 | 0.244206 |
| 26 | 0.08446 | 0.5852 | 0.280591 |
| 27 | -0.173889 | -1.2047 | 0.117106 |
| 28 | -0.04942 | -0.3424 | 0.366774 |
| 29 | -0.153724 | -1.065 | 0.146095 |
| 30 | -0.009934 | -0.0688 | 0.472708 |
| 31 | -0.073977 | -0.5125 | 0.305316 |
| 32 | 0.030133 | 0.2088 | 0.417755 |
| 33 | 0.060034 | 0.4159 | 0.339657 |
| 34 | 0.103202 | 0.715 | 0.239034 |
| 35 | -0.038761 | -0.2685 | 0.394716 |
| 36 | -0.114397 | -0.7926 | 0.215964 |
