| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.531404 | -3.6817 | 0.000293 |
| 2 | 0.121571 | 0.8423 | 0.201907 |
| 3 | -0.06376 | -0.4417 | 0.33033 |
| 4 | 0.094536 | 0.655 | 0.257809 |
| 5 | -0.187874 | -1.3016 | 0.099628 |
| 6 | 0.095275 | 0.6601 | 0.256177 |
| 7 | -0.018754 | -0.1299 | 0.448581 |
| 8 | 0.046874 | 0.3248 | 0.37339 |
| 9 | -0.023328 | -0.1616 | 0.436142 |
| 10 | -0.014478 | -0.1003 | 0.460261 |
| 11 | 0.196162 | 1.3591 | 0.090241 |
| 12 | -0.367193 | -2.544 | 0.007117 |
| 13 | 0.152388 | 1.0558 | 0.148177 |
| 14 | -0.002995 | -0.0208 | 0.491765 |
| 15 | 0.029399 | 0.2037 | 0.419731 |
| 16 | -0.15667 | -1.0854 | 0.141574 |
| 17 | 0.195231 | 1.3526 | 0.09126 |
| 18 | -0.062142 | -0.4305 | 0.334367 |
| 19 | 0.041577 | 0.2881 | 0.387273 |
| 20 | -0.155282 | -1.0758 | 0.143692 |
| 21 | 0.155047 | 1.0742 | 0.144053 |
| 22 | -0.14971 | -1.0372 | 0.152415 |
| 23 | 0.139159 | 0.9641 | 0.169909 |
| 24 | -0.139277 | -0.9649 | 0.169706 |
| 25 | 0.180006 | 1.2471 | 0.109203 |
| 26 | -0.129564 | -0.8976 | 0.186927 |
| 27 | 0.098977 | 0.6857 | 0.248091 |
| 28 | -0.021283 | -0.1475 | 0.441696 |
| 29 | -0.021456 | -0.1487 | 0.441226 |
| 30 | -0.039309 | -0.2723 | 0.393264 |
| 31 | -0.023557 | -0.1632 | 0.435521 |
| 32 | 0.149306 | 1.0344 | 0.153062 |
| 33 | -0.087823 | -0.6085 | 0.272878 |
| 34 | 0.044944 | 0.3114 | 0.378429 |
| 35 | -0.047835 | -0.3314 | 0.370888 |
| 36 | 0.087734 | 0.6078 | 0.273079 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.531404 | -3.6817 | 0.000293 |
| 2 | -0.224104 | -1.5526 | 0.06354 |
| 3 | -0.152249 | -1.0548 | 0.148396 |
| 4 | 0.013914 | 0.0964 | 0.461802 |
| 5 | -0.178663 | -1.2378 | 0.110903 |
| 6 | -0.146628 | -1.0159 | 0.157392 |
| 7 | -0.0819 | -0.5674 | 0.286536 |
| 8 | 0.00461 | 0.0319 | 0.487328 |
| 9 | 0.033538 | 0.2324 | 0.408623 |
| 10 | -0.047927 | -0.332 | 0.370651 |
| 11 | 0.255297 | 1.7687 | 0.041645 |
| 12 | -0.194574 | -1.348 | 0.091985 |
| 13 | -0.211097 | -1.4625 | 0.075058 |
| 14 | -0.081524 | -0.5648 | 0.287416 |
| 15 | -0.011138 | -0.0772 | 0.469407 |
| 16 | -0.148739 | -1.0305 | 0.153971 |
| 17 | -0.111158 | -0.7701 | 0.2225 |
| 18 | -0.019046 | -0.132 | 0.447787 |
| 19 | 0.037142 | 0.2573 | 0.399014 |
| 20 | -0.163328 | -1.1316 | 0.131718 |
| 21 | -0.071635 | -0.4963 | 0.310974 |
| 22 | -0.172085 | -1.1922 | 0.119514 |
| 23 | 0.129528 | 0.8974 | 0.186993 |
| 24 | -0.188628 | -1.3069 | 0.098744 |
| 25 | -0.081524 | -0.5648 | 0.287414 |
| 26 | -0.05371 | -0.3721 | 0.355723 |
| 27 | 0.053066 | 0.3676 | 0.357376 |
| 28 | -0.028848 | -0.1999 | 0.421214 |
| 29 | -0.094133 | -0.6522 | 0.2587 |
| 30 | -0.023634 | -0.1637 | 0.435311 |
| 31 | -0.108756 | -0.7535 | 0.22742 |
| 32 | -0.019737 | -0.1367 | 0.445903 |
| 33 | 0.06851 | 0.4746 | 0.318595 |
| 34 | -0.030412 | -0.2107 | 0.417008 |
| 35 | 0.059021 | 0.4089 | 0.342213 |
| 36 | -0.103034 | -0.7138 | 0.239392 |
