| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.445973 | 3.0574 | 0.001838 |
| 2 | 0.38139 | 2.6147 | 0.005982 |
| 3 | 0.293339 | 2.011 | 0.025039 |
| 4 | 0.244595 | 1.6769 | 0.050105 |
| 5 | -0.017565 | -0.1204 | 0.452331 |
| 6 | -0.029679 | -0.2035 | 0.419824 |
| 7 | -0.114652 | -0.786 | 0.217903 |
| 8 | -0.255645 | -1.7526 | 0.043095 |
| 9 | -0.149663 | -1.026 | 0.155063 |
| 10 | -0.173318 | -1.1882 | 0.12036 |
| 11 | -0.181871 | -1.2468 | 0.109316 |
| 12 | -0.283159 | -1.9412 | 0.029119 |
| 13 | -0.108582 | -0.7444 | 0.230169 |
| 14 | -0.096255 | -0.6599 | 0.256272 |
| 15 | -0.015627 | -0.1071 | 0.457571 |
| 16 | 0.099294 | 0.6807 | 0.249693 |
| 17 | 0.142064 | 0.9739 | 0.167536 |
| 18 | -0.015974 | -0.1095 | 0.456631 |
| 19 | 0.065768 | 0.4509 | 0.327073 |
| 20 | 0.106684 | 0.7314 | 0.234087 |
| 21 | -0.035089 | -0.2406 | 0.405472 |
| 22 | -0.104464 | -0.7162 | 0.238715 |
| 23 | -0.003834 | -0.0263 | 0.489571 |
| 24 | -0.05637 | -0.3865 | 0.350452 |
| 25 | -0.090697 | -0.6218 | 0.268542 |
| 26 | 0.021305 | 0.1461 | 0.442248 |
| 27 | -0.072035 | -0.4938 | 0.311857 |
| 28 | -0.112917 | -0.7741 | 0.221368 |
| 29 | -0.112356 | -0.7703 | 0.222497 |
| 30 | -0.047548 | -0.326 | 0.372945 |
| 31 | -0.056306 | -0.386 | 0.350614 |
| 32 | -0.084912 | -0.5821 | 0.281632 |
| 33 | -0.04235 | -0.2903 | 0.386419 |
| 34 | -0.034511 | -0.2366 | 0.407 |
| 35 | -0.005678 | -0.0389 | 0.484556 |
| 36 | -0.015189 | -0.1041 | 0.458754 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.445973 | 3.0574 | 0.001838 |
| 2 | 0.227807 | 1.5618 | 0.062526 |
| 3 | 0.079525 | 0.5452 | 0.2941 |
| 4 | 0.049006 | 0.336 | 0.369196 |
| 5 | -0.263523 | -1.8066 | 0.038613 |
| 6 | -0.059148 | -0.4055 | 0.343477 |
| 7 | -0.077954 | -0.5344 | 0.297783 |
| 8 | -0.194629 | -1.3343 | 0.094266 |
| 9 | 0.143509 | 0.9838 | 0.165114 |
| 10 | -0.032415 | -0.2222 | 0.412551 |
| 11 | -0.036085 | -0.2474 | 0.402844 |
| 12 | -0.182812 | -1.2533 | 0.108148 |
| 13 | 0.028346 | 0.1943 | 0.423377 |
| 14 | 0.068974 | 0.4729 | 0.31925 |
| 15 | 0.072881 | 0.4996 | 0.309827 |
| 16 | 0.174926 | 1.1992 | 0.118225 |
| 17 | 0.0119 | 0.0816 | 0.467662 |
| 18 | -0.289007 | -1.9813 | 0.02671 |
| 19 | -0.047449 | -0.3253 | 0.3732 |
| 20 | -0.002671 | -0.0183 | 0.492734 |
| 21 | -0.034604 | -0.2372 | 0.406754 |
| 22 | -0.02059 | -0.1412 | 0.444173 |
| 23 | 0.101711 | 0.6973 | 0.244527 |
| 24 | -0.027907 | -0.1913 | 0.42455 |
| 25 | -0.061279 | -0.4201 | 0.338162 |
| 26 | 0.057337 | 0.3931 | 0.348017 |
| 27 | -0.095034 | -0.6515 | 0.258942 |
| 28 | -0.013466 | -0.0923 | 0.463418 |
| 29 | -0.05663 | -0.3882 | 0.349797 |
| 30 | -0.075208 | -0.5156 | 0.304275 |
| 31 | 0.106668 | 0.7313 | 0.23412 |
| 32 | -0.140533 | -0.9634 | 0.170127 |
| 33 | -0.051578 | -0.3536 | 0.362611 |
| 34 | 0.016551 | 0.1135 | 0.455072 |
| 35 | 0.018584 | 0.1274 | 0.449583 |
| 36 | -0.02905 | -0.1992 | 0.421501 |
