| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.414241 | -2.5536 | 0.007399 |
| 2 | 0.163807 | 1.0098 | 0.159495 |
| 3 | 0.013519 | 0.0833 | 0.467011 |
| 4 | -0.390364 | -2.4064 | 0.010541 |
| 5 | 0.039831 | 0.2455 | 0.403681 |
| 6 | 0.05672 | 0.3496 | 0.364268 |
| 7 | -0.163332 | -1.0068 | 0.160189 |
| 8 | 0.220769 | 1.3609 | 0.090779 |
| 9 | 0.125021 | 0.7707 | 0.222831 |
| 10 | -0.171954 | -1.06 | 0.147919 |
| 11 | 0.264696 | 1.6317 | 0.055502 |
| 12 | -0.244204 | -1.5054 | 0.070247 |
| 13 | 0.02095 | 0.1291 | 0.448962 |
| 14 | 0.029662 | 0.1829 | 0.427944 |
| 15 | -0.051268 | -0.316 | 0.376853 |
| 16 | -0.036824 | -0.227 | 0.410821 |
| 17 | 0.020888 | 0.1288 | 0.449112 |
| 18 | -0.001915 | -0.0118 | 0.495321 |
| 19 | -0.076117 | -0.4692 | 0.320798 |
| 20 | 0.317541 | 1.9575 | 0.028834 |
| 21 | -0.220176 | -1.3573 | 0.091354 |
| 22 | 0.179807 | 1.1084 | 0.137326 |
| 23 | -0.130371 | -0.8037 | 0.213297 |
| 24 | -0.179686 | -1.1077 | 0.137486 |
| 25 | 0.103513 | 0.6381 | 0.263619 |
| 26 | -0.129367 | -0.7975 | 0.215067 |
| 27 | 0.09152 | 0.5642 | 0.287978 |
| 28 | 0.11413 | 0.7035 | 0.243003 |
| 29 | 0.012906 | 0.0796 | 0.468504 |
| 30 | 0.011466 | 0.0707 | 0.472011 |
| 31 | 0.080724 | 0.4976 | 0.310811 |
| 32 | -0.264447 | -1.6302 | 0.055665 |
| 33 | 0.095784 | 0.5905 | 0.279191 |
| 34 | -0.112881 | -0.6958 | 0.245379 |
| 35 | 0.075043 | 0.4626 | 0.323146 |
| 36 | 0.052353 | 0.3227 | 0.374337 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.414241 | -2.5536 | 0.007399 |
| 2 | -0.009402 | -0.058 | 0.477043 |
| 3 | 0.094307 | 0.5813 | 0.282219 |
| 4 | -0.427031 | -2.6324 | 0.006094 |
| 5 | -0.403812 | -2.4893 | 0.008648 |
| 6 | 0.018909 | 0.1166 | 0.45391 |
| 7 | -0.140275 | -0.8647 | 0.196312 |
| 8 | -0.241013 | -1.4857 | 0.072804 |
| 9 | 0.125898 | 0.7761 | 0.221251 |
| 10 | -0.034238 | -0.2111 | 0.416985 |
| 11 | 0.007017 | 0.0433 | 0.482863 |
| 12 | -0.054393 | -0.3353 | 0.36962 |
| 13 | 0.105507 | 0.6504 | 0.259676 |
| 14 | 0.047763 | 0.2944 | 0.385016 |
| 15 | 0.102195 | 0.63 | 0.266242 |
| 16 | -0.045692 | -0.2817 | 0.389865 |
| 17 | -0.188818 | -1.164 | 0.12585 |
| 18 | 0.036509 | 0.2251 | 0.41157 |
| 19 | -0.131626 | -0.8114 | 0.211096 |
| 20 | 0.192361 | 1.1858 | 0.121533 |
| 21 | 0.031612 | 0.1949 | 0.423266 |
| 22 | 0.026274 | 0.162 | 0.436096 |
| 23 | -0.102087 | -0.6293 | 0.266456 |
| 24 | -0.199587 | -1.2303 | 0.113067 |
| 25 | 0.05517 | 0.3401 | 0.36783 |
| 26 | -0.131538 | -0.8109 | 0.211249 |
| 27 | -0.014253 | -0.0879 | 0.465224 |
| 28 | -0.049321 | -0.304 | 0.381379 |
| 29 | -0.06271 | -0.3866 | 0.350615 |
| 30 | -0.025727 | -0.1586 | 0.437416 |
| 31 | -0.006704 | -0.0413 | 0.483625 |
| 32 | -0.017185 | -0.1059 | 0.458094 |
| 33 | -0.110037 | -0.6783 | 0.250841 |
| 34 | -0.047225 | -0.2911 | 0.386275 |
| 35 | 0.10365 | 0.6389 | 0.263348 |
| 36 | -0.088767 | -0.5472 | 0.293722 |
