| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.213328 | 1.6386 | 0.053309 |
| 2 | 0.047942 | 0.3682 | 0.357003 |
| 3 | -0.231186 | -1.7758 | 0.040464 |
| 4 | 0.083929 | 0.6447 | 0.260819 |
| 5 | -0.197868 | -1.5199 | 0.066945 |
| 6 | -0.179874 | -1.3816 | 0.086146 |
| 7 | -0.19345 | -1.4859 | 0.071313 |
| 8 | 0.050519 | 0.388 | 0.34969 |
| 9 | -0.039542 | -0.3037 | 0.381202 |
| 10 | 0.111576 | 0.857 | 0.197448 |
| 11 | 0.143613 | 1.1031 | 0.137228 |
| 12 | 0.429017 | 3.2953 | 0.000833 |
| 13 | 0.139211 | 1.0693 | 0.144645 |
| 14 | 0.024428 | 0.1876 | 0.425902 |
| 15 | -0.231487 | -1.7781 | 0.040271 |
| 16 | -0.067022 | -0.5148 | 0.304307 |
| 17 | -0.131201 | -1.0078 | 0.15884 |
| 18 | -0.032543 | -0.25 | 0.401741 |
| 19 | -0.215803 | -1.6576 | 0.051352 |
| 20 | -0.051337 | -0.3943 | 0.34738 |
| 21 | -0.099151 | -0.7616 | 0.224667 |
| 22 | 0.072162 | 0.5543 | 0.290739 |
| 23 | -0.008034 | -0.0617 | 0.475501 |
| 24 | 0.200535 | 1.5403 | 0.064412 |
| 25 | 0.048845 | 0.3752 | 0.354434 |
| 26 | 0.033761 | 0.2593 | 0.398145 |
| 27 | -0.153677 | -1.1804 | 0.121285 |
| 28 | 0.029822 | 0.2291 | 0.409804 |
| 29 | -0.115021 | -0.8835 | 0.190279 |
| 30 | -0.090179 | -0.6927 | 0.245614 |
| 31 | -0.262413 | -2.0156 | 0.0242 |
| 32 | -0.092609 | -0.7113 | 0.239838 |
| 33 | -0.136244 | -1.0465 | 0.149796 |
| 34 | 0.026712 | 0.2052 | 0.419069 |
| 35 | 0.087301 | 0.6706 | 0.252555 |
| 36 | 0.220546 | 1.694 | 0.047765 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.213328 | 1.6386 | 0.053309 |
| 2 | 0.002549 | 0.0196 | 0.492222 |
| 3 | -0.253468 | -1.9469 | 0.028155 |
| 4 | 0.206721 | 1.5879 | 0.058833 |
| 5 | -0.280297 | -2.153 | 0.017709 |
| 6 | -0.167744 | -1.2885 | 0.101306 |
| 7 | -0.005094 | -0.0391 | 0.484461 |
| 8 | -0.034543 | -0.2653 | 0.395839 |
| 9 | -0.090998 | -0.699 | 0.243659 |
| 10 | 0.126844 | 0.9743 | 0.166941 |
| 11 | 0.105962 | 0.8139 | 0.209486 |
| 12 | 0.320327 | 2.4605 | 0.008411 |
| 13 | 0.029549 | 0.227 | 0.410615 |
| 14 | -0.015093 | -0.1159 | 0.45405 |
| 15 | -0.079603 | -0.6114 | 0.271628 |
| 16 | -0.045813 | -0.3519 | 0.363086 |
| 17 | 0.032156 | 0.247 | 0.402885 |
| 18 | 0.062176 | 0.4776 | 0.317357 |
| 19 | -0.165226 | -1.2691 | 0.10469 |
| 20 | -0.057033 | -0.4381 | 0.331466 |
| 21 | -0.138879 | -1.0668 | 0.145215 |
| 22 | -0.12188 | -0.9362 | 0.176499 |
| 23 | -0.088118 | -0.6768 | 0.250574 |
| 24 | -0.003023 | -0.0232 | 0.490777 |
| 25 | -0.071462 | -0.5489 | 0.29257 |
| 26 | -0.036007 | -0.2766 | 0.391537 |
| 27 | -0.008028 | -0.0617 | 0.475518 |
| 28 | 0.091196 | 0.7005 | 0.243187 |
| 29 | -0.097123 | -0.746 | 0.229309 |
| 30 | -0.096183 | -0.7388 | 0.231479 |
| 31 | -0.086807 | -0.6668 | 0.253758 |
| 32 | -0.092923 | -0.7138 | 0.239097 |
| 33 | -0.065773 | -0.5052 | 0.307645 |
| 34 | -0.031623 | -0.2429 | 0.404463 |
| 35 | 0.096423 | 0.7406 | 0.230925 |
| 36 | 0.002169 | 0.0167 | 0.493381 |
