| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.544034 | -3.7692 | 0.000224 |
| 2 | 0.154222 | 1.0685 | 0.145323 |
| 3 | -0.077851 | -0.5394 | 0.296062 |
| 4 | 0.080789 | 0.5597 | 0.289136 |
| 5 | -0.150913 | -1.0456 | 0.150502 |
| 6 | 0.105744 | 0.7326 | 0.233677 |
| 7 | -0.074654 | -0.5172 | 0.30369 |
| 8 | 0.083134 | 0.576 | 0.283663 |
| 9 | -0.055053 | -0.3814 | 0.352289 |
| 10 | 0.005917 | 0.041 | 0.483735 |
| 11 | 0.171532 | 1.1884 | 0.120259 |
| 12 | -0.360922 | -2.5005 | 0.007934 |
| 13 | 0.189653 | 1.314 | 0.097554 |
| 14 | -0.057633 | -0.3993 | 0.345725 |
| 15 | 0.054685 | 0.3789 | 0.353229 |
| 16 | -0.154047 | -1.0673 | 0.145594 |
| 17 | 0.178482 | 1.2366 | 0.111133 |
| 18 | -0.09699 | -0.672 | 0.252413 |
| 19 | 0.104467 | 0.7238 | 0.236361 |
| 20 | -0.171492 | -1.1881 | 0.120313 |
| 21 | 0.147876 | 1.0245 | 0.155364 |
| 22 | -0.153055 | -1.0604 | 0.147136 |
| 23 | 0.178498 | 1.2367 | 0.111114 |
| 24 | -0.165797 | -1.1487 | 0.128192 |
| 25 | 0.173981 | 1.2054 | 0.116984 |
| 26 | -0.118656 | -0.8221 | 0.20755 |
| 27 | 0.100266 | 0.6947 | 0.245308 |
| 28 | -0.027326 | -0.1893 | 0.425321 |
| 29 | -0.014349 | -0.0994 | 0.460612 |
| 30 | -0.013332 | -0.0924 | 0.463395 |
| 31 | -0.053914 | -0.3735 | 0.355199 |
| 32 | 0.137684 | 0.9539 | 0.172456 |
| 33 | -0.057044 | -0.3952 | 0.347218 |
| 34 | 0.029018 | 0.201 | 0.420757 |
| 35 | -0.062419 | -0.4325 | 0.333675 |
| 36 | 0.103625 | 0.7179 | 0.238139 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.544034 | -3.7692 | 0.000224 |
| 2 | -0.201343 | -1.3949 | 0.084727 |
| 3 | -0.128194 | -0.8882 | 0.189443 |
| 4 | 0.003204 | 0.0222 | 0.49119 |
| 5 | -0.146012 | -1.0116 | 0.1584 |
| 6 | -0.076721 | -0.5315 | 0.29875 |
| 7 | -0.084155 | -0.583 | 0.281297 |
| 8 | 0.008371 | 0.058 | 0.476997 |
| 9 | 0.0041 | 0.0284 | 0.48873 |
| 10 | -0.052631 | -0.3646 | 0.358492 |
| 11 | 0.234607 | 1.6254 | 0.055313 |
| 12 | -0.241556 | -1.6736 | 0.050362 |
| 13 | -0.190201 | -1.3178 | 0.096921 |
| 14 | -0.104408 | -0.7234 | 0.236485 |
| 15 | -0.018634 | -0.1291 | 0.448909 |
| 16 | -0.165877 | -1.1492 | 0.128078 |
| 17 | -0.116236 | -0.8053 | 0.212308 |
| 18 | -0.045357 | -0.3142 | 0.377349 |
| 19 | 0.01668 | 0.1156 | 0.454242 |
| 20 | -0.132459 | -0.9177 | 0.181681 |
| 21 | -0.093569 | -0.6483 | 0.259951 |
| 22 | -0.186969 | -1.2954 | 0.100696 |
| 23 | 0.134096 | 0.929 | 0.178758 |
| 24 | -0.187072 | -1.2961 | 0.100573 |
| 25 | -0.065419 | -0.4532 | 0.32621 |
| 26 | -0.062487 | -0.4329 | 0.333506 |
| 27 | 0.042071 | 0.2915 | 0.38597 |
| 28 | -0.03702 | -0.2565 | 0.399338 |
| 29 | -0.101913 | -0.7061 | 0.241777 |
| 30 | -0.022019 | -0.1526 | 0.439696 |
| 31 | -0.132825 | -0.9202 | 0.181026 |
| 32 | -0.026397 | -0.1829 | 0.427831 |
| 33 | 0.047757 | 0.3309 | 0.371093 |
| 34 | -0.051014 | -0.3534 | 0.362655 |
| 35 | 0.067045 | 0.4645 | 0.322195 |
| 36 | -0.094007 | -0.6513 | 0.258979 |
