| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.51266 | 3.5518 | 0.000435 |
| 2 | 0.351833 | 2.4376 | 0.009271 |
| 3 | 0.298273 | 2.0665 | 0.0221 |
| 4 | 0.357633 | 2.4778 | 0.008396 |
| 5 | 0.254357 | 1.7622 | 0.042198 |
| 6 | 0.106149 | 0.7354 | 0.23283 |
| 7 | 0.011302 | 0.0783 | 0.468956 |
| 8 | 0.015834 | 0.1097 | 0.456552 |
| 9 | -0.022248 | -0.1541 | 0.439074 |
| 10 | -0.135085 | -0.9359 | 0.177006 |
| 11 | -0.126973 | -0.8797 | 0.191705 |
| 12 | -0.313631 | -2.1729 | 0.017378 |
| 13 | -0.178373 | -1.2358 | 0.111273 |
| 14 | -0.101795 | -0.7053 | 0.242031 |
| 15 | -0.084801 | -0.5875 | 0.279805 |
| 16 | -0.088591 | -0.6138 | 0.271131 |
| 17 | 0.006092 | 0.0422 | 0.483256 |
| 18 | 0.114962 | 0.7965 | 0.214838 |
| 19 | 0.156091 | 1.0814 | 0.142454 |
| 20 | 0.058136 | 0.4028 | 0.344451 |
| 21 | 0.110407 | 0.7649 | 0.224031 |
| 22 | 0.20511 | 1.421 | 0.080884 |
| 23 | 0.138508 | 0.9596 | 0.171031 |
| 24 | 0.07439 | 0.5154 | 0.304323 |
| 25 | 0.09495 | 0.6578 | 0.256895 |
| 26 | 0.088256 | 0.6115 | 0.271892 |
| 27 | 0.042526 | 0.2946 | 0.384774 |
| 28 | -0.101738 | -0.7049 | 0.242152 |
| 29 | -0.147653 | -1.023 | 0.155726 |
| 30 | -0.207911 | -1.4405 | 0.078115 |
| 31 | -0.258019 | -1.7876 | 0.040077 |
| 32 | -0.16911 | -1.1716 | 0.123565 |
| 33 | -0.214643 | -1.4871 | 0.071766 |
| 34 | -0.254958 | -1.7664 | 0.041844 |
| 35 | -0.227733 | -1.5778 | 0.060592 |
| 36 | -0.155466 | -1.0771 | 0.14341 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.51266 | 3.5518 | 0.000435 |
| 2 | 0.120747 | 0.8366 | 0.203494 |
| 3 | 0.107071 | 0.7418 | 0.230908 |
| 4 | 0.204214 | 1.4148 | 0.081786 |
| 5 | -0.032719 | -0.2267 | 0.410817 |
| 6 | -0.127846 | -0.8857 | 0.190087 |
| 7 | -0.10656 | -0.7383 | 0.231972 |
| 8 | -0.024554 | -0.1701 | 0.432816 |
| 9 | -0.05152 | -0.3569 | 0.361351 |
| 10 | -0.120921 | -0.8378 | 0.203158 |
| 11 | 0.03821 | 0.2647 | 0.396176 |
| 12 | -0.300859 | -2.0844 | 0.021234 |
| 13 | 0.143449 | 0.9938 | 0.162642 |
| 14 | 0.123994 | 0.8591 | 0.197289 |
| 15 | 0.020594 | 0.1427 | 0.443569 |
| 16 | 0.103474 | 0.7169 | 0.238458 |
| 17 | 0.119699 | 0.8293 | 0.205521 |
| 18 | 0.102994 | 0.7136 | 0.239477 |
| 19 | 0.022957 | 0.159 | 0.437149 |
| 20 | -0.116643 | -0.8081 | 0.211502 |
| 21 | 0.051642 | 0.3578 | 0.361035 |
| 22 | -0.026203 | -0.1815 | 0.428355 |
| 23 | -0.083486 | -0.5784 | 0.282847 |
| 24 | -0.136198 | -0.9436 | 0.175048 |
| 25 | 0.065946 | 0.4569 | 0.324906 |
| 26 | 0.000706 | 0.0049 | 0.498058 |
| 27 | -0.036645 | -0.2539 | 0.400334 |
| 28 | -0.119821 | -0.8301 | 0.205284 |
| 29 | -0.017456 | -0.1209 | 0.452121 |
| 30 | -0.121269 | -0.8402 | 0.202488 |
| 31 | -0.052562 | -0.3642 | 0.358668 |
| 32 | 0.126711 | 0.8779 | 0.192191 |
| 33 | -0.05357 | -0.3711 | 0.356082 |
| 34 | -0.001287 | -0.0089 | 0.496461 |
| 35 | 0.017637 | 0.1222 | 0.451629 |
| 36 | -0.072082 | -0.4994 | 0.30989 |
