| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.52549 | 4.1042 | 6.1e-05 |
| 2 | 0.336686 | 2.6296 | 0.005402 |
| 3 | 0.427809 | 3.3413 | 0.000714 |
| 4 | 0.400682 | 3.1294 | 0.001343 |
| 5 | 0.301216 | 2.3526 | 0.010943 |
| 6 | 0.26888 | 2.1 | 0.019935 |
| 7 | 0.067999 | 0.5311 | 0.298642 |
| 8 | 0.137713 | 1.0756 | 0.143177 |
| 9 | 0.002589 | 0.0202 | 0.491965 |
| 10 | -0.118109 | -0.9225 | 0.179962 |
| 11 | 0.043191 | 0.3373 | 0.368512 |
| 12 | 0.248793 | 1.9431 | 0.028309 |
| 13 | -0.023351 | -0.1824 | 0.427945 |
| 14 | -0.125534 | -0.9805 | 0.165367 |
| 15 | -0.051758 | -0.4042 | 0.343723 |
| 16 | 0.045885 | 0.3584 | 0.36065 |
| 17 | -0.032257 | -0.2519 | 0.40097 |
| 18 | -0.028329 | -0.2213 | 0.412816 |
| 19 | -0.057831 | -0.4517 | 0.326554 |
| 20 | -0.050044 | -0.3909 | 0.348633 |
| 21 | -0.140833 | -1.0999 | 0.13784 |
| 22 | -0.164418 | -1.2841 | 0.101974 |
| 23 | -0.072583 | -0.5669 | 0.286435 |
| 24 | 0.053667 | 0.4192 | 0.338289 |
| 25 | -0.06678 | -0.5216 | 0.30193 |
| 26 | -0.231034 | -1.8044 | 0.03805 |
| 27 | -0.142338 | -1.1117 | 0.135316 |
| 28 | -0.02077 | -0.1622 | 0.435836 |
| 29 | -0.112005 | -0.8748 | 0.19256 |
| 30 | -0.120705 | -0.9427 | 0.174767 |
| 31 | -0.107232 | -0.8375 | 0.202788 |
| 32 | -0.194693 | -1.5206 | 0.066763 |
| 33 | -0.191632 | -1.4967 | 0.069815 |
| 34 | -0.196478 | -1.5345 | 0.065034 |
| 35 | -0.202348 | -1.5804 | 0.059595 |
| 36 | -0.084025 | -0.6563 | 0.257064 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.52549 | 4.1042 | 6.1e-05 |
| 2 | 0.083644 | 0.6533 | 0.258016 |
| 3 | 0.308472 | 2.4092 | 0.00951 |
| 4 | 0.100655 | 0.7861 | 0.217414 |
| 5 | 0.022856 | 0.1785 | 0.429457 |
| 6 | 0.018488 | 0.1444 | 0.442833 |
| 7 | -0.285363 | -2.2288 | 0.014763 |
| 8 | 0.131317 | 1.0256 | 0.154561 |
| 9 | -0.304249 | -2.3763 | 0.010322 |
| 10 | -0.041681 | -0.3255 | 0.372942 |
| 11 | 0.229572 | 1.793 | 0.038964 |
| 12 | 0.394881 | 3.0841 | 0.001533 |
| 13 | -0.171388 | -1.3386 | 0.092837 |
| 14 | -0.218561 | -1.707 | 0.046453 |
| 15 | -0.094562 | -0.7386 | 0.231504 |
| 16 | -0.019234 | -0.1502 | 0.440542 |
| 17 | -0.155833 | -1.2171 | 0.114129 |
| 18 | 0.121647 | 0.9501 | 0.172908 |
| 19 | 0.185359 | 1.4477 | 0.076411 |
| 20 | -0.067567 | -0.5277 | 0.299806 |
| 21 | -0.046746 | -0.3651 | 0.358152 |
| 22 | -0.032463 | -0.2535 | 0.400351 |
| 23 | -0.070748 | -0.5526 | 0.291293 |
| 24 | -0.119706 | -0.9349 | 0.176754 |
| 25 | 0.174969 | 1.3665 | 0.088392 |
| 26 | -0.137438 | -1.0734 | 0.143655 |
| 27 | -0.009435 | -0.0737 | 0.470748 |
| 28 | 0.028404 | 0.2218 | 0.412588 |
| 29 | 0.004241 | 0.0331 | 0.486843 |
| 30 | -0.14062 | -1.0983 | 0.138199 |
| 31 | -0.04925 | -0.3847 | 0.350916 |
| 32 | -0.09164 | -0.7157 | 0.238445 |
| 33 | 0.00591 | 0.0462 | 0.481668 |
| 34 | 0.001286 | 0.01 | 0.496011 |
| 35 | -0.046908 | -0.3664 | 0.35768 |
| 36 | 0.027208 | 0.2125 | 0.416213 |
