| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.511898 | 3.5465 | 0.000442 |
| 2 | -0.034153 | -0.2366 | 0.40698 |
| 3 | -0.187524 | -1.2992 | 0.10004 |
| 4 | -0.165277 | -1.1451 | 0.128929 |
| 5 | -0.211433 | -1.4648 | 0.074741 |
| 6 | -0.289715 | -2.0072 | 0.025188 |
| 7 | -0.359206 | -2.4887 | 0.008172 |
| 8 | -0.248261 | -1.72 | 0.045937 |
| 9 | -0.095888 | -0.6643 | 0.254828 |
| 10 | 0.027702 | 0.1919 | 0.424305 |
| 11 | 0.350223 | 2.4264 | 0.009527 |
| 12 | 0.571657 | 3.9606 | 0.000123 |
| 13 | 0.347567 | 2.408 | 0.009965 |
| 14 | -0.028899 | -0.2002 | 0.421078 |
| 15 | -0.186111 | -1.2894 | 0.101716 |
| 16 | -0.189195 | -1.3108 | 0.098085 |
| 17 | -0.123253 | -0.8539 | 0.198696 |
| 18 | -0.106936 | -0.7409 | 0.23119 |
| 19 | -0.131443 | -0.9107 | 0.183512 |
| 20 | -0.151288 | -1.0482 | 0.149909 |
| 21 | -0.094038 | -0.6515 | 0.258911 |
| 22 | 0.079885 | 0.5535 | 0.29126 |
| 23 | 0.306374 | 2.1226 | 0.019485 |
| 24 | 0.341483 | 2.3659 | 0.011037 |
| 25 | 0.058902 | 0.4081 | 0.342513 |
| 26 | -0.16883 | -1.1697 | 0.123951 |
| 27 | -0.170778 | -1.1832 | 0.121282 |
| 28 | -0.058385 | -0.4045 | 0.343821 |
| 29 | -0.105494 | -0.7309 | 0.234202 |
| 30 | -0.134334 | -0.9307 | 0.178334 |
| 31 | -0.082061 | -0.5685 | 0.286161 |
| 32 | 0.009712 | 0.0673 | 0.473316 |
| 33 | 0.022746 | 0.1576 | 0.43772 |
| 34 | 0.037367 | 0.2589 | 0.398415 |
| 35 | 0.118742 | 0.8227 | 0.207381 |
| 36 | 0.189008 | 1.3095 | 0.098302 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.511898 | 3.5465 | 0.000442 |
| 2 | -0.401367 | -2.7808 | 0.003863 |
| 3 | 0.068546 | 0.4749 | 0.318506 |
| 4 | -0.123459 | -0.8554 | 0.198303 |
| 5 | -0.186496 | -1.2921 | 0.101257 |
| 6 | -0.180251 | -1.2488 | 0.108895 |
| 7 | -0.294745 | -2.0421 | 0.023331 |
| 8 | -0.075217 | -0.5211 | 0.302341 |
| 9 | -0.229616 | -1.5908 | 0.059107 |
| 10 | -0.106697 | -0.7392 | 0.231687 |
| 11 | 0.363298 | 2.517 | 0.007615 |
| 12 | 0.146064 | 1.012 | 0.158315 |
| 13 | -0.079424 | -0.5503 | 0.292344 |
| 14 | -0.103968 | -0.7203 | 0.237414 |
| 15 | -0.094333 | -0.6536 | 0.258258 |
| 16 | -0.128676 | -0.8915 | 0.188556 |
| 17 | 0.044942 | 0.3114 | 0.378435 |
| 18 | 0.155327 | 1.0761 | 0.143623 |
| 19 | 0.163404 | 1.1321 | 0.131609 |
| 20 | -0.094024 | -0.6514 | 0.258942 |
| 21 | -0.045619 | -0.3161 | 0.376664 |
| 22 | 0.050649 | 0.3509 | 0.363597 |
| 23 | -0.025754 | -0.1784 | 0.429568 |
| 24 | -0.042202 | -0.2924 | 0.385626 |
| 25 | -0.152911 | -1.0594 | 0.147361 |
| 26 | 0.057277 | 0.3968 | 0.346627 |
| 27 | 0.010174 | 0.0705 | 0.472048 |
| 28 | 0.075624 | 0.5239 | 0.301367 |
| 29 | -0.197851 | -1.3708 | 0.088414 |
| 30 | -0.054933 | -0.3806 | 0.352594 |
| 31 | -0.082833 | -0.5739 | 0.284362 |
| 32 | 0.006557 | 0.0454 | 0.481976 |
| 33 | -0.034322 | -0.2378 | 0.406529 |
| 34 | -0.115333 | -0.799 | 0.214099 |
| 35 | -0.123263 | -0.854 | 0.198677 |
| 36 | -0.025024 | -0.1734 | 0.431543 |
