| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.647655 | -4.9747 | 3e-06 |
| 2 | 0.368968 | 2.8341 | 0.003141 |
| 3 | -0.366769 | -2.8172 | 0.00329 |
| 4 | 0.172686 | 1.3264 | 0.094905 |
| 5 | 0.066357 | 0.5097 | 0.306083 |
| 6 | -0.016915 | -0.1299 | 0.448533 |
| 7 | -0.014357 | -0.1103 | 0.45628 |
| 8 | -0.104037 | -0.7991 | 0.213713 |
| 9 | 0.098011 | 0.7528 | 0.227271 |
| 10 | -0.026068 | -0.2002 | 0.420994 |
| 11 | 0.086307 | 0.6629 | 0.254977 |
| 12 | -0.182053 | -1.3984 | 0.083617 |
| 13 | 0.107077 | 0.8225 | 0.207059 |
| 14 | -0.05273 | -0.405 | 0.343461 |
| 15 | 0.015537 | 0.1193 | 0.452705 |
| 16 | 0.060048 | 0.4612 | 0.323163 |
| 17 | -0.037182 | -0.2856 | 0.388092 |
| 18 | 0.002601 | 0.02 | 0.492064 |
| 19 | 0.035668 | 0.274 | 0.392531 |
| 20 | -0.189444 | -1.4551 | 0.075465 |
| 21 | 0.339983 | 2.6115 | 0.005707 |
| 22 | -0.36059 | -2.7697 | 0.003744 |
| 23 | 0.349112 | 2.6816 | 0.004744 |
| 24 | -0.353246 | -2.7133 | 0.004359 |
| 25 | 0.199706 | 1.534 | 0.065191 |
| 26 | -0.016158 | -0.1241 | 0.450826 |
| 27 | 0.056153 | 0.4313 | 0.333904 |
| 28 | -0.09207 | -0.7072 | 0.241113 |
| 29 | -0.021525 | -0.1653 | 0.434623 |
| 30 | 0.038956 | 0.2992 | 0.382908 |
| 31 | 0.00564 | 0.0433 | 0.482796 |
| 32 | 0.089731 | 0.6892 | 0.246689 |
| 33 | -0.137965 | -1.0597 | 0.146794 |
| 34 | 0.104172 | 0.8002 | 0.213413 |
| 35 | -0.075643 | -0.581 | 0.281719 |
| 36 | 0.062693 | 0.4816 | 0.315952 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.647655 | -4.9747 | 3e-06 |
| 2 | -0.086968 | -0.668 | 0.253365 |
| 3 | -0.283516 | -2.1777 | 0.016718 |
| 4 | -0.325466 | -2.5 | 0.00761 |
| 5 | 0.105818 | 0.8128 | 0.209799 |
| 6 | 0.153061 | 1.1757 | 0.122221 |
| 7 | 0.017163 | 0.1318 | 0.447782 |
| 8 | -0.061238 | -0.4704 | 0.319909 |
| 9 | 0.016902 | 0.1298 | 0.448573 |
| 10 | -0.017253 | -0.1325 | 0.447511 |
| 11 | 0.037924 | 0.2913 | 0.385921 |
| 12 | -0.139673 | -1.0728 | 0.143854 |
| 13 | -0.095018 | -0.7298 | 0.234186 |
| 14 | 0.00735 | 0.0565 | 0.477585 |
| 15 | -0.182652 | -1.403 | 0.082932 |
| 16 | -0.037049 | -0.2846 | 0.388482 |
| 17 | 0.193405 | 1.4856 | 0.071358 |
| 18 | 0.060791 | 0.4669 | 0.321129 |
| 19 | 0.139838 | 1.0741 | 0.143571 |
| 20 | -0.218183 | -1.6759 | 0.049525 |
| 21 | 0.171653 | 1.3185 | 0.096217 |
| 22 | -0.092426 | -0.7099 | 0.240269 |
| 23 | -0.0718 | -0.5515 | 0.291684 |
| 24 | -0.088836 | -0.6824 | 0.248839 |
| 25 | -0.164352 | -1.2624 | 0.105884 |
| 26 | 0.078176 | 0.6005 | 0.275243 |
| 27 | 0.160401 | 1.2321 | 0.111407 |
| 28 | -0.042618 | -0.3274 | 0.372279 |
| 29 | 0.066148 | 0.5081 | 0.306642 |
| 30 | 0.114191 | 0.8771 | 0.19199 |
| 31 | -0.034155 | -0.2623 | 0.396983 |
| 32 | -0.058304 | -0.4478 | 0.327953 |
| 33 | 0.066274 | 0.5091 | 0.306306 |
| 34 | 0.014637 | 0.1124 | 0.455434 |
| 35 | 0.073859 | 0.5673 | 0.286324 |
| 36 | -0.047878 | -0.3678 | 0.357185 |
