| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.107995 | 1.3914 | 0.08298 |
| 2 | -0.184466 | -2.3767 | 0.009304 |
| 3 | -0.45236 | -5.8282 | 0 |
| 4 | -0.28486 | -3.6702 | 0.000163 |
| 5 | -0.023821 | -0.3069 | 0.379648 |
| 6 | 0.169179 | 2.1797 | 0.015343 |
| 7 | 0.238888 | 3.0779 | 0.00122 |
| 8 | 0.108753 | 1.4012 | 0.081514 |
| 9 | 0.05016 | 0.6463 | 0.259501 |
| 10 | -0.088428 | -1.1393 | 0.128106 |
| 11 | -0.073081 | -0.9416 | 0.173888 |
| 12 | -0.284021 | -3.6594 | 0.00017 |
| 13 | 0.012713 | 0.1638 | 0.435047 |
| 14 | 0.125738 | 1.62 | 0.053562 |
| 15 | 0.143627 | 1.8505 | 0.033009 |
| 16 | 0.071428 | 0.9203 | 0.179379 |
| 17 | -0.071381 | -0.9197 | 0.179538 |
| 18 | 0.007692 | 0.0991 | 0.460588 |
| 19 | -0.144522 | -1.862 | 0.032183 |
| 20 | 0.02807 | 0.3617 | 0.359036 |
| 21 | 0.0306 | 0.3943 | 0.34695 |
| 22 | 0.047617 | 0.6135 | 0.270191 |
| 23 | 0.00849 | 0.1094 | 0.456512 |
| 24 | -0.082457 | -1.0624 | 0.144802 |
| 25 | 1.7e-05 | 2e-04 | 0.499911 |
| 26 | 0.052729 | 0.6794 | 0.248925 |
| 27 | 0.103751 | 1.3367 | 0.09157 |
| 28 | -0.053555 | -0.69 | 0.245574 |
| 29 | -0.056137 | -0.7233 | 0.235263 |
| 30 | -0.254271 | -3.2761 | 0.000641 |
| 31 | 0.068865 | 0.8873 | 0.188111 |
| 32 | 0.168367 | 2.1693 | 0.015743 |
| 33 | 0.210895 | 2.7172 | 0.003641 |
| 34 | 0.089283 | 1.1503 | 0.12583 |
| 35 | -0.161593 | -2.082 | 0.019439 |
| 36 | -0.233873 | -3.0132 | 0.001495 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.107995 | 1.3914 | 0.08298 |
| 2 | -0.198444 | -2.5568 | 0.00573 |
| 3 | -0.428741 | -5.5239 | 0 |
| 4 | -0.316001 | -4.0714 | 3.6e-05 |
| 5 | -0.25413 | -3.2742 | 0.000645 |
| 6 | -0.24962 | -3.2161 | 0.000781 |
| 7 | -0.178835 | -2.3041 | 0.011227 |
| 8 | -0.191402 | -2.466 | 0.007339 |
| 9 | -0.03989 | -0.5139 | 0.303988 |
| 10 | -0.016416 | -0.2115 | 0.416374 |
| 11 | 0.101758 | 1.3111 | 0.095824 |
| 12 | -0.216149 | -2.7849 | 0.002989 |
| 13 | 0.023849 | 0.3073 | 0.379511 |
| 14 | 0.039987 | 0.5152 | 0.303553 |
| 15 | -0.082937 | -1.0686 | 0.143409 |
| 16 | -0.071444 | -0.9205 | 0.179324 |
| 17 | -0.122458 | -1.5778 | 0.058262 |
| 18 | 0.060232 | 0.776 | 0.219417 |
| 19 | -0.145276 | -1.8718 | 0.0315 |
| 20 | -0.000367 | -0.0047 | 0.498114 |
| 21 | 0.058532 | 0.7541 | 0.225919 |
| 22 | 0.030735 | 0.396 | 0.346308 |
| 23 | 0.088634 | 1.142 | 0.127556 |
| 24 | -0.150478 | -1.9388 | 0.027112 |
| 25 | 0.012296 | 0.1584 | 0.437159 |
| 26 | 0.085714 | 1.1043 | 0.13552 |
| 27 | 0.07745 | 0.9979 | 0.159895 |
| 28 | -0.04865 | -0.6268 | 0.265822 |
| 29 | -0.029045 | -0.3742 | 0.35436 |
| 30 | -0.246276 | -3.173 | 0.000899 |
| 31 | -0.129198 | -1.6646 | 0.04894 |
| 32 | -0.066077 | -0.8513 | 0.197904 |
| 33 | 0.000117 | 0.0015 | 0.499402 |
| 34 | 0.1231 | 1.586 | 0.057317 |
| 35 | 0.097976 | 1.2623 | 0.1043 |
| 36 | -0.069715 | -0.8982 | 0.185185 |
