| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.141923 | -1.0901 | 0.140044 |
| 2 | -0.069342 | -0.5326 | 0.298148 |
| 3 | -0.024759 | -0.1902 | 0.424912 |
| 4 | -0.16852 | -1.2944 | 0.100281 |
| 5 | 0.060452 | 0.4643 | 0.322056 |
| 6 | -0.080407 | -0.6176 | 0.269602 |
| 7 | 0.013609 | 0.1045 | 0.458551 |
| 8 | -0.234532 | -1.8015 | 0.038369 |
| 9 | 0.095448 | 0.7332 | 0.233184 |
| 10 | -0.162523 | -1.2484 | 0.108415 |
| 11 | 0.100902 | 0.775 | 0.220706 |
| 12 | 0.423288 | 3.2513 | 0.00095 |
| 13 | 0.024418 | 0.1876 | 0.425932 |
| 14 | -0.053504 | -0.411 | 0.341291 |
| 15 | 0.082022 | 0.63 | 0.265556 |
| 16 | -0.146895 | -1.1283 | 0.131876 |
| 17 | -0.126366 | -0.9706 | 0.167847 |
| 18 | 0.055254 | 0.4244 | 0.336405 |
| 19 | -0.130789 | -1.0046 | 0.159594 |
| 20 | 0.012726 | 0.0977 | 0.461232 |
| 21 | 0.053856 | 0.4137 | 0.340306 |
| 22 | -0.147911 | -1.1361 | 0.13025 |
| 23 | -0.054997 | -0.4224 | 0.337119 |
| 24 | 0.333331 | 2.5604 | 0.006518 |
| 25 | 0.09578 | 0.7357 | 0.232414 |
| 26 | -0.05724 | -0.4397 | 0.330891 |
| 27 | 0.007504 | 0.0576 | 0.477116 |
| 28 | -0.129243 | -0.9927 | 0.162447 |
| 29 | -0.082488 | -0.6336 | 0.264394 |
| 30 | 0.033341 | 0.2561 | 0.399382 |
| 31 | -0.069814 | -0.5362 | 0.296902 |
| 32 | -0.047941 | -0.3682 | 0.357005 |
| 33 | 0.090146 | 0.6924 | 0.245694 |
| 34 | -0.213096 | -1.6368 | 0.053496 |
| 35 | 0.128895 | 0.9901 | 0.163094 |
| 36 | 0.116034 | 0.8913 | 0.188202 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.141923 | -1.0901 | 0.140044 |
| 2 | -0.091323 | -0.7015 | 0.242885 |
| 3 | -0.049872 | -0.3831 | 0.351521 |
| 4 | -0.192324 | -1.4773 | 0.072461 |
| 5 | -0.00411 | -0.0316 | 0.48746 |
| 6 | -0.11364 | -0.8729 | 0.193132 |
| 7 | -0.0322 | -0.2473 | 0.402756 |
| 8 | -0.311238 | -2.3907 | 0.010014 |
| 9 | -0.001381 | -0.0106 | 0.495787 |
| 10 | -0.307123 | -2.3591 | 0.010826 |
| 11 | 0.003267 | 0.0251 | 0.490032 |
| 12 | 0.316428 | 2.4305 | 0.009068 |
| 13 | 0.243262 | 1.8685 | 0.033328 |
| 14 | -0.034547 | -0.2654 | 0.395828 |
| 15 | 0.282847 | 2.1726 | 0.01692 |
| 16 | -0.074919 | -0.5755 | 0.283584 |
| 17 | -0.113251 | -0.8699 | 0.19394 |
| 18 | -0.06971 | -0.5354 | 0.297176 |
| 19 | -0.024431 | -0.1877 | 0.425895 |
| 20 | 0.03758 | 0.2887 | 0.386928 |
| 21 | 0.189926 | 1.4589 | 0.074955 |
| 22 | -0.047651 | -0.366 | 0.357831 |
| 23 | -0.166149 | -1.2762 | 0.103441 |
| 24 | 0.029587 | 0.2273 | 0.410502 |
| 25 | 0.061378 | 0.4715 | 0.319528 |
| 26 | -0.125268 | -0.9622 | 0.169938 |
| 27 | -0.15385 | -1.1817 | 0.121024 |
| 28 | 0.056602 | 0.4348 | 0.332657 |
| 29 | -0.03947 | -0.3032 | 0.381411 |
| 30 | -0.033932 | -0.2606 | 0.397641 |
| 31 | -0.015938 | -0.1224 | 0.451489 |
| 32 | -0.055545 | -0.4266 | 0.335594 |
| 33 | -0.081796 | -0.6283 | 0.266119 |
| 34 | -0.123356 | -0.9475 | 0.173621 |
| 35 | 0.139002 | 1.0677 | 0.145005 |
| 36 | -0.181949 | -1.3976 | 0.083737 |
