| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.514831 | -3.9208 | 0.000118 |
| 2 | 0.025944 | 0.1976 | 0.422031 |
| 3 | 0.062148 | 0.4733 | 0.318887 |
| 4 | -0.162549 | -1.2379 | 0.110364 |
| 5 | 0.149491 | 1.1385 | 0.129798 |
| 6 | -0.086942 | -0.6621 | 0.255256 |
| 7 | 0.144183 | 1.0981 | 0.138357 |
| 8 | -0.254736 | -1.94 | 0.028623 |
| 9 | 0.257702 | 1.9626 | 0.027248 |
| 10 | -0.233672 | -1.7796 | 0.040191 |
| 11 | -0.010079 | -0.0768 | 0.469538 |
| 12 | 0.281844 | 2.1465 | 0.018015 |
| 13 | -0.101178 | -0.7705 | 0.222052 |
| 14 | -0.12097 | -0.9213 | 0.180359 |
| 15 | 0.178124 | 1.3566 | 0.09009 |
| 16 | -0.116845 | -0.8899 | 0.188607 |
| 17 | -0.070971 | -0.5405 | 0.29546 |
| 18 | 0.169335 | 1.2896 | 0.101151 |
| 19 | -0.164378 | -1.2519 | 0.107822 |
| 20 | 0.06279 | 0.4782 | 0.317154 |
| 21 | 0.08799 | 0.6701 | 0.252723 |
| 22 | -0.097954 | -0.746 | 0.229341 |
| 23 | -0.142052 | -1.0818 | 0.141902 |
| 24 | 0.243551 | 1.8548 | 0.034353 |
| 25 | -0.024499 | -0.1866 | 0.42632 |
| 26 | -0.069065 | -0.526 | 0.300453 |
| 27 | 0.073356 | 0.5587 | 0.289271 |
| 28 | -0.07624 | -0.5806 | 0.28187 |
| 29 | -0.035317 | -0.269 | 0.394454 |
| 30 | 0.100245 | 0.7634 | 0.224147 |
| 31 | -0.063061 | -0.4803 | 0.316425 |
| 32 | -0.063891 | -0.4866 | 0.314195 |
| 33 | 0.212162 | 1.6158 | 0.055785 |
| 34 | -0.274373 | -2.0896 | 0.020527 |
| 35 | 0.143164 | 1.0903 | 0.140043 |
| 36 | 0.012627 | 0.0962 | 0.461862 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.514831 | -3.9208 | 0.000118 |
| 2 | -0.325338 | -2.4777 | 0.008079 |
| 3 | -0.133368 | -1.0157 | 0.156994 |
| 4 | -0.271598 | -2.0684 | 0.021534 |
| 5 | -0.121622 | -0.9262 | 0.179079 |
| 6 | -0.151634 | -1.1548 | 0.126452 |
| 7 | 0.085458 | 0.6508 | 0.258862 |
| 8 | -0.2428 | -1.8491 | 0.03477 |
| 9 | 0.05642 | 0.4297 | 0.334509 |
| 10 | -0.237286 | -1.8071 | 0.037966 |
| 11 | -0.3203 | -2.4393 | 0.008897 |
| 12 | -0.066394 | -0.5056 | 0.307512 |
| 13 | 0.218269 | 1.6623 | 0.050925 |
| 14 | -0.152916 | -1.1646 | 0.12448 |
| 15 | 0.207976 | 1.5839 | 0.059327 |
| 16 | 0.08559 | 0.6518 | 0.258541 |
| 17 | -0.006438 | -0.049 | 0.480531 |
| 18 | -0.051861 | -0.395 | 0.34716 |
| 19 | -0.056385 | -0.4294 | 0.334607 |
| 20 | -0.133749 | -1.0186 | 0.156312 |
| 21 | 0.110761 | 0.8435 | 0.201198 |
| 22 | 0.064783 | 0.4934 | 0.311807 |
| 23 | -0.12373 | -0.9423 | 0.174974 |
| 24 | -0.114119 | -0.8691 | 0.194186 |
| 25 | 0.090309 | 0.6878 | 0.247169 |
| 26 | 0.091289 | 0.6952 | 0.244841 |
| 27 | -0.100555 | -0.7658 | 0.22345 |
| 28 | 0.015759 | 0.12 | 0.452441 |
| 29 | 0.017883 | 0.1362 | 0.44607 |
| 30 | 0.002028 | 0.0154 | 0.493865 |
| 31 | -0.013229 | -0.1007 | 0.460048 |
| 32 | -0.038743 | -0.2951 | 0.384502 |
| 33 | -0.00682 | -0.0519 | 0.479376 |
| 34 | -0.169751 | -1.2928 | 0.100606 |
| 35 | 0.130645 | 0.995 | 0.161944 |
| 36 | -0.026833 | -0.2044 | 0.419397 |
