| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.228429 | -1.7397 | 0.043611 |
| 2 | 0.132559 | 1.0095 | 0.158454 |
| 3 | -0.06744 | -0.5136 | 0.304739 |
| 4 | -0.122615 | -0.9338 | 0.177138 |
| 5 | -0.245525 | -1.8699 | 0.033276 |
| 6 | 0.105867 | 0.8063 | 0.211693 |
| 7 | -0.067612 | -0.5149 | 0.304284 |
| 8 | 0.131352 | 1.0003 | 0.160649 |
| 9 | -0.026849 | -0.2045 | 0.419348 |
| 10 | -0.067885 | -0.517 | 0.303563 |
| 11 | -0.062991 | -0.4797 | 0.316614 |
| 12 | -0.083689 | -0.6374 | 0.2632 |
| 13 | 0.137594 | 1.0479 | 0.14952 |
| 14 | -0.098637 | -0.7512 | 0.227787 |
| 15 | 0.207252 | 1.5784 | 0.059959 |
| 16 | -0.099822 | -0.7602 | 0.225101 |
| 17 | 0.044487 | 0.3388 | 0.367991 |
| 18 | -0.141331 | -1.0763 | 0.143115 |
| 19 | 0.152239 | 1.1594 | 0.125519 |
| 20 | -0.198145 | -1.509 | 0.06836 |
| 21 | 0.180423 | 1.3741 | 0.087355 |
| 22 | -0.135805 | -1.0343 | 0.152654 |
| 23 | 0.169665 | 1.2921 | 0.100718 |
| 24 | -0.073392 | -0.5589 | 0.289178 |
| 25 | -0.079441 | -0.605 | 0.273768 |
| 26 | 0.094469 | 0.7195 | 0.237375 |
| 27 | -0.060868 | -0.4636 | 0.32235 |
| 28 | -0.126415 | -0.9628 | 0.169835 |
| 29 | 0.135491 | 1.0319 | 0.153209 |
| 30 | -0.007343 | -0.0559 | 0.477797 |
| 31 | -0.048994 | -0.3731 | 0.355208 |
| 32 | 0.081093 | 0.6176 | 0.269633 |
| 33 | -0.026327 | -0.2005 | 0.420896 |
| 34 | 0.000461 | 0.0035 | 0.498604 |
| 35 | -0.077157 | -0.5876 | 0.279538 |
| 36 | 0.056274 | 0.4286 | 0.334913 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.228429 | -1.7397 | 0.043611 |
| 2 | 0.084804 | 0.6459 | 0.260462 |
| 3 | -0.021632 | -0.1647 | 0.43486 |
| 4 | -0.161789 | -1.2322 | 0.111432 |
| 5 | -0.321765 | -2.4505 | 0.008652 |
| 6 | 0.00712 | 0.0542 | 0.478473 |
| 7 | 0.00531 | 0.0404 | 0.483942 |
| 8 | 0.060705 | 0.4623 | 0.322792 |
| 9 | -0.082707 | -0.6299 | 0.265623 |
| 10 | -0.202311 | -1.5408 | 0.064408 |
| 11 | -0.109617 | -0.8348 | 0.203623 |
| 12 | -0.103515 | -0.7883 | 0.216853 |
| 13 | 0.173552 | 1.3217 | 0.095724 |
| 14 | -0.119477 | -0.9099 | 0.183318 |
| 15 | 0.032153 | 0.2449 | 0.403712 |
| 16 | -0.132878 | -1.012 | 0.157878 |
| 17 | -0.020905 | -0.1592 | 0.43703 |
| 18 | -0.059454 | -0.4528 | 0.326194 |
| 19 | 0.12179 | 0.9275 | 0.178749 |
| 20 | -0.103577 | -0.7888 | 0.216714 |
| 21 | -0.047115 | -0.3588 | 0.360519 |
| 22 | -0.136133 | -1.0368 | 0.152076 |
| 23 | 0.112227 | 0.8547 | 0.198118 |
| 24 | 0.090504 | 0.6893 | 0.246706 |
| 25 | -0.193926 | -1.4769 | 0.072557 |
| 26 | 0.04979 | 0.3792 | 0.352966 |
| 27 | -0.082769 | -0.6303 | 0.265472 |
| 28 | -0.155364 | -1.1832 | 0.120776 |
| 29 | 0.075827 | 0.5775 | 0.282925 |
| 30 | 0.037836 | 0.2882 | 0.387129 |
| 31 | -0.045536 | -0.3468 | 0.365002 |
| 32 | -0.173219 | -1.3192 | 0.096144 |
| 33 | 0.065793 | 0.5011 | 0.309111 |
| 34 | -0.041447 | -0.3157 | 0.3767 |
| 35 | -0.026805 | -0.2041 | 0.41948 |
| 36 | -0.079071 | -0.6022 | 0.274699 |
