| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.029902 | -0.2028 | 0.420092 |
| 2 | -0.310168 | -2.1037 | 0.020453 |
| 3 | 0.217676 | 1.4763 | 0.073332 |
| 4 | 0.113752 | 0.7715 | 0.222176 |
| 5 | -0.309872 | -2.1017 | 0.020545 |
| 6 | -0.307456 | -2.0853 | 0.021311 |
| 7 | -0.146165 | -0.9913 | 0.163353 |
| 8 | 0.03255 | 0.2208 | 0.413127 |
| 9 | 0.082163 | 0.5573 | 0.290028 |
| 10 | -0.218028 | -1.4787 | 0.073013 |
| 11 | 0.077505 | 0.5257 | 0.300822 |
| 12 | 0.647626 | 4.3924 | 3.3e-05 |
| 13 | -0.057955 | -0.3931 | 0.348041 |
| 14 | -0.198596 | -1.3469 | 0.092298 |
| 15 | 0.227484 | 1.5429 | 0.064857 |
| 16 | 0.080455 | 0.5457 | 0.293963 |
| 17 | -0.27593 | -1.8715 | 0.033825 |
| 18 | -0.225122 | -1.5269 | 0.066822 |
| 19 | -0.065437 | -0.4438 | 0.329628 |
| 20 | 0.064622 | 0.4383 | 0.331615 |
| 21 | -0.003677 | -0.0249 | 0.490106 |
| 22 | -0.183221 | -1.2427 | 0.110144 |
| 23 | 0.116962 | 0.7933 | 0.215846 |
| 24 | 0.395893 | 2.6851 | 0.005025 |
| 25 | -0.075779 | -0.514 | 0.304871 |
| 26 | -0.094827 | -0.6432 | 0.26166 |
| 27 | 0.215703 | 1.463 | 0.075138 |
| 28 | -6e-05 | -4e-04 | 0.499838 |
| 29 | -0.221477 | -1.5021 | 0.069949 |
| 30 | -0.050279 | -0.341 | 0.367325 |
| 31 | -0.037076 | -0.2515 | 0.401289 |
| 32 | -0.022875 | -0.1551 | 0.438692 |
| 33 | -0.003622 | -0.0246 | 0.490253 |
| 34 | -0.086155 | -0.5843 | 0.280927 |
| 35 | 0.064327 | 0.4363 | 0.332334 |
| 36 | 0.221556 | 1.5027 | 0.06988 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.029902 | -0.2028 | 0.420092 |
| 2 | -0.311341 | -2.1116 | 0.020091 |
| 3 | 0.217459 | 1.4749 | 0.073529 |
| 4 | 0.023417 | 0.1588 | 0.437252 |
| 5 | -0.209773 | -1.4227 | 0.080778 |
| 6 | -0.36696 | -2.4888 | 0.008248 |
| 7 | -0.448147 | -3.0395 | 0.001951 |
| 8 | -0.20041 | -1.3592 | 0.090347 |
| 9 | 0.097257 | 0.6596 | 0.256391 |
| 10 | -0.227478 | -1.5428 | 0.064862 |
| 11 | -0.181596 | -1.2316 | 0.11217 |
| 12 | 0.371349 | 2.5186 | 0.007662 |
| 13 | -0.076187 | -0.5167 | 0.303911 |
| 14 | 0.055467 | 0.3762 | 0.354251 |
| 15 | -0.086613 | -0.5874 | 0.279892 |
| 16 | -0.072685 | -0.493 | 0.312189 |
| 17 | 0.056374 | 0.3824 | 0.351981 |
| 18 | -0.017347 | -0.1177 | 0.453427 |
| 19 | -0.014367 | -0.0974 | 0.4614 |
| 20 | 0.138337 | 0.9382 | 0.176509 |
| 21 | 0.001815 | 0.0123 | 0.495117 |
| 22 | -0.003869 | -0.0262 | 0.489589 |
| 23 | -0.055545 | -0.3767 | 0.354056 |
| 24 | -0.124959 | -0.8475 | 0.200548 |
| 25 | 0.020518 | 0.1392 | 0.444966 |
| 26 | 0.070034 | 0.475 | 0.318519 |
| 27 | 0.066882 | 0.4536 | 0.32612 |
| 28 | -0.056963 | -0.3863 | 0.350514 |
| 29 | -0.099281 | -0.6734 | 0.252045 |
| 30 | 0.111676 | 0.7574 | 0.22633 |
| 31 | 0.037892 | 0.257 | 0.399164 |
| 32 | -0.038192 | -0.259 | 0.398383 |
| 33 | 0.015189 | 0.103 | 0.459199 |
| 34 | 0.007039 | 0.0477 | 0.481065 |
| 35 | 0.006027 | 0.0409 | 0.483784 |
| 36 | 0.027353 | 0.1855 | 0.426819 |
