| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.673409 | -5.1285 | 2e-06 |
| 2 | 0.24619 | 1.8749 | 0.03292 |
| 3 | -0.114436 | -0.8715 | 0.193532 |
| 4 | 0.075535 | 0.5753 | 0.283671 |
| 5 | -0.020265 | -0.1543 | 0.438941 |
| 6 | -0.034961 | -0.2663 | 0.395494 |
| 7 | 0.03868 | 0.2946 | 0.384683 |
| 8 | 0.007731 | 0.0589 | 0.476626 |
| 9 | -0.028832 | -0.2196 | 0.413486 |
| 10 | -0.107027 | -0.8151 | 0.209176 |
| 11 | 0.38065 | 2.8989 | 0.002639 |
| 12 | -0.412833 | -3.144 | 0.001313 |
| 13 | 0.15962 | 1.2156 | 0.114525 |
| 14 | -0.0176 | -0.134 | 0.446918 |
| 15 | 0.020602 | 0.1569 | 0.437934 |
| 16 | 0.014825 | 0.1129 | 0.455248 |
| 17 | -0.090146 | -0.6865 | 0.247556 |
| 18 | 0.100529 | 0.7656 | 0.223507 |
| 19 | -0.011929 | -0.0908 | 0.463963 |
| 20 | -0.060507 | -0.4608 | 0.32333 |
| 21 | -0.004135 | -0.0315 | 0.487493 |
| 22 | 0.106095 | 0.808 | 0.211197 |
| 23 | -0.047849 | -0.3644 | 0.358441 |
| 24 | -0.140323 | -1.0687 | 0.144824 |
| 25 | 0.267184 | 2.0348 | 0.023225 |
| 26 | -0.265049 | -2.0186 | 0.024083 |
| 27 | 0.20587 | 1.5679 | 0.061177 |
| 28 | -0.205076 | -1.5618 | 0.061887 |
| 29 | 0.22059 | 1.68 | 0.049172 |
| 30 | -0.120305 | -0.9162 | 0.181675 |
| 31 | -0.039049 | -0.2974 | 0.383615 |
| 32 | 0.063599 | 0.4844 | 0.314979 |
| 33 | 0.041636 | 0.3171 | 0.376157 |
| 34 | -0.050409 | -0.3839 | 0.351228 |
| 35 | -0.049588 | -0.3777 | 0.353533 |
| 36 | 0.113502 | 0.8644 | 0.195464 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.673409 | -5.1285 | 2e-06 |
| 2 | -0.379292 | -2.8886 | 0.002716 |
| 3 | -0.301748 | -2.298 | 0.012592 |
| 4 | -0.1991 | -1.5163 | 0.067438 |
| 5 | -0.088335 | -0.6727 | 0.251892 |
| 6 | -0.11674 | -0.8891 | 0.18882 |
| 7 | -0.098561 | -0.7506 | 0.227959 |
| 8 | -0.009219 | -0.0702 | 0.472136 |
| 9 | -0.004384 | -0.0334 | 0.48674 |
| 10 | -0.311409 | -2.3716 | 0.010525 |
| 11 | 0.298667 | 2.2746 | 0.013323 |
| 12 | 0.232655 | 1.7718 | 0.040836 |
| 13 | -0.089275 | -0.6799 | 0.249638 |
| 14 | -0.06737 | -0.5131 | 0.304924 |
| 15 | -0.054314 | -0.4136 | 0.340332 |
| 16 | 0.014283 | 0.1088 | 0.456878 |
| 17 | -0.043737 | -0.3331 | 0.370133 |
| 18 | -0.05874 | -0.4473 | 0.328144 |
| 19 | 0.039886 | 0.3038 | 0.381198 |
| 20 | 0.061697 | 0.4699 | 0.320105 |
| 21 | -0.121243 | -0.9234 | 0.179823 |
| 22 | -0.257487 | -1.961 | 0.027345 |
| 23 | 0.276149 | 2.1031 | 0.019904 |
| 24 | 0.000401 | 0.0031 | 0.498786 |
| 25 | 0.092128 | 0.7016 | 0.242859 |
| 26 | -0.091243 | -0.6949 | 0.244952 |
| 27 | -0.062845 | -0.4786 | 0.317007 |
| 28 | -0.086662 | -0.66 | 0.255933 |
| 29 | -0.005298 | -0.0403 | 0.483977 |
| 30 | 0.028255 | 0.2152 | 0.415189 |
| 31 | -0.026898 | -0.2049 | 0.419203 |
| 32 | 0.0487 | 0.3709 | 0.356037 |
| 33 | -0.068377 | -0.5207 | 0.302265 |
| 34 | -0.075377 | -0.5741 | 0.284075 |
| 35 | 0.189518 | 1.4433 | 0.077154 |
| 36 | 0.016711 | 0.1273 | 0.449585 |
