| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.348734 | -2.4161 | 0.009771 |
| 2 | 0.027364 | 0.1896 | 0.425219 |
| 3 | 0.452524 | 3.1352 | 0.001465 |
| 4 | -0.2659 | -1.8422 | 0.035813 |
| 5 | 0.153418 | 1.0629 | 0.146571 |
| 6 | 0.159728 | 1.1066 | 0.136985 |
| 7 | -0.304405 | -2.109 | 0.020095 |
| 8 | 0.137149 | 0.9502 | 0.173386 |
| 9 | -0.057704 | -0.3998 | 0.345543 |
| 10 | -0.162067 | -1.1228 | 0.133547 |
| 11 | 0.072117 | 0.4996 | 0.309805 |
| 12 | -0.118598 | -0.8217 | 0.207663 |
| 13 | -0.138477 | -0.9594 | 0.171084 |
| 14 | 0.009886 | 0.0685 | 0.472839 |
| 15 | 0.016274 | 0.1128 | 0.455349 |
| 16 | -0.122175 | -0.8465 | 0.20075 |
| 17 | -0.002165 | -0.015 | 0.494048 |
| 18 | 0.002789 | 0.0193 | 0.492332 |
| 19 | -0.061047 | -0.4229 | 0.337112 |
| 20 | 0.133242 | 0.9231 | 0.180279 |
| 21 | -0.086788 | -0.6013 | 0.275241 |
| 22 | -0.056932 | -0.3944 | 0.347504 |
| 23 | 0.235038 | 1.6284 | 0.054994 |
| 24 | -0.211874 | -1.4679 | 0.074326 |
| 25 | 0.114021 | 0.79 | 0.216717 |
| 26 | 0.105251 | 0.7292 | 0.234712 |
| 27 | -0.179953 | -1.2468 | 0.109269 |
| 28 | 0.103545 | 0.7174 | 0.238307 |
| 29 | 0.064084 | 0.444 | 0.329524 |
| 30 | -0.083503 | -0.5785 | 0.282807 |
| 31 | 0.040273 | 0.279 | 0.390713 |
| 32 | 0.016056 | 0.1112 | 0.455945 |
| 33 | -0.067115 | -0.465 | 0.322021 |
| 34 | 0.056341 | 0.3903 | 0.349004 |
| 35 | -0.00999 | -0.0692 | 0.472553 |
| 36 | -0.083524 | -0.5787 | 0.282758 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.348734 | -2.4161 | 0.009771 |
| 2 | -0.107302 | -0.7434 | 0.230429 |
| 3 | 0.490251 | 3.3966 | 0.00069 |
| 4 | 0.08151 | 0.5647 | 0.287448 |
| 5 | 0.052321 | 0.3625 | 0.359288 |
| 6 | 0.020856 | 0.1445 | 0.442858 |
| 7 | -0.240268 | -1.6646 | 0.051251 |
| 8 | -0.199155 | -1.3798 | 0.087023 |
| 9 | -0.169899 | -1.1771 | 0.12248 |
| 10 | -0.018754 | -0.1299 | 0.448581 |
| 11 | 0.02603 | 0.1803 | 0.428823 |
| 12 | 0.045827 | 0.3175 | 0.37612 |
| 13 | -0.086876 | -0.6019 | 0.275039 |
| 14 | -0.170672 | -1.1824 | 0.121426 |
| 15 | 0.079863 | 0.5533 | 0.291311 |
| 16 | 0.03104 | 0.215 | 0.41532 |
| 17 | -0.032701 | -0.2266 | 0.410865 |
| 18 | -0.072127 | -0.4997 | 0.309781 |
| 19 | -0.046032 | -0.3189 | 0.375585 |
| 20 | 0.118456 | 0.8207 | 0.207941 |
| 21 | -0.046789 | -0.3242 | 0.373612 |
| 22 | -0.135415 | -0.9382 | 0.176423 |
| 23 | 0.106822 | 0.7401 | 0.231427 |
| 24 | -0.076759 | -0.5318 | 0.298659 |
| 25 | 0.000905 | 0.0063 | 0.497512 |
| 26 | -0.032178 | -0.2229 | 0.412265 |
| 27 | 0.025029 | 0.1734 | 0.43153 |
| 28 | -0.074575 | -0.5167 | 0.30388 |
| 29 | 0.010861 | 0.0753 | 0.470164 |
| 30 | 0.0963 | 0.6672 | 0.253925 |
| 31 | -0.083179 | -0.5763 | 0.28356 |
| 32 | 0.027162 | 0.1882 | 0.425763 |
| 33 | -0.03597 | -0.2492 | 0.402132 |
| 34 | -0.04113 | -0.285 | 0.388451 |
| 35 | -0.050812 | -0.352 | 0.363175 |
| 36 | -0.033543 | -0.2324 | 0.40861 |
