| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.406261 | -2.8147 | 0.00353 |
| 2 | 0.059705 | 0.4136 | 0.340486 |
| 3 | 0.389293 | 2.6971 | 0.00481 |
| 4 | -0.318894 | -2.2094 | 0.015977 |
| 5 | 0.183811 | 1.2735 | 0.10449 |
| 6 | 0.131828 | 0.9133 | 0.182817 |
| 7 | -0.377125 | -2.6128 | 0.005978 |
| 8 | 0.243848 | 1.6894 | 0.048812 |
| 9 | -0.103377 | -0.7162 | 0.238664 |
| 10 | -0.192576 | -1.3342 | 0.094216 |
| 11 | 0.142057 | 0.9842 | 0.164976 |
| 12 | -0.170366 | -1.1803 | 0.121843 |
| 13 | -0.120044 | -0.8317 | 0.204852 |
| 14 | 0.091082 | 0.631 | 0.265505 |
| 15 | -0.051436 | -0.3564 | 0.361566 |
| 16 | -0.075007 | -0.5197 | 0.302843 |
| 17 | 0.103674 | 0.7183 | 0.238036 |
| 18 | -0.1138 | -0.7884 | 0.217161 |
| 19 | 0.033575 | 0.2326 | 0.408525 |
| 20 | 0.089388 | 0.6193 | 0.269325 |
| 21 | -0.071545 | -0.4957 | 0.311193 |
| 22 | -0.096158 | -0.6662 | 0.254236 |
| 23 | 0.292356 | 2.0255 | 0.024198 |
| 24 | -0.289595 | -2.0064 | 0.025234 |
| 25 | 0.131772 | 0.9129 | 0.182917 |
| 26 | 0.077894 | 0.5397 | 0.295962 |
| 27 | -0.199282 | -1.3807 | 0.086888 |
| 28 | 0.192172 | 1.3314 | 0.094672 |
| 29 | -0.028175 | -0.1952 | 0.423029 |
| 30 | -0.080985 | -0.5611 | 0.288676 |
| 31 | 0.154473 | 1.0702 | 0.144936 |
| 32 | -0.120934 | -0.8379 | 0.203132 |
| 33 | 0.026441 | 0.1832 | 0.427711 |
| 34 | 0.089232 | 0.6182 | 0.269678 |
| 35 | -0.109272 | -0.7571 | 0.226357 |
| 36 | 0.000943 | 0.0065 | 0.497408 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.406261 | -2.8147 | 0.00353 |
| 2 | -0.126166 | -0.8741 | 0.193207 |
| 3 | 0.444651 | 3.0806 | 0.001707 |
| 4 | 0.020337 | 0.1409 | 0.44427 |
| 5 | 0.007096 | 0.0492 | 0.480496 |
| 6 | 0.084752 | 0.5872 | 0.279918 |
| 7 | -0.273022 | -1.8916 | 0.032296 |
| 8 | -0.135176 | -0.9365 | 0.176845 |
| 9 | -0.076068 | -0.527 | 0.300306 |
| 10 | -0.043752 | -0.3031 | 0.381552 |
| 11 | -0.07524 | -0.5213 | 0.302285 |
| 12 | -0.041905 | -0.2903 | 0.386408 |
| 13 | -0.126175 | -0.8742 | 0.19319 |
| 14 | -0.134454 | -0.9315 | 0.178121 |
| 15 | 0.142748 | 0.989 | 0.163815 |
| 16 | 0.036467 | 0.2527 | 0.400808 |
| 17 | 0.014165 | 0.0981 | 0.461115 |
| 18 | -0.106619 | -0.7387 | 0.23185 |
| 19 | -0.078114 | -0.5412 | 0.295441 |
| 20 | -0.044091 | -0.3055 | 0.380664 |
| 21 | 0.018967 | 0.1314 | 0.448 |
| 22 | -0.21795 | -1.51 | 0.068799 |
| 23 | 0.182197 | 1.2623 | 0.106471 |
| 24 | -0.106975 | -0.7411 | 0.231108 |
| 25 | -0.051857 | -0.3593 | 0.360483 |
| 26 | -0.065515 | -0.4539 | 0.325972 |
| 27 | 0.022382 | 0.1551 | 0.43871 |
| 28 | 0.050872 | 0.3525 | 0.36302 |
| 29 | -0.018473 | -0.128 | 0.449348 |
| 30 | 0.120688 | 0.8361 | 0.203607 |
| 31 | -0.115355 | -0.7992 | 0.214055 |
| 32 | -0.083857 | -0.581 | 0.281987 |
| 33 | -0.023205 | -0.1608 | 0.436475 |
| 34 | -0.017255 | -0.1195 | 0.45267 |
| 35 | 0.016397 | 0.1136 | 0.455012 |
| 36 | -0.104595 | -0.7247 | 0.23609 |
