| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.249935 | 1.936 | 0.028792 |
| 2 | -0.25827 | -2.0006 | 0.024986 |
| 3 | -0.308599 | -2.3904 | 0.009993 |
| 4 | -0.181872 | -1.4088 | 0.082031 |
| 5 | 0.092939 | 0.7199 | 0.237189 |
| 6 | 0.220593 | 1.7087 | 0.046337 |
| 7 | 0.083925 | 0.6501 | 0.259061 |
| 8 | -0.223348 | -1.73 | 0.044382 |
| 9 | -0.283051 | -2.1925 | 0.016116 |
| 10 | -0.229222 | -1.7755 | 0.040439 |
| 11 | 0.241155 | 1.868 | 0.033325 |
| 12 | 0.731052 | 5.6627 | 0 |
| 13 | 0.134591 | 1.0425 | 0.150673 |
| 14 | -0.252049 | -1.9524 | 0.027783 |
| 15 | -0.2827 | -2.1898 | 0.016219 |
| 16 | -0.173684 | -1.3453 | 0.091788 |
| 17 | 0.053485 | 0.4143 | 0.340068 |
| 18 | 0.147614 | 1.1434 | 0.128705 |
| 19 | 0.04996 | 0.387 | 0.350068 |
| 20 | -0.223497 | -1.7312 | 0.044278 |
| 21 | -0.250871 | -1.9432 | 0.028341 |
| 22 | -0.17043 | -1.3201 | 0.0959 |
| 23 | 0.202691 | 1.57 | 0.060832 |
| 24 | 0.515824 | 3.9956 | 8.9e-05 |
| 25 | 0.06703 | 0.5192 | 0.302762 |
| 26 | -0.228837 | -1.7726 | 0.040688 |
| 27 | -0.19629 | -1.5205 | 0.066825 |
| 28 | -0.096004 | -0.7436 | 0.229996 |
| 29 | 0.04426 | 0.3428 | 0.366459 |
| 30 | 0.101043 | 0.7827 | 0.218449 |
| 31 | 0.039653 | 0.3072 | 0.379896 |
| 32 | -0.181123 | -1.403 | 0.082889 |
| 33 | -0.166579 | -1.2903 | 0.100946 |
| 34 | -0.057038 | -0.4418 | 0.330106 |
| 35 | 0.156998 | 1.2161 | 0.114354 |
| 36 | 0.316077 | 2.4483 | 0.008647 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.249935 | 1.936 | 0.028792 |
| 2 | -0.342109 | -2.65 | 0.005138 |
| 3 | -0.164846 | -1.2769 | 0.103281 |
| 4 | -0.159732 | -1.2373 | 0.110402 |
| 5 | 0.057485 | 0.4453 | 0.32886 |
| 6 | 0.059355 | 0.4598 | 0.323674 |
| 7 | -0.016554 | -0.1282 | 0.449198 |
| 8 | -0.209428 | -1.6222 | 0.055 |
| 9 | -0.132579 | -1.027 | 0.154283 |
| 10 | -0.268559 | -2.0802 | 0.020891 |
| 11 | 0.231862 | 1.796 | 0.038765 |
| 12 | 0.586995 | 4.5468 | 1.3e-05 |
| 13 | -0.210672 | -1.6319 | 0.053974 |
| 14 | 0.067596 | 0.5236 | 0.301243 |
| 15 | -0.012147 | -0.0941 | 0.462674 |
| 16 | -0.11956 | -0.9261 | 0.17905 |
| 17 | -0.07609 | -0.5894 | 0.278906 |
| 18 | -0.171644 | -1.3295 | 0.094351 |
| 19 | -0.013946 | -0.108 | 0.457167 |
| 20 | -0.061655 | -0.4776 | 0.317344 |
| 21 | -0.054202 | -0.4198 | 0.338049 |
| 22 | 0.024139 | 0.187 | 0.426155 |
| 23 | -0.111058 | -0.8603 | 0.196536 |
| 24 | -0.047624 | -0.3689 | 0.356752 |
| 25 | -0.027836 | -0.2156 | 0.415008 |
| 26 | -0.10763 | -0.8337 | 0.203879 |
| 27 | 0.104098 | 0.8063 | 0.211616 |
| 28 | -0.008611 | -0.0667 | 0.473522 |
| 29 | -0.02939 | -0.2277 | 0.410343 |
| 30 | -0.005448 | -0.0422 | 0.483241 |
| 31 | -0.034029 | -0.2636 | 0.396501 |
| 32 | 0.000282 | 0.0022 | 0.499132 |
| 33 | 0.013015 | 0.1008 | 0.460016 |
| 34 | 0.045552 | 0.3528 | 0.36272 |
| 35 | -0.081478 | -0.6311 | 0.265178 |
| 36 | -0.125799 | -0.9744 | 0.166877 |
