| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.631799 | -4.3314 | 3.9e-05 |
| 2 | 0.039068 | 0.2678 | 0.394999 |
| 3 | 0.354086 | 2.4275 | 0.009544 |
| 4 | -0.320734 | -2.1988 | 0.016423 |
| 5 | 0.072656 | 0.4981 | 0.310366 |
| 6 | 0.166295 | 1.1401 | 0.130018 |
| 7 | -0.279062 | -1.9132 | 0.030916 |
| 8 | 0.238515 | 1.6352 | 0.054346 |
| 9 | -0.13946 | -0.9561 | 0.171959 |
| 10 | -0.028579 | -0.1959 | 0.422756 |
| 11 | 0.186545 | 1.2789 | 0.103607 |
| 12 | -0.217599 | -1.4918 | 0.071219 |
| 13 | 0.087267 | 0.5983 | 0.276266 |
| 14 | 0.035553 | 0.2437 | 0.404248 |
| 15 | -0.009644 | -0.0661 | 0.473783 |
| 16 | -0.092439 | -0.6337 | 0.264665 |
| 17 | 0.128913 | 0.8838 | 0.190656 |
| 18 | -0.047632 | -0.3265 | 0.372729 |
| 19 | -0.078741 | -0.5398 | 0.295935 |
| 20 | 0.121387 | 0.8322 | 0.204755 |
| 21 | 0.025691 | 0.1761 | 0.430474 |
| 22 | -0.282042 | -1.9336 | 0.0296 |
| 23 | 0.396868 | 2.7208 | 0.004551 |
| 24 | -0.272009 | -1.8648 | 0.03423 |
| 25 | 0.033835 | 0.232 | 0.408788 |
| 26 | 0.149196 | 1.0228 | 0.15581 |
| 27 | -0.173201 | -1.1874 | 0.120517 |
| 28 | 0.041635 | 0.2854 | 0.388284 |
| 29 | 0.102288 | 0.7013 | 0.243302 |
| 30 | -0.151204 | -1.0366 | 0.152613 |
| 31 | 0.120951 | 0.8292 | 0.205591 |
| 32 | -0.058465 | -0.4008 | 0.345186 |
| 33 | -0.051812 | -0.3552 | 0.362013 |
| 34 | 0.14184 | 0.9724 | 0.167913 |
| 35 | -0.172779 | -1.1845 | 0.121082 |
| 36 | 0.069873 | 0.479 | 0.317072 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.631799 | -4.3314 | 3.9e-05 |
| 2 | -0.599342 | -4.1089 | 7.9e-05 |
| 3 | 0.038698 | 0.2653 | 0.39597 |
| 4 | 0.195567 | 1.3407 | 0.093225 |
| 5 | 0.074813 | 0.5129 | 0.305214 |
| 6 | 0.0877 | 0.6012 | 0.275284 |
| 7 | -0.158428 | -1.0861 | 0.141481 |
| 8 | -0.000779 | -0.0053 | 0.49788 |
| 9 | -0.126595 | -0.8679 | 0.194931 |
| 10 | -0.150284 | -1.0303 | 0.154073 |
| 11 | 0.090392 | 0.6197 | 0.269226 |
| 12 | 0.091407 | 0.6267 | 0.26696 |
| 13 | 0.02306 | 0.1581 | 0.43753 |
| 14 | -0.192093 | -1.3169 | 0.097125 |
| 15 | 0.135533 | 0.9292 | 0.178776 |
| 16 | -0.001671 | -0.0115 | 0.495455 |
| 17 | -0.026549 | -0.182 | 0.428178 |
| 18 | 0.01842 | 0.1263 | 0.450025 |
| 19 | -0.079315 | -0.5438 | 0.294589 |
| 20 | 0.015699 | 0.1076 | 0.457374 |
| 21 | 0.213735 | 1.4653 | 0.074749 |
| 22 | -0.238357 | -1.6341 | 0.054461 |
| 23 | -0.021455 | -0.1471 | 0.441845 |
| 24 | -0.000715 | -0.0049 | 0.498055 |
| 25 | 0.109287 | 0.7492 | 0.228725 |
| 26 | -0.008935 | -0.0613 | 0.475707 |
| 27 | 0.04286 | 0.2938 | 0.385089 |
| 28 | -0.069428 | -0.476 | 0.318149 |
| 29 | -0.118307 | -0.8111 | 0.210707 |
| 30 | 0.055253 | 0.3788 | 0.353274 |
| 31 | 0.024899 | 0.1707 | 0.432596 |
| 32 | 0.004796 | 0.0329 | 0.486956 |
| 33 | -0.023823 | -0.1633 | 0.435482 |
| 34 | -0.080256 | -0.5502 | 0.292392 |
| 35 | -0.14519 | -0.9954 | 0.162326 |
| 36 | -0.133794 | -0.9172 | 0.181849 |
