| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.329881 | 2.7002 | 0.004383 |
| 2 | 0.383293 | 3.1374 | 0.001267 |
| 3 | 0.40306 | 3.2992 | 0.000778 |
| 4 | 0.232586 | 1.9038 | 0.030616 |
| 5 | 0.13503 | 1.1053 | 0.136498 |
| 6 | 0.105761 | 0.8657 | 0.194875 |
| 7 | 0.098236 | 0.8041 | 0.212092 |
| 8 | 0.133621 | 1.0937 | 0.138994 |
| 9 | 0.139608 | 1.1427 | 0.128606 |
| 10 | 0.059275 | 0.4852 | 0.314565 |
| 11 | 0.080643 | 0.6601 | 0.255729 |
| 12 | 0.154019 | 1.2607 | 0.105895 |
| 13 | -0.014748 | -0.1207 | 0.452137 |
| 14 | 0.043956 | 0.3598 | 0.360067 |
| 15 | 0.047211 | 0.3864 | 0.350197 |
| 16 | -0.061073 | -0.4999 | 0.309391 |
| 17 | 0.022354 | 0.183 | 0.427685 |
| 18 | -0.078243 | -0.6404 | 0.262033 |
| 19 | -0.006416 | -0.0525 | 0.479138 |
| 20 | -0.085027 | -0.696 | 0.244424 |
| 21 | 0.042096 | 0.3446 | 0.365748 |
| 22 | -0.044366 | -0.3631 | 0.358819 |
| 23 | -0.028386 | -0.2323 | 0.408489 |
| 24 | 0.081428 | 0.6665 | 0.253684 |
| 25 | 0.037916 | 0.3104 | 0.378626 |
| 26 | -0.005183 | -0.0424 | 0.483142 |
| 27 | 0.041764 | 0.3419 | 0.366765 |
| 28 | -0.037188 | -0.3044 | 0.380886 |
| 29 | -0.077137 | -0.6314 | 0.264965 |
| 30 | -0.094809 | -0.776 | 0.220227 |
| 31 | -0.146945 | -1.2028 | 0.116644 |
| 32 | -0.105167 | -0.8608 | 0.196201 |
| 33 | -0.11308 | -0.9256 | 0.178989 |
| 34 | -0.151518 | -1.2402 | 0.109608 |
| 35 | -0.227372 | -1.8611 | 0.033558 |
| 36 | -0.08664 | -0.7092 | 0.240337 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.329881 | 2.7002 | 0.004383 |
| 2 | 0.307987 | 2.521 | 0.007045 |
| 3 | 0.265249 | 2.1712 | 0.016733 |
| 4 | -0.011787 | -0.0965 | 0.461713 |
| 5 | -0.132225 | -1.0823 | 0.141498 |
| 6 | -0.08292 | -0.6787 | 0.249824 |
| 7 | 0.041052 | 0.336 | 0.36895 |
| 8 | 0.156786 | 1.2834 | 0.101895 |
| 9 | 0.127348 | 1.0424 | 0.15049 |
| 10 | -0.082687 | -0.6768 | 0.250425 |
| 11 | -0.100861 | -0.8256 | 0.205986 |
| 12 | 0.079928 | 0.6542 | 0.257599 |
| 13 | -0.064742 | -0.5299 | 0.298955 |
| 14 | 0.02685 | 0.2198 | 0.413357 |
| 15 | 0.013199 | 0.108 | 0.457143 |
| 16 | -0.110122 | -0.9014 | 0.185305 |
| 17 | 0.027395 | 0.2242 | 0.411627 |
| 18 | -0.079667 | -0.6521 | 0.258282 |
| 19 | 0.07268 | 0.5949 | 0.276952 |
| 20 | -0.084562 | -0.6922 | 0.245611 |
| 21 | 0.125798 | 1.0297 | 0.153427 |
| 22 | -0.022733 | -0.1861 | 0.426473 |
| 23 | -0.043126 | -0.353 | 0.362597 |
| 24 | 0.090722 | 0.7426 | 0.230162 |
| 25 | 0.075529 | 0.6182 | 0.269258 |
| 26 | -0.063081 | -0.5163 | 0.303658 |
| 27 | -0.025728 | -0.2106 | 0.416924 |
| 28 | -0.089777 | -0.7349 | 0.232496 |
| 29 | -0.113734 | -0.9309 | 0.177611 |
| 30 | -0.016667 | -0.1364 | 0.445946 |
| 31 | -0.053157 | -0.4351 | 0.332441 |
| 32 | 0.054208 | 0.4437 | 0.329341 |
| 33 | -0.054689 | -0.4476 | 0.327925 |
| 34 | -0.072046 | -0.5897 | 0.27868 |
| 35 | -0.207908 | -1.7018 | 0.046714 |
| 36 | 0.003158 | 0.0258 | 0.489727 |
