| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.017337 | -0.1332 | 0.447257 |
| 2 | 0.149965 | 1.1519 | 0.127003 |
| 3 | -0.058234 | -0.4473 | 0.328147 |
| 4 | -0.00463 | -0.0356 | 0.485875 |
| 5 | -0.186211 | -1.4303 | 0.078951 |
| 6 | 0.040189 | 0.3087 | 0.379321 |
| 7 | 0.133218 | 1.0233 | 0.15518 |
| 8 | -0.029695 | -0.2281 | 0.410182 |
| 9 | 0.115044 | 0.8837 | 0.19023 |
| 10 | -0.034218 | -0.2628 | 0.396797 |
| 11 | 0.347393 | 2.6684 | 0.004913 |
| 12 | -0.148666 | -1.1419 | 0.12905 |
| 13 | 0.048587 | 0.3732 | 0.355167 |
| 14 | -0.052057 | -0.3999 | 0.345354 |
| 15 | -0.061163 | -0.4698 | 0.320113 |
| 16 | -0.266151 | -2.0443 | 0.022695 |
| 17 | -0.021925 | -0.1684 | 0.433417 |
| 18 | -0.054559 | -0.4191 | 0.338342 |
| 19 | -0.117423 | -0.9019 | 0.185377 |
| 20 | 0.094202 | 0.7236 | 0.236091 |
| 21 | 0.027283 | 0.2096 | 0.417365 |
| 22 | 0.157529 | 1.21 | 0.115552 |
| 23 | -0.087446 | -0.6717 | 0.252203 |
| 24 | -0.029947 | -0.23 | 0.409432 |
| 25 | -0.055756 | -0.4283 | 0.335008 |
| 26 | -0.03154 | -0.2423 | 0.404709 |
| 27 | -0.075736 | -0.5817 | 0.28148 |
| 28 | 0.021067 | 0.1618 | 0.436 |
| 29 | 0.057127 | 0.4388 | 0.331205 |
| 30 | -0.009351 | -0.0718 | 0.471491 |
| 31 | 0.156988 | 1.2058 | 0.116345 |
| 32 | 0.102193 | 0.785 | 0.217809 |
| 33 | -0.027277 | -0.2095 | 0.417384 |
| 34 | -0.104916 | -0.8059 | 0.211776 |
| 35 | 0.013768 | 0.1058 | 0.458068 |
| 36 | -0.056644 | -0.4351 | 0.332541 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.017337 | -0.1332 | 0.447257 |
| 2 | 0.14971 | 1.1499 | 0.127404 |
| 3 | -0.054669 | -0.4199 | 0.338034 |
| 4 | -0.029034 | -0.223 | 0.412147 |
| 5 | -0.17421 | -1.3381 | 0.092994 |
| 6 | 0.040574 | 0.3117 | 0.378202 |
| 7 | 0.196252 | 1.5074 | 0.068517 |
| 8 | -0.059033 | -0.4534 | 0.325948 |
| 9 | 0.063947 | 0.4912 | 0.312557 |
| 10 | -0.044961 | -0.3454 | 0.365528 |
| 11 | 0.374162 | 2.874 | 0.002814 |
| 12 | -0.102154 | -0.7847 | 0.217896 |
| 13 | -0.107387 | -0.8249 | 0.206388 |
| 14 | 0.019729 | 0.1515 | 0.440032 |
| 15 | -0.057135 | -0.4389 | 0.331182 |
| 16 | -0.187125 | -1.4373 | 0.077953 |
| 17 | -0.11689 | -0.8978 | 0.186458 |
| 18 | -0.117625 | -0.9035 | 0.184968 |
| 19 | -0.064582 | -0.4961 | 0.310847 |
| 20 | 0.024732 | 0.19 | 0.424991 |
| 21 | 0.017299 | 0.1329 | 0.447371 |
| 22 | 0.069912 | 0.537 | 0.296641 |
| 23 | 0.049688 | 0.3817 | 0.352042 |
| 24 | -0.069482 | -0.5337 | 0.297776 |
| 25 | 0.075217 | 0.5778 | 0.282815 |
| 26 | 0.08287 | 0.6365 | 0.263445 |
| 27 | 0.092661 | 0.7117 | 0.239714 |
| 28 | -0.055914 | -0.4295 | 0.334569 |
| 29 | 0.036169 | 0.2778 | 0.391061 |
| 30 | 0.095938 | 0.7369 | 0.232048 |
| 31 | 0.088422 | 0.6792 | 0.249839 |
| 32 | 0.03507 | 0.2694 | 0.394289 |
| 33 | -0.229507 | -1.7629 | 0.04155 |
| 34 | -0.166329 | -1.2776 | 0.103198 |
| 35 | 0.076138 | 0.5848 | 0.280446 |
| 36 | -0.036524 | -0.2805 | 0.390019 |
