| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.533196 | -4.3317 | 2.6e-05 |
| 2 | 0.008422 | 0.0684 | 0.472829 |
| 3 | 0.144922 | 1.1774 | 0.121641 |
| 4 | -0.047619 | -0.3869 | 0.350051 |
| 5 | -0.063677 | -0.5173 | 0.303334 |
| 6 | -0.017728 | -0.144 | 0.442962 |
| 7 | -0.02459 | -0.1998 | 0.421137 |
| 8 | 0.015024 | 0.1221 | 0.451614 |
| 9 | 0.074583 | 0.6059 | 0.273325 |
| 10 | -0.069548 | -0.565 | 0.286991 |
| 11 | -0.046818 | -0.3803 | 0.352454 |
| 12 | 0.186104 | 1.5119 | 0.067664 |
| 13 | -0.160624 | -1.3049 | 0.098227 |
| 14 | 0.026528 | 0.2155 | 0.415014 |
| 15 | 0.104407 | 0.8482 | 0.199693 |
| 16 | -0.16107 | -1.3085 | 0.097615 |
| 17 | 0.145091 | 1.1787 | 0.12137 |
| 18 | -0.128848 | -1.0468 | 0.149513 |
| 19 | 0.100519 | 0.8166 | 0.208541 |
| 20 | -0.154648 | -1.2564 | 0.106705 |
| 21 | 0.17398 | 1.4134 | 0.081116 |
| 22 | -0.0959 | -0.7791 | 0.219355 |
| 23 | -0.062954 | -0.5114 | 0.305376 |
| 24 | 0.124113 | 1.0083 | 0.158497 |
| 25 | 0.006473 | 0.0526 | 0.479109 |
| 26 | -0.081965 | -0.6659 | 0.253902 |
| 27 | 0.095717 | 0.7776 | 0.21979 |
| 28 | -0.021152 | -0.1718 | 0.432043 |
| 29 | -0.025402 | -0.2064 | 0.418569 |
| 30 | 0.027692 | 0.225 | 0.411347 |
| 31 | -0.073112 | -0.594 | 0.277283 |
| 32 | 0.031138 | 0.253 | 0.400542 |
| 33 | 0.035087 | 0.2851 | 0.388249 |
| 34 | 0.024201 | 0.1966 | 0.422367 |
| 35 | -0.164625 | -1.3374 | 0.092839 |
| 36 | 0.171521 | 1.3934 | 0.08408 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.533196 | -4.3317 | 2.6e-05 |
| 2 | -0.385462 | -3.1315 | 0.001296 |
| 3 | -0.089246 | -0.725 | 0.235496 |
| 4 | 0.034142 | 0.2774 | 0.39118 |
| 5 | -0.030524 | -0.248 | 0.402461 |
| 6 | -0.153964 | -1.2508 | 0.10771 |
| 7 | -0.242605 | -1.9709 | 0.026464 |
| 8 | -0.20395 | -1.6569 | 0.051144 |
| 9 | 0.019807 | 0.1609 | 0.436328 |
| 10 | 0.054227 | 0.4405 | 0.330492 |
| 11 | -0.125439 | -1.0191 | 0.155945 |
| 12 | 0.013102 | 0.1064 | 0.457776 |
| 13 | -0.073028 | -0.5933 | 0.277509 |
| 14 | -0.056588 | -0.4597 | 0.323612 |
| 15 | 0.101139 | 0.8217 | 0.207115 |
| 16 | -0.054131 | -0.4398 | 0.330774 |
| 17 | 0.05821 | 0.4729 | 0.318923 |
| 18 | -0.108909 | -0.8848 | 0.189743 |
| 19 | 0.031249 | 0.2539 | 0.400194 |
| 20 | -0.181037 | -1.4707 | 0.073055 |
| 21 | -0.003053 | -0.0248 | 0.490143 |
| 22 | -0.006125 | -0.0498 | 0.480233 |
| 23 | -0.138224 | -1.1229 | 0.132766 |
| 24 | -0.122711 | -0.9969 | 0.161225 |
| 25 | 0.039482 | 0.3208 | 0.374706 |
| 26 | -0.002566 | -0.0208 | 0.491716 |
| 27 | 0.048696 | 0.3956 | 0.346836 |
| 28 | 0.077139 | 0.6267 | 0.266516 |
| 29 | -0.022615 | -0.1837 | 0.427396 |
| 30 | 0.03266 | 0.2653 | 0.395792 |
| 31 | -0.066543 | -0.5406 | 0.295303 |
| 32 | 0.01438 | 0.1168 | 0.453677 |
| 33 | 0.036873 | 0.2996 | 0.382727 |
| 34 | 0.16391 | 1.3316 | 0.093785 |
| 35 | -0.044918 | -0.3649 | 0.35817 |
| 36 | -0.145543 | -1.1824 | 0.120645 |
