| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.60406 | -5.5032 | 0 |
| 2 | 0.00674 | 0.0614 | 0.475593 |
| 3 | 0.311977 | 2.8422 | 0.002818 |
| 4 | -0.327508 | -2.9837 | 0.001869 |
| 5 | 0.127386 | 1.1605 | 0.124578 |
| 6 | 0.166628 | 1.5181 | 0.0664 |
| 7 | -0.272967 | -2.4869 | 0.007446 |
| 8 | 0.078559 | 0.7157 | 0.238092 |
| 9 | 0.158205 | 1.4413 | 0.076629 |
| 10 | -0.227656 | -2.074 | 0.020587 |
| 11 | 0.109654 | 0.999 | 0.16035 |
| 12 | 0.046301 | 0.4218 | 0.337124 |
| 13 | -0.149033 | -1.3578 | 0.08911 |
| 14 | 0.083068 | 0.7568 | 0.22566 |
| 15 | 0.115567 | 1.0529 | 0.14773 |
| 16 | -0.253958 | -2.3137 | 0.01158 |
| 17 | 0.169876 | 1.5476 | 0.062757 |
| 18 | 0.074478 | 0.6785 | 0.249663 |
| 19 | -0.230068 | -2.096 | 0.019563 |
| 20 | 0.157408 | 1.4341 | 0.077657 |
| 21 | 0.091392 | 0.8326 | 0.203724 |
| 22 | -0.369943 | -3.3703 | 0.000571 |
| 23 | 0.50908 | 4.6379 | 6e-06 |
| 24 | -0.310802 | -2.8315 | 0.002905 |
| 25 | -0.084709 | -0.7717 | 0.221232 |
| 26 | 0.307966 | 2.8057 | 0.003127 |
| 27 | -0.2157 | -1.9651 | 0.026373 |
| 28 | 0.024027 | 0.2189 | 0.413634 |
| 29 | 0.146427 | 1.334 | 0.092924 |
| 30 | -0.220649 | -2.0102 | 0.023828 |
| 31 | 0.087046 | 0.793 | 0.215013 |
| 32 | 0.147799 | 1.3465 | 0.090901 |
| 33 | -0.242635 | -2.2105 | 0.014911 |
| 34 | 0.113266 | 1.0319 | 0.152559 |
| 35 | 0.017747 | 0.1617 | 0.435974 |
| 36 | -0.123165 | -1.1221 | 0.132531 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.60406 | -5.5032 | 0 |
| 2 | -0.563915 | -5.1375 | 1e-06 |
| 3 | -0.051469 | -0.4689 | 0.320182 |
| 4 | -0.11734 | -1.069 | 0.144079 |
| 5 | -0.116738 | -1.0635 | 0.145311 |
| 6 | 0.167445 | 1.5255 | 0.065469 |
| 7 | 0.106217 | 0.9677 | 0.168008 |
| 8 | -0.15182 | -1.3831 | 0.085165 |
| 9 | -0.022061 | -0.201 | 0.420602 |
| 10 | -0.00915 | -0.0834 | 0.466882 |
| 11 | -0.083099 | -0.7571 | 0.225578 |
| 12 | -0.080177 | -0.7304 | 0.233587 |
| 13 | -0.036323 | -0.3309 | 0.370771 |
| 14 | -0.130506 | -1.189 | 0.118922 |
| 15 | 0.071728 | 0.6535 | 0.25763 |
| 16 | -0.043147 | -0.3931 | 0.347632 |
| 17 | -0.083541 | -0.7611 | 0.224378 |
| 18 | 0.0967 | 0.881 | 0.190437 |
| 19 | 0.057339 | 0.5224 | 0.301397 |
| 20 | -0.12381 | -1.128 | 0.131293 |
| 21 | 0.129177 | 1.1769 | 0.121308 |
| 22 | -0.219969 | -2.004 | 0.024165 |
| 23 | 0.204918 | 1.8669 | 0.032724 |
| 24 | 0.054916 | 0.5003 | 0.309092 |
| 25 | -0.023467 | -0.2138 | 0.415617 |
| 26 | -0.067997 | -0.6195 | 0.268648 |
| 27 | 0.103603 | 0.9439 | 0.173989 |
| 28 | 0.0972 | 0.8855 | 0.189213 |
| 29 | 0.084581 | 0.7706 | 0.221575 |
| 30 | -0.061902 | -0.564 | 0.287153 |
| 31 | 0.014903 | 0.1358 | 0.446164 |
| 32 | 0.008807 | 0.0802 | 0.468121 |
| 33 | -0.023696 | -0.2159 | 0.414805 |
| 34 | -0.074231 | -0.6763 | 0.250373 |
| 35 | -0.096408 | -0.8783 | 0.191152 |
| 36 | -0.210549 | -1.9182 | 0.029262 |
