| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.335464 | 2.7459 | 0.003871 |
| 2 | 0.387365 | 3.1707 | 0.001147 |
| 3 | 0.422029 | 3.4545 | 0.00048 |
| 4 | 0.234628 | 1.9205 | 0.029525 |
| 5 | 0.13951 | 1.1419 | 0.128773 |
| 6 | 0.120169 | 0.9836 | 0.164419 |
| 7 | 0.088688 | 0.7259 | 0.235201 |
| 8 | 0.132105 | 1.0813 | 0.141714 |
| 9 | 0.135492 | 1.109 | 0.135687 |
| 10 | 0.055741 | 0.4563 | 0.324838 |
| 11 | 0.083315 | 0.682 | 0.248805 |
| 12 | 0.157564 | 1.2897 | 0.100791 |
| 13 | -0.006896 | -0.0564 | 0.477577 |
| 14 | 0.058105 | 0.4756 | 0.31795 |
| 15 | 0.052356 | 0.4286 | 0.334811 |
| 16 | -0.047443 | -0.3883 | 0.3495 |
| 17 | 0.033951 | 0.2779 | 0.390971 |
| 18 | -0.073011 | -0.5976 | 0.276053 |
| 19 | -0.014189 | -0.1161 | 0.453944 |
| 20 | -0.075137 | -0.615 | 0.270311 |
| 21 | 0.039984 | 0.3273 | 0.372237 |
| 22 | -0.048153 | -0.3941 | 0.347362 |
| 23 | -0.02649 | -0.2168 | 0.414499 |
| 24 | 0.084321 | 0.6902 | 0.246227 |
| 25 | 0.034475 | 0.2822 | 0.389335 |
| 26 | -0.001167 | -0.0096 | 0.496203 |
| 27 | 0.037291 | 0.3052 | 0.380566 |
| 28 | -0.038353 | -0.3139 | 0.377275 |
| 29 | -0.07959 | -0.6515 | 0.258485 |
| 30 | -0.095848 | -0.7846 | 0.217741 |
| 31 | -0.149674 | -1.2251 | 0.112407 |
| 32 | -0.109719 | -0.8981 | 0.186177 |
| 33 | -0.112258 | -0.9189 | 0.180729 |
| 34 | -0.151872 | -1.2431 | 0.109077 |
| 35 | -0.23316 | -1.9085 | 0.030306 |
| 36 | -0.089419 | -0.7319 | 0.233383 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.335464 | 2.7459 | 0.003871 |
| 2 | 0.309679 | 2.5348 | 0.006796 |
| 3 | 0.284709 | 2.3304 | 0.011401 |
| 4 | -0.021461 | -0.1757 | 0.430544 |
| 5 | -0.142374 | -1.1654 | 0.123998 |
| 6 | -0.078778 | -0.6448 | 0.260621 |
| 7 | 0.024686 | 0.2021 | 0.42024 |
| 8 | 0.159813 | 1.3081 | 0.09765 |
| 9 | 0.128462 | 1.0515 | 0.148402 |
| 10 | -0.077034 | -0.6305 | 0.265241 |
| 11 | -0.096014 | -0.7859 | 0.217346 |
| 12 | 0.082112 | 0.6721 | 0.25191 |
| 13 | -0.059396 | -0.4862 | 0.314215 |
| 14 | 0.034417 | 0.2817 | 0.389516 |
| 15 | 0.001047 | 0.0086 | 0.496594 |
| 16 | -0.098586 | -0.807 | 0.211272 |
| 17 | 0.032231 | 0.2638 | 0.396362 |
| 18 | -0.085871 | -0.7029 | 0.24228 |
| 19 | 0.057552 | 0.4711 | 0.319555 |
| 20 | -0.08116 | -0.6643 | 0.254381 |
| 21 | 0.135395 | 1.1083 | 0.135856 |
| 22 | -0.021052 | -0.1723 | 0.431853 |
| 23 | -0.044424 | -0.3636 | 0.358642 |
| 24 | 0.087354 | 0.715 | 0.23854 |
| 25 | 0.060516 | 0.4953 | 0.310988 |
| 26 | -0.052244 | -0.4276 | 0.335143 |
| 27 | -0.036853 | -0.3017 | 0.381924 |
| 28 | -0.089279 | -0.7308 | 0.233732 |
| 29 | -0.117069 | -0.9583 | 0.170691 |
| 30 | -0.009481 | -0.0776 | 0.469186 |
| 31 | -0.048116 | -0.3938 | 0.347473 |
| 32 | 0.056156 | 0.4597 | 0.323624 |
| 33 | -0.046694 | -0.3822 | 0.351758 |
| 34 | -0.06224 | -0.5095 | 0.306053 |
| 35 | -0.227369 | -1.8611 | 0.033559 |
| 36 | 0.002432 | 0.0199 | 0.492089 |
