| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.477346 | 3.6666 | 0.000264 |
| 2 | 0.34215 | 2.6281 | 0.005464 |
| 3 | 0.033165 | 0.2547 | 0.399901 |
| 4 | -0.293851 | -2.2571 | 0.013859 |
| 5 | -0.496844 | -3.8163 | 0.000164 |
| 6 | -0.613886 | -4.7153 | 8e-06 |
| 7 | -0.517807 | -3.9773 | 9.6e-05 |
| 8 | -0.352721 | -2.7093 | 0.004406 |
| 9 | -0.041553 | -0.3192 | 0.37536 |
| 10 | 0.224664 | 1.7257 | 0.04482 |
| 11 | 0.439204 | 3.3736 | 0.000658 |
| 12 | 0.582272 | 4.4725 | 1.8e-05 |
| 13 | 0.437382 | 3.3596 | 0.000686 |
| 14 | 0.238702 | 1.8335 | 0.035886 |
| 15 | 0.037008 | 0.2843 | 0.3886 |
| 16 | -0.26118 | -2.0062 | 0.024715 |
| 17 | -0.314163 | -2.4131 | 0.00947 |
| 18 | -0.490447 | -3.7672 | 0.000192 |
| 19 | -0.370035 | -2.8423 | 0.003071 |
| 20 | -0.261402 | -2.0079 | 0.024622 |
| 21 | -0.061804 | -0.4747 | 0.318367 |
| 22 | 0.223593 | 1.7175 | 0.045571 |
| 23 | 0.299627 | 2.3015 | 0.012457 |
| 24 | 0.403244 | 3.0974 | 0.001494 |
| 25 | 0.359189 | 2.759 | 0.003855 |
| 26 | 0.198993 | 1.5285 | 0.065867 |
| 27 | -0.016523 | -0.1269 | 0.449721 |
| 28 | -0.186289 | -1.4309 | 0.078865 |
| 29 | -0.197623 | -1.518 | 0.067181 |
| 30 | -0.372404 | -2.8605 | 0.002921 |
| 31 | -0.32461 | -2.4934 | 0.007739 |
| 32 | -0.186361 | -1.4315 | 0.078786 |
| 33 | -0.038592 | -0.2964 | 0.38397 |
| 34 | 0.184748 | 1.4191 | 0.080569 |
| 35 | 0.20146 | 1.5474 | 0.063552 |
| 36 | 0.357663 | 2.7473 | 0.003979 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.477346 | 3.6666 | 0.000264 |
| 2 | 0.148019 | 1.137 | 0.130077 |
| 3 | -0.23389 | -1.7965 | 0.038764 |
| 4 | -0.39225 | -3.0129 | 0.001904 |
| 5 | -0.326641 | -2.509 | 0.007437 |
| 6 | -0.29802 | -2.2891 | 0.012834 |
| 7 | -0.13825 | -1.0619 | 0.146299 |
| 8 | -0.101947 | -0.7831 | 0.218359 |
| 9 | 0.04547 | 0.3493 | 0.364069 |
| 10 | 0.059011 | 0.4533 | 0.326007 |
| 11 | 0.061818 | 0.4748 | 0.31833 |
| 12 | 0.142819 | 1.097 | 0.138546 |
| 13 | -0.09138 | -0.7019 | 0.24275 |
| 14 | -0.197226 | -1.5149 | 0.067566 |
| 15 | -0.036298 | -0.2788 | 0.390682 |
| 16 | -0.082882 | -0.6366 | 0.263413 |
| 17 | 0.202554 | 1.5558 | 0.062547 |
| 18 | -0.044433 | -0.3413 | 0.367045 |
| 19 | 0.012881 | 0.0989 | 0.460759 |
| 20 | -0.09181 | -0.7052 | 0.241728 |
| 21 | -0.120097 | -0.9225 | 0.180018 |
| 22 | 0.077443 | 0.5949 | 0.277108 |
| 23 | -0.04453 | -0.342 | 0.366769 |
| 24 | -0.020387 | -0.1566 | 0.43805 |
| 25 | 0.096025 | 0.7376 | 0.231846 |
| 26 | -0.018333 | -0.1408 | 0.444247 |
| 27 | -0.134935 | -1.0365 | 0.152109 |
| 28 | -0.106458 | -0.8177 | 0.208403 |
| 29 | 0.175375 | 1.3471 | 0.091553 |
| 30 | -0.037323 | -0.2867 | 0.387679 |
| 31 | -0.118982 | -0.9139 | 0.182239 |
| 32 | -0.027377 | -0.2103 | 0.417085 |
| 33 | 0.052557 | 0.4037 | 0.343947 |
| 34 | 0.042733 | 0.3282 | 0.371948 |
| 35 | -0.122328 | -0.9396 | 0.175623 |
| 36 | 0.085404 | 0.656 | 0.257186 |
