| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.107721 | 0.7463 | 0.229559 |
| 2 | 0.075719 | 0.5246 | 0.30114 |
| 3 | 0.074265 | 0.5145 | 0.304625 |
| 4 | 0.043617 | 0.3022 | 0.381908 |
| 5 | -0.281052 | -1.9472 | 0.028688 |
| 6 | 0.036444 | 0.2525 | 0.400868 |
| 7 | 0.17229 | 1.1937 | 0.119239 |
| 8 | -0.025657 | -0.1778 | 0.429831 |
| 9 | 0.063247 | 0.4382 | 0.331608 |
| 10 | -0.027357 | -0.1895 | 0.425236 |
| 11 | -0.041268 | -0.2859 | 0.388089 |
| 12 | -0.279046 | -1.9333 | 0.029556 |
| 13 | -0.059408 | -0.4116 | 0.341236 |
| 14 | -0.090953 | -0.6301 | 0.265796 |
| 15 | -0.130959 | -0.9073 | 0.184387 |
| 16 | -0.140358 | -0.9724 | 0.167856 |
| 17 | -0.043721 | -0.3029 | 0.381634 |
| 18 | -0.012973 | -0.0899 | 0.46438 |
| 19 | -0.172856 | -1.1976 | 0.11848 |
| 20 | -0.025414 | -0.1761 | 0.430488 |
| 21 | -0.072017 | -0.4989 | 0.310047 |
| 22 | 0.029427 | 0.2039 | 0.419656 |
| 23 | 0.02192 | 0.1519 | 0.439964 |
| 24 | -0.001238 | -0.0086 | 0.496597 |
| 25 | -0.005853 | -0.0405 | 0.483912 |
| 26 | 0.03219 | 0.223 | 0.412234 |
| 27 | 0.041802 | 0.2896 | 0.38668 |
| 28 | -0.004426 | -0.0307 | 0.487832 |
| 29 | 0.135324 | 0.9376 | 0.176585 |
| 30 | 0.01369 | 0.0948 | 0.462416 |
| 31 | 0.159115 | 1.1024 | 0.137897 |
| 32 | 0.081861 | 0.5672 | 0.286627 |
| 33 | 0.030651 | 0.2124 | 0.416364 |
| 34 | -0.046865 | -0.3247 | 0.373413 |
| 35 | 0.030968 | 0.2146 | 0.415513 |
| 36 | -0.096766 | -0.6704 | 0.252903 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.107721 | 0.7463 | 0.229559 |
| 2 | 0.064868 | 0.4494 | 0.327577 |
| 3 | 0.060605 | 0.4199 | 0.338222 |
| 4 | 0.025953 | 0.1798 | 0.429031 |
| 5 | -0.302716 | -2.0973 | 0.02063 |
| 6 | 0.095503 | 0.6617 | 0.255675 |
| 7 | 0.219836 | 1.5231 | 0.067152 |
| 8 | -0.046917 | -0.3251 | 0.373277 |
| 9 | 0.055912 | 0.3874 | 0.350098 |
| 10 | -0.183816 | -1.2735 | 0.104485 |
| 11 | -0.014152 | -0.098 | 0.461152 |
| 12 | -0.168426 | -1.1669 | 0.12451 |
| 13 | -0.038806 | -0.2689 | 0.394598 |
| 14 | -0.008028 | -0.0556 | 0.477937 |
| 15 | -0.161682 | -1.1202 | 0.134108 |
| 16 | -0.127129 | -0.8808 | 0.191414 |
| 17 | -0.110241 | -0.7638 | 0.224371 |
| 18 | 0.055237 | 0.3827 | 0.35182 |
| 19 | -0.09326 | -0.6461 | 0.260639 |
| 20 | -0.076488 | -0.5299 | 0.299304 |
| 21 | -0.090042 | -0.6238 | 0.267846 |
| 22 | 0.035127 | 0.2434 | 0.40438 |
| 23 | 0.119811 | 0.8301 | 0.205303 |
| 24 | -0.160284 | -1.1105 | 0.136163 |
| 25 | -0.055798 | -0.3866 | 0.350387 |
| 26 | -0.017165 | -0.1189 | 0.452918 |
| 27 | 0.012872 | 0.0892 | 0.464656 |
| 28 | 0.011169 | 0.0774 | 0.469321 |
| 29 | -0.009602 | -0.0665 | 0.473618 |
| 30 | -0.071357 | -0.4944 | 0.311647 |
| 31 | 0.082541 | 0.5719 | 0.285043 |
| 32 | 0.024752 | 0.1715 | 0.43228 |
| 33 | -0.065609 | -0.4546 | 0.32574 |
| 34 | -0.058619 | -0.4061 | 0.343228 |
| 35 | -0.04449 | -0.3082 | 0.379619 |
| 36 | -0.153609 | -1.0642 | 0.146274 |
