| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.47187 | -3.235 | 0.001115 |
| 2 | 0.058885 | 0.4037 | 0.344133 |
| 3 | 0.400886 | 2.7483 | 0.004235 |
| 4 | -0.371729 | -2.5484 | 0.007074 |
| 5 | 0.098715 | 0.6768 | 0.250938 |
| 6 | 0.254292 | 1.7433 | 0.043907 |
| 7 | -0.435935 | -2.9886 | 0.002223 |
| 8 | 0.238638 | 1.636 | 0.054258 |
| 9 | 0.005487 | 0.0376 | 0.485077 |
| 10 | -0.320089 | -2.1944 | 0.016591 |
| 11 | 0.291678 | 1.9996 | 0.025669 |
| 12 | -0.163573 | -1.1214 | 0.133907 |
| 13 | -0.163515 | -1.121 | 0.133991 |
| 14 | 0.251644 | 1.7252 | 0.045533 |
| 15 | -0.152247 | -1.0438 | 0.150969 |
| 16 | -0.052443 | -0.3595 | 0.360405 |
| 17 | 0.163339 | 1.1198 | 0.134246 |
| 18 | -0.179481 | -1.2305 | 0.112324 |
| 19 | -0.028987 | -0.1987 | 0.421669 |
| 20 | 0.193733 | 1.3282 | 0.095268 |
| 21 | -0.244308 | -1.6749 | 0.050299 |
| 22 | 0.038169 | 0.2617 | 0.397358 |
| 23 | 0.232896 | 1.5967 | 0.058523 |
| 24 | -0.318484 | -2.1834 | 0.017016 |
| 25 | 0.26628 | 1.8255 | 0.03714 |
| 26 | -0.049199 | -0.3373 | 0.368698 |
| 27 | -0.100116 | -0.6864 | 0.247928 |
| 28 | 0.133981 | 0.9185 | 0.181516 |
| 29 | 0.002937 | 0.0201 | 0.492011 |
| 30 | -0.115911 | -0.7946 | 0.215407 |
| 31 | 0.172947 | 1.1857 | 0.120858 |
| 32 | -0.133675 | -0.9164 | 0.18206 |
| 33 | 0.030117 | 0.2065 | 0.418658 |
| 34 | 0.046096 | 0.316 | 0.376693 |
| 35 | -0.104402 | -0.7157 | 0.238846 |
| 36 | 0.052459 | 0.3596 | 0.360363 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.47187 | -3.235 | 0.001115 |
| 2 | -0.210688 | -1.4444 | 0.07763 |
| 3 | 0.451123 | 3.0927 | 0.001666 |
| 4 | 0.049507 | 0.3394 | 0.367909 |
| 5 | -0.184905 | -1.2676 | 0.105584 |
| 6 | 0.128941 | 0.884 | 0.190606 |
| 7 | -0.147722 | -1.0127 | 0.158187 |
| 8 | -0.107415 | -0.7364 | 0.232575 |
| 9 | -0.038688 | -0.2652 | 0.395995 |
| 10 | -0.121608 | -0.8337 | 0.204334 |
| 11 | 0.003478 | 0.0238 | 0.49054 |
| 12 | -0.054528 | -0.3738 | 0.355108 |
| 13 | -0.092524 | -0.6343 | 0.264477 |
| 14 | -0.038852 | -0.2664 | 0.395564 |
| 15 | 0.103164 | 0.7073 | 0.241449 |
| 16 | 0.022186 | 0.1521 | 0.439881 |
| 17 | -0.127433 | -0.8736 | 0.193379 |
| 18 | -0.079819 | -0.5472 | 0.293412 |
| 19 | -0.17086 | -1.1714 | 0.12368 |
| 20 | 0.038325 | 0.2627 | 0.39695 |
| 21 | -0.024131 | -0.1654 | 0.434657 |
| 22 | -0.178185 | -1.2216 | 0.11398 |
| 23 | 0.186792 | 1.2806 | 0.103312 |
| 24 | 0.008355 | 0.0573 | 0.477282 |
| 25 | 0.099302 | 0.6808 | 0.249674 |
| 26 | -0.17899 | -1.2271 | 0.11295 |
| 27 | 0.050712 | 0.3477 | 0.364822 |
| 28 | -0.05445 | -0.3733 | 0.355305 |
| 29 | -0.036749 | -0.2519 | 0.401092 |
| 30 | 0.024095 | 0.1652 | 0.434752 |
| 31 | -0.102604 | -0.7034 | 0.242634 |
| 32 | 0.005173 | 0.0355 | 0.48593 |
| 33 | 0.076764 | 0.5263 | 0.300588 |
| 34 | -0.081264 | -0.5571 | 0.290045 |
| 35 | -0.043915 | -0.3011 | 0.382347 |
| 36 | -0.008329 | -0.0571 | 0.477354 |
