| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.449196 | -3.4503 | 0.00052 |
| 2 | -0.119822 | -0.9204 | 0.180564 |
| 3 | 0.165376 | 1.2703 | 0.104486 |
| 4 | 0.014923 | 0.1146 | 0.454567 |
| 5 | -0.082225 | -0.6316 | 0.265049 |
| 6 | -0.036303 | -0.2788 | 0.390668 |
| 7 | 0.071266 | 0.5474 | 0.293082 |
| 8 | -0.089746 | -0.6893 | 0.246653 |
| 9 | -0.030715 | -0.2359 | 0.407152 |
| 10 | 0.212132 | 1.6294 | 0.054277 |
| 11 | -0.266228 | -2.0449 | 0.022665 |
| 12 | 0.161271 | 1.2387 | 0.110173 |
| 13 | -0.007693 | -0.0591 | 0.476539 |
| 14 | 0.024684 | 0.1896 | 0.425135 |
| 15 | -0.082678 | -0.6351 | 0.263922 |
| 16 | -0.01065 | -0.0818 | 0.46754 |
| 17 | 0.015805 | 0.1214 | 0.451893 |
| 18 | 0.021876 | 0.168 | 0.433566 |
| 19 | -0.04629 | -0.3556 | 0.361718 |
| 20 | -0.020895 | -0.1605 | 0.436518 |
| 21 | 0.032229 | 0.2476 | 0.402669 |
| 22 | 0.047969 | 0.3685 | 0.356925 |
| 23 | -0.051726 | -0.3973 | 0.346283 |
| 24 | 0.001485 | 0.0114 | 0.49547 |
| 25 | 0.008292 | 0.0637 | 0.474715 |
| 26 | 0.039311 | 0.302 | 0.381875 |
| 27 | 0.001162 | 0.0089 | 0.496454 |
| 28 | -0.052053 | -0.3998 | 0.345365 |
| 29 | 0.043901 | 0.3372 | 0.368578 |
| 30 | 0.044192 | 0.3394 | 0.367741 |
| 31 | -0.089505 | -0.6875 | 0.247231 |
| 32 | -0.008763 | -0.0673 | 0.473282 |
| 33 | 0.131421 | 1.0095 | 0.158436 |
| 34 | -0.165424 | -1.2706 | 0.104421 |
| 35 | 0.0768 | 0.5899 | 0.278752 |
| 36 | 0.041429 | 0.3182 | 0.37572 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.449196 | -3.4503 | 0.00052 |
| 2 | -0.402894 | -3.0947 | 0.001505 |
| 3 | -0.136261 | -1.0466 | 0.149767 |
| 4 | 0.012869 | 0.0988 | 0.460797 |
| 5 | -0.002636 | -0.0202 | 0.491958 |
| 6 | -0.097318 | -0.7475 | 0.228861 |
| 7 | -0.0571 | -0.4386 | 0.33128 |
| 8 | -0.147267 | -1.1312 | 0.131278 |
| 9 | -0.183288 | -1.4079 | 0.08221 |
| 10 | 0.118469 | 0.91 | 0.183268 |
| 11 | -0.144385 | -1.109 | 0.135956 |
| 12 | 0.044468 | 0.3416 | 0.366947 |
| 13 | -0.031277 | -0.2402 | 0.405487 |
| 14 | 0.080043 | 0.6148 | 0.270518 |
| 15 | -0.029404 | -0.2259 | 0.411048 |
| 16 | -0.103046 | -0.7915 | 0.215909 |
| 17 | -0.173593 | -1.3334 | 0.093764 |
| 18 | -0.039432 | -0.3029 | 0.381523 |
| 19 | -0.063075 | -0.4845 | 0.314916 |
| 20 | -0.118868 | -0.913 | 0.182469 |
| 21 | -0.040243 | -0.3091 | 0.379163 |
| 22 | -0.062261 | -0.4782 | 0.317124 |
| 23 | -0.015325 | -0.1177 | 0.453348 |
| 24 | -0.104779 | -0.8048 | 0.212077 |
| 25 | -0.082826 | -0.6362 | 0.263553 |
| 26 | -0.052028 | -0.3996 | 0.345434 |
| 27 | 0.037682 | 0.2894 | 0.386628 |
| 28 | -0.053969 | -0.4145 | 0.33999 |
| 29 | 0.039935 | 0.3067 | 0.380059 |
| 30 | 0.08015 | 0.6156 | 0.270249 |
| 31 | -0.047944 | -0.3683 | 0.356996 |
| 32 | -0.117018 | -0.8988 | 0.186198 |
| 33 | 0.058674 | 0.4507 | 0.326936 |
| 34 | -0.114685 | -0.8809 | 0.190971 |
| 35 | -0.017779 | -0.1366 | 0.44592 |
| 36 | -0.009698 | -0.0745 | 0.470436 |
