| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.625046 | -4.3304 | 3.8e-05 |
| 2 | 0.030297 | 0.2099 | 0.417315 |
| 3 | 0.368488 | 2.553 | 0.006958 |
| 4 | -0.34364 | -2.3808 | 0.010646 |
| 5 | 0.087861 | 0.6087 | 0.272791 |
| 6 | 0.151133 | 1.0471 | 0.150153 |
| 7 | -0.260461 | -1.8045 | 0.038712 |
| 8 | 0.190383 | 1.319 | 0.096712 |
| 9 | -0.074048 | -0.513 | 0.305146 |
| 10 | -0.086344 | -0.5982 | 0.276256 |
| 11 | 0.217552 | 1.5072 | 0.069151 |
| 12 | -0.220404 | -1.527 | 0.066662 |
| 13 | 0.077468 | 0.5367 | 0.296972 |
| 14 | 0.059527 | 0.4124 | 0.340937 |
| 15 | -0.046695 | -0.3235 | 0.373857 |
| 16 | -0.079101 | -0.548 | 0.293106 |
| 17 | 0.149524 | 1.0359 | 0.152712 |
| 18 | -0.070905 | -0.4912 | 0.312746 |
| 19 | -0.072049 | -0.4992 | 0.30997 |
| 20 | 0.124483 | 0.8624 | 0.196366 |
| 21 | 0.007698 | 0.0533 | 0.478844 |
| 22 | -0.250202 | -1.7334 | 0.044718 |
| 23 | 0.382418 | 2.6495 | 0.005441 |
| 24 | -0.281624 | -1.9511 | 0.028445 |
| 25 | 0.030798 | 0.2134 | 0.41597 |
| 26 | 0.175242 | 1.2141 | 0.115322 |
| 27 | -0.200091 | -1.3863 | 0.086036 |
| 28 | 0.050788 | 0.3519 | 0.363238 |
| 29 | 0.117277 | 0.8125 | 0.210252 |
| 30 | -0.160022 | -1.1087 | 0.13655 |
| 31 | 0.079143 | 0.5483 | 0.293008 |
| 32 | 0.025272 | 0.1751 | 0.430872 |
| 33 | -0.126783 | -0.8784 | 0.192057 |
| 34 | 0.166086 | 1.1507 | 0.127783 |
| 35 | -0.155533 | -1.0776 | 0.143308 |
| 36 | 0.039539 | 0.2739 | 0.392654 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.625046 | -4.3304 | 3.8e-05 |
| 2 | -0.591457 | -4.0977 | 8e-05 |
| 3 | 0.073045 | 0.5061 | 0.307562 |
| 4 | 0.173487 | 1.202 | 0.11764 |
| 5 | 0.041209 | 0.2855 | 0.388243 |
| 6 | 0.028295 | 0.196 | 0.422706 |
| 7 | -0.148304 | -1.0275 | 0.154673 |
| 8 | -0.056163 | -0.3891 | 0.349457 |
| 9 | -0.109857 | -0.7611 | 0.225157 |
| 10 | -0.154453 | -1.0701 | 0.144968 |
| 11 | 0.120242 | 0.8331 | 0.204469 |
| 12 | 0.078353 | 0.5428 | 0.294873 |
| 13 | -0.00299 | -0.0207 | 0.491778 |
| 14 | -0.155323 | -1.0761 | 0.143628 |
| 15 | 0.100148 | 0.6938 | 0.245562 |
| 16 | -0.073828 | -0.5115 | 0.305675 |
| 17 | -0.073587 | -0.5098 | 0.306255 |
| 18 | 0.072782 | 0.5042 | 0.308197 |
| 19 | 0.011984 | 0.083 | 0.467087 |
| 20 | -0.020889 | -0.1447 | 0.442767 |
| 21 | 0.148156 | 1.0265 | 0.154911 |
| 22 | -0.260099 | -1.802 | 0.038912 |
| 23 | 0.064976 | 0.4502 | 0.327308 |
| 24 | -0.008812 | -0.0611 | 0.475786 |
| 25 | 0.029366 | 0.2035 | 0.419819 |
| 26 | -0.024155 | -0.1673 | 0.4339 |
| 27 | 0.101917 | 0.7061 | 0.24177 |
| 28 | -0.092648 | -0.6419 | 0.262001 |
| 29 | -0.088628 | -0.614 | 0.271047 |
| 30 | 0.080206 | 0.5557 | 0.290504 |
| 31 | -0.003887 | -0.0269 | 0.489314 |
| 32 | -0.061863 | -0.4286 | 0.335066 |
| 33 | -0.034708 | -0.2405 | 0.405497 |
| 34 | -0.07086 | -0.4909 | 0.312855 |
| 35 | -0.086905 | -0.6021 | 0.274972 |
| 36 | -0.1199 | -0.8307 | 0.205131 |
