| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.530575 | 3.714 | 0.000261 |
| 2 | -0.099729 | -0.6981 | 0.244206 |
| 3 | -0.483441 | -3.3841 | 0.000706 |
| 4 | -0.508955 | -3.5627 | 0.000415 |
| 5 | -0.177374 | -1.2416 | 0.110144 |
| 6 | 0.093434 | 0.654 | 0.258073 |
| 7 | 0.199707 | 1.398 | 0.084212 |
| 8 | 0.186569 | 1.306 | 0.098828 |
| 9 | 0.002195 | 0.0154 | 0.493903 |
| 10 | -0.051192 | -0.3583 | 0.360812 |
| 11 | -0.011326 | -0.0793 | 0.468565 |
| 12 | -0.021114 | -0.1478 | 0.441555 |
| 13 | 0.027282 | 0.191 | 0.424669 |
| 14 | -0.00303 | -0.0212 | 0.491582 |
| 15 | -0.053104 | -0.3717 | 0.35585 |
| 16 | -0.023709 | -0.166 | 0.434434 |
| 17 | -0.061827 | -0.4328 | 0.333534 |
| 18 | -0.033536 | -0.2348 | 0.407688 |
| 19 | 0.024569 | 0.172 | 0.43208 |
| 20 | 0.082712 | 0.579 | 0.282626 |
| 21 | 0.114734 | 0.8031 | 0.212887 |
| 22 | -0.022995 | -0.161 | 0.436391 |
| 23 | -0.11149 | -0.7804 | 0.219447 |
| 24 | -0.111567 | -0.781 | 0.219288 |
| 25 | -0.006055 | -0.0424 | 0.483182 |
| 26 | 0.107682 | 0.7538 | 0.227296 |
| 27 | 0.063967 | 0.4478 | 0.328147 |
| 28 | -0.075628 | -0.5294 | 0.299461 |
| 29 | -0.135031 | -0.9452 | 0.174593 |
| 30 | -0.089948 | -0.6296 | 0.265928 |
| 31 | 0.152872 | 1.0701 | 0.144907 |
| 32 | 0.274453 | 1.9212 | 0.030269 |
| 33 | 0.191556 | 1.3409 | 0.093069 |
| 34 | 0.010114 | 0.0708 | 0.471924 |
| 35 | -0.269455 | -1.8862 | 0.032602 |
| 36 | -0.352009 | -2.4641 | 0.008647 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.530575 | 3.714 | 0.000261 |
| 2 | -0.530611 | -3.7143 | 0.000261 |
| 3 | -0.234253 | -1.6398 | 0.053729 |
| 4 | -0.176474 | -1.2353 | 0.111302 |
| 5 | 0.085543 | 0.5988 | 0.276031 |
| 6 | -0.201659 | -1.4116 | 0.082192 |
| 7 | -0.023815 | -0.1667 | 0.434143 |
| 8 | 0.022276 | 0.1559 | 0.438363 |
| 9 | -0.168716 | -1.181 | 0.121649 |
| 10 | 0.137013 | 0.9591 | 0.171111 |
| 11 | 0.011506 | 0.0805 | 0.468067 |
| 12 | -0.085215 | -0.5965 | 0.276792 |
| 13 | 0.091024 | 0.6372 | 0.26349 |
| 14 | -0.03936 | -0.2755 | 0.392037 |
| 15 | -0.029485 | -0.2064 | 0.418668 |
| 16 | 0.028552 | 0.1999 | 0.421207 |
| 17 | -0.111561 | -0.7809 | 0.2193 |
| 18 | -0.00452 | -0.0316 | 0.487444 |
| 19 | -0.009412 | -0.0659 | 0.473869 |
| 20 | 0.109469 | 0.7663 | 0.223593 |
| 21 | -0.078272 | -0.5479 | 0.293122 |
| 22 | -0.138626 | -0.9704 | 0.168311 |
| 23 | 0.102677 | 0.7187 | 0.237858 |
| 24 | -0.108827 | -0.7618 | 0.224919 |
| 25 | 0.161085 | 1.1276 | 0.132491 |
| 26 | -0.085531 | -0.5987 | 0.27606 |
| 27 | -0.11177 | -0.7824 | 0.218874 |
| 28 | -0.084153 | -0.5891 | 0.279261 |
| 29 | 0.006029 | 0.0422 | 0.483256 |
| 30 | 0.013602 | 0.0952 | 0.462268 |
| 31 | 0.205791 | 1.4405 | 0.078038 |
| 32 | -0.04603 | -0.3222 | 0.374332 |
| 33 | 0.090348 | 0.6324 | 0.265021 |
| 34 | 0.012499 | 0.0875 | 0.465317 |
| 35 | -0.12578 | -0.8805 | 0.191454 |
| 36 | -0.056992 | -0.3989 | 0.345834 |
