| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.252886 | 1.9259 | 0.02951 |
| 2 | 0.069544 | 0.5296 | 0.299194 |
| 3 | 0.197807 | 1.5065 | 0.068689 |
| 4 | 0.022159 | 0.1688 | 0.433286 |
| 5 | -0.052534 | -0.4001 | 0.345281 |
| 6 | -0.254888 | -1.9412 | 0.028551 |
| 7 | -0.10615 | -0.8084 | 0.211079 |
| 8 | -0.290188 | -2.21 | 0.015532 |
| 9 | -0.224766 | -1.7118 | 0.046141 |
| 10 | 0.046212 | 0.3519 | 0.36308 |
| 11 | -0.02483 | -0.1891 | 0.425339 |
| 12 | -0.131592 | -1.0022 | 0.160211 |
| 13 | -0.155191 | -1.1819 | 0.121034 |
| 14 | 0.184094 | 1.402 | 0.083119 |
| 15 | 0.027323 | 0.2081 | 0.417946 |
| 16 | -0.228541 | -1.7405 | 0.043536 |
| 17 | 0.062098 | 0.4729 | 0.31902 |
| 18 | -0.008538 | -0.065 | 0.474188 |
| 19 | -0.077702 | -0.5918 | 0.278156 |
| 20 | 0.029882 | 0.2276 | 0.410389 |
| 21 | 0.044791 | 0.3411 | 0.367125 |
| 22 | -0.013646 | -0.1039 | 0.458795 |
| 23 | -0.098493 | -0.7501 | 0.228113 |
| 24 | 0.052543 | 0.4002 | 0.345255 |
| 25 | 0.088201 | 0.6717 | 0.252215 |
| 26 | -0.016117 | -0.1227 | 0.451367 |
| 27 | -0.041765 | -0.3181 | 0.375787 |
| 28 | -0.006527 | -0.0497 | 0.480263 |
| 29 | 0.047875 | 0.3646 | 0.358365 |
| 30 | -0.09363 | -0.7131 | 0.239332 |
| 31 | 0.085815 | 0.6535 | 0.257994 |
| 32 | 0.07279 | 0.5544 | 0.290734 |
| 33 | -0.110725 | -0.8433 | 0.201274 |
| 34 | 0.107255 | 0.8168 | 0.208683 |
| 35 | 0.051242 | 0.3903 | 0.34889 |
| 36 | 0.033769 | 0.2572 | 0.398977 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.252886 | 1.9259 | 0.02951 |
| 2 | 0.005975 | 0.0455 | 0.48193 |
| 3 | 0.191038 | 1.4549 | 0.075544 |
| 4 | -0.08064 | -0.6141 | 0.270764 |
| 5 | -0.048805 | -0.3717 | 0.355739 |
| 6 | -0.296082 | -2.2549 | 0.013965 |
| 7 | 0.044508 | 0.339 | 0.367932 |
| 8 | -0.315252 | -2.4009 | 0.009791 |
| 9 | 0.051011 | 0.3885 | 0.349538 |
| 10 | 0.085862 | 0.6539 | 0.257879 |
| 11 | 0.07473 | 0.5691 | 0.285735 |
| 12 | -0.230686 | -1.7568 | 0.042111 |
| 13 | -0.165072 | -1.2572 | 0.106869 |
| 14 | 0.141024 | 1.074 | 0.143634 |
| 15 | -0.089974 | -0.6852 | 0.247966 |
| 16 | -0.241824 | -1.8417 | 0.035319 |
| 17 | 0.071238 | 0.5425 | 0.294766 |
| 18 | -0.051066 | -0.3889 | 0.349383 |
| 19 | -0.0701 | -0.5339 | 0.297737 |
| 20 | 0.004531 | 0.0345 | 0.486297 |
| 21 | -0.08146 | -0.6204 | 0.268717 |
| 22 | -0.05874 | -0.4473 | 0.328145 |
| 23 | -0.07045 | -0.5365 | 0.296823 |
| 24 | -0.133554 | -1.0171 | 0.156661 |
| 25 | -0.005213 | -0.0397 | 0.484233 |
| 26 | 0.061582 | 0.469 | 0.320417 |
| 27 | -0.089872 | -0.6844 | 0.248209 |
| 28 | -0.188815 | -1.438 | 0.077908 |
| 29 | -0.024298 | -0.185 | 0.426918 |
| 30 | -0.083074 | -0.6327 | 0.264717 |
| 31 | 0.064828 | 0.4937 | 0.311687 |
| 32 | -0.125302 | -0.9543 | 0.171954 |
| 33 | -0.055823 | -0.4251 | 0.336156 |
| 34 | 0.055628 | 0.4237 | 0.336694 |
| 35 | -0.131999 | -1.0053 | 0.159471 |
| 36 | -0.074713 | -0.569 | 0.285778 |
