| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.384754 | -2.9553 | 0.002241 |
| 2 | -0.040646 | -0.3122 | 0.377993 |
| 3 | -0.044529 | -0.342 | 0.36677 |
| 4 | -0.044338 | -0.3406 | 0.36732 |
| 5 | 0.146971 | 1.1289 | 0.131754 |
| 6 | -0.059001 | -0.4532 | 0.326036 |
| 7 | 0.056172 | 0.4315 | 0.333852 |
| 8 | -0.267648 | -2.0558 | 0.022116 |
| 9 | 0.05433 | 0.4173 | 0.33898 |
| 10 | -0.098231 | -0.7545 | 0.226766 |
| 11 | 0.22397 | 1.7203 | 0.045305 |
| 12 | 0.067325 | 0.5171 | 0.303499 |
| 13 | -0.239457 | -1.8393 | 0.035452 |
| 14 | 0.170216 | 1.3075 | 0.098066 |
| 15 | -0.021373 | -0.1642 | 0.435079 |
| 16 | -0.046856 | -0.3599 | 0.3601 |
| 17 | 0.095927 | 0.7368 | 0.232073 |
| 18 | 0.03857 | 0.2963 | 0.384035 |
| 19 | -0.112103 | -0.8611 | 0.196339 |
| 20 | -0.144606 | -1.1107 | 0.135593 |
| 21 | 0.134526 | 1.0333 | 0.152838 |
| 22 | 0.018294 | 0.1405 | 0.444364 |
| 23 | 0.093539 | 0.7185 | 0.237647 |
| 24 | -0.161161 | -1.2379 | 0.110329 |
| 25 | 0.025365 | 0.1948 | 0.423097 |
| 26 | 0.092871 | 0.7134 | 0.239219 |
| 27 | -0.105637 | -0.8114 | 0.210195 |
| 28 | 0.185662 | 1.4261 | 0.079555 |
| 29 | -0.148195 | -1.1383 | 0.129796 |
| 30 | 0.028055 | 0.2155 | 0.415063 |
| 31 | -0.067895 | -0.5215 | 0.30198 |
| 32 | 0.07002 | 0.5378 | 0.296358 |
| 33 | -0.012348 | -0.0948 | 0.46238 |
| 34 | -0.074044 | -0.5687 | 0.285844 |
| 35 | 0.068623 | 0.5271 | 0.30005 |
| 36 | -0.045666 | -0.3508 | 0.363505 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.384754 | -2.9553 | 0.002241 |
| 2 | -0.221466 | -1.7011 | 0.047094 |
| 3 | -0.183714 | -1.4111 | 0.081728 |
| 4 | -0.191959 | -1.4745 | 0.072836 |
| 5 | 0.028012 | 0.2152 | 0.415192 |
| 6 | -0.005264 | -0.0404 | 0.483942 |
| 7 | 0.074511 | 0.5723 | 0.284637 |
| 8 | -0.26044 | -2.0005 | 0.025029 |
| 9 | -0.224268 | -1.7226 | 0.045096 |
| 10 | -0.402315 | -3.0902 | 0.001525 |
| 11 | -0.123437 | -0.9481 | 0.173463 |
| 12 | 0.068275 | 0.5244 | 0.300971 |
| 13 | -0.107915 | -0.8289 | 0.205248 |
| 14 | 0.07115 | 0.5465 | 0.293387 |
| 15 | 0.12193 | 0.9366 | 0.1764 |
| 16 | -0.191015 | -1.4672 | 0.073815 |
| 17 | -0.160292 | -1.2312 | 0.111561 |
| 18 | -0.05827 | -0.4476 | 0.328048 |
| 19 | -0.071851 | -0.5519 | 0.291551 |
| 20 | -0.233493 | -1.7935 | 0.03901 |
| 21 | -0.071559 | -0.5497 | 0.292316 |
| 22 | 0.02199 | 0.1689 | 0.433223 |
| 23 | 0.114596 | 0.8802 | 0.191153 |
| 24 | -0.041877 | -0.3217 | 0.374423 |
| 25 | -0.01814 | -0.1393 | 0.44483 |
| 26 | -0.013945 | -0.1071 | 0.45753 |
| 27 | -0.132803 | -1.0201 | 0.155928 |
| 28 | -0.000914 | -0.007 | 0.497211 |
| 29 | -0.181558 | -1.3946 | 0.084187 |
| 30 | -0.037908 | -0.2912 | 0.38597 |
| 31 | 0.101033 | 0.776 | 0.22041 |
| 32 | 0.085721 | 0.6584 | 0.256409 |
| 33 | -0.045125 | -0.3466 | 0.365057 |
| 34 | -0.098822 | -0.7591 | 0.225418 |
| 35 | -0.117036 | -0.899 | 0.186162 |
| 36 | -0.136937 | -1.0518 | 0.148582 |
