| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.568412 | -4.8897 | 3e-06 |
| 2 | 0.079269 | 0.6819 | 0.248716 |
| 3 | 0.17636 | 1.5171 | 0.06675 |
| 4 | -0.243938 | -2.0984 | 0.01964 |
| 5 | 0.095268 | 0.8195 | 0.207558 |
| 6 | -0.022241 | -0.1913 | 0.424397 |
| 7 | 0.050441 | 0.4339 | 0.332809 |
| 8 | -0.250293 | -2.1531 | 0.017285 |
| 9 | 0.281973 | 2.4256 | 0.00886 |
| 10 | -0.098626 | -0.8484 | 0.199473 |
| 11 | -0.29774 | -2.5613 | 0.006233 |
| 12 | 0.632796 | 5.4435 | 0 |
| 13 | -0.446292 | -3.8391 | 0.000129 |
| 14 | 0.171738 | 1.4774 | 0.071913 |
| 15 | 0.093925 | 0.808 | 0.210848 |
| 16 | -0.205399 | -1.7669 | 0.040683 |
| 17 | 0.062204 | 0.5351 | 0.297093 |
| 18 | 0.069883 | 0.6012 | 0.274786 |
| 19 | -0.090178 | -0.7757 | 0.220187 |
| 20 | -0.083954 | -0.7222 | 0.236223 |
| 21 | 0.169265 | 1.4561 | 0.074801 |
| 22 | -0.13493 | -1.1607 | 0.124745 |
| 23 | -0.094405 | -0.8121 | 0.209669 |
| 24 | 0.383635 | 3.3002 | 0.000744 |
| 25 | -0.293385 | -2.5238 | 0.006877 |
| 26 | 0.082866 | 0.7128 | 0.239093 |
| 27 | 0.144799 | 1.2456 | 0.108418 |
| 28 | -0.202151 | -1.739 | 0.043099 |
| 29 | 0.065043 | 0.5595 | 0.288748 |
| 30 | 0.016598 | 0.1428 | 0.443426 |
| 31 | -0.113171 | -0.9735 | 0.166731 |
| 32 | 0.052794 | 0.4541 | 0.325526 |
| 33 | 0.04769 | 0.4102 | 0.341407 |
| 34 | -0.050663 | -0.4358 | 0.332117 |
| 35 | -0.114399 | -0.9841 | 0.164136 |
| 36 | 0.288729 | 2.4837 | 0.007632 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.568412 | -4.8897 | 3e-06 |
| 2 | -0.3602 | -3.0986 | 0.001374 |
| 3 | 0.055858 | 0.4805 | 0.316141 |
| 4 | -0.092387 | -0.7947 | 0.214653 |
| 5 | -0.133142 | -1.1453 | 0.127882 |
| 6 | -0.148022 | -1.2733 | 0.103443 |
| 7 | 0.054513 | 0.4689 | 0.320245 |
| 8 | -0.347109 | -2.9859 | 0.001916 |
| 9 | -0.117558 | -1.0113 | 0.157591 |
| 10 | -0.001371 | -0.0118 | 0.495312 |
| 11 | -0.494776 | -4.2562 | 3e-05 |
| 12 | 0.191156 | 1.6444 | 0.052169 |
| 13 | 0.129809 | 1.1167 | 0.133876 |
| 14 | 0.107396 | 0.9239 | 0.179281 |
| 15 | 0.093031 | 0.8003 | 0.213054 |
| 16 | 0.023474 | 0.2019 | 0.420262 |
| 17 | -0.092001 | -0.7914 | 0.215614 |
| 18 | 0.078189 | 0.6726 | 0.251647 |
| 19 | -0.097871 | -0.8419 | 0.201273 |
| 20 | 0.072372 | 0.6226 | 0.267742 |
| 21 | -0.086415 | -0.7434 | 0.229806 |
| 22 | -0.068758 | -0.5915 | 0.278 |
| 23 | -0.016945 | -0.1458 | 0.442252 |
| 24 | 0.069064 | 0.5941 | 0.277125 |
| 25 | 0.161969 | 1.3933 | 0.083849 |
| 26 | -0.042413 | -0.3649 | 0.358131 |
| 27 | 0.007715 | 0.0664 | 0.473632 |
| 28 | 0.095747 | 0.8236 | 0.206393 |
| 29 | 0.032304 | 0.2779 | 0.390937 |
| 30 | -0.176827 | -1.5211 | 0.066246 |
| 31 | -0.126988 | -1.0924 | 0.139102 |
| 32 | -0.006945 | -0.0597 | 0.476262 |
| 33 | 0.007057 | 0.0607 | 0.475878 |
| 34 | 0.097943 | 0.8425 | 0.201102 |
| 35 | -0.038273 | -0.3292 | 0.371453 |
| 36 | -0.050108 | -0.431 | 0.333843 |
