| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.317648 | -2.6766 | 0.004615 |
| 2 | -0.078784 | -0.6638 | 0.25447 |
| 3 | -0.107561 | -0.9063 | 0.183914 |
| 4 | 0.147384 | 1.2419 | 0.109184 |
| 5 | 0.13434 | 1.132 | 0.130729 |
| 6 | -0.152825 | -1.2877 | 0.101011 |
| 7 | 0.072678 | 0.6124 | 0.271117 |
| 8 | -0.110427 | -0.9305 | 0.17764 |
| 9 | 0.134569 | 1.1339 | 0.130325 |
| 10 | -0.145423 | -1.2254 | 0.112245 |
| 11 | 0.080427 | 0.6777 | 0.250085 |
| 12 | 0.01434 | 0.1208 | 0.452082 |
| 13 | -0.042491 | -0.358 | 0.360688 |
| 14 | -0.009319 | -0.0785 | 0.468818 |
| 15 | 0.002279 | 0.0192 | 0.492367 |
| 16 | 0.085081 | 0.7169 | 0.237891 |
| 17 | -0.232914 | -1.9626 | 0.026808 |
| 18 | 0.084329 | 0.7106 | 0.239841 |
| 19 | -0.02248 | -0.1894 | 0.425152 |
| 20 | 0.014453 | 0.1218 | 0.451708 |
| 21 | -0.049262 | -0.4151 | 0.339663 |
| 22 | -0.056811 | -0.4787 | 0.316811 |
| 23 | 0.05098 | 0.4296 | 0.334407 |
| 24 | -0.193439 | -1.6299 | 0.053771 |
| 25 | 0.135778 | 1.1441 | 0.128216 |
| 26 | 0.037183 | 0.3133 | 0.377483 |
| 27 | 0.005687 | 0.0479 | 0.480959 |
| 28 | -0.048426 | -0.408 | 0.342233 |
| 29 | -0.147368 | -1.2417 | 0.109208 |
| 30 | 0.139738 | 1.1775 | 0.121473 |
| 31 | 0.092161 | 0.7766 | 0.219998 |
| 32 | -0.101239 | -0.8531 | 0.198248 |
| 33 | 0.022285 | 0.1878 | 0.425793 |
| 34 | 0.073621 | 0.6203 | 0.268509 |
| 35 | -0.014041 | -0.1183 | 0.453076 |
| 36 | -0.0825 | -0.6952 | 0.244614 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.317648 | -2.6766 | 0.004615 |
| 2 | -0.199849 | -1.684 | 0.048291 |
| 3 | -0.232938 | -1.9628 | 0.026796 |
| 4 | 0.005696 | 0.048 | 0.480928 |
| 5 | 0.183699 | 1.5479 | 0.063049 |
| 6 | -0.017119 | -0.1443 | 0.442856 |
| 7 | 0.106789 | 0.8998 | 0.18563 |
| 8 | -0.065471 | -0.5517 | 0.291453 |
| 9 | 0.032373 | 0.2728 | 0.392908 |
| 10 | -0.132465 | -1.1162 | 0.134057 |
| 11 | -0.003594 | -0.0303 | 0.487961 |
| 12 | 0.027395 | 0.2308 | 0.409055 |
| 13 | -0.016616 | -0.14 | 0.444525 |
| 14 | -0.024281 | -0.2046 | 0.419238 |
| 15 | 0.036526 | 0.3078 | 0.379578 |
| 16 | 0.040733 | 0.3432 | 0.366222 |
| 17 | -0.207196 | -1.7459 | 0.04258 |
| 18 | -0.080993 | -0.6825 | 0.248584 |
| 19 | -0.078409 | -0.6607 | 0.255476 |
| 20 | -0.10668 | -0.8989 | 0.185871 |
| 21 | -0.048121 | -0.4055 | 0.343173 |
| 22 | -0.036155 | -0.3046 | 0.380764 |
| 23 | -0.036257 | -0.3055 | 0.380437 |
| 24 | -0.254578 | -2.1451 | 0.017683 |
| 25 | -0.081457 | -0.6864 | 0.247358 |
| 26 | 0.063821 | 0.5378 | 0.296209 |
| 27 | -0.019483 | -0.1642 | 0.435032 |
| 28 | 0.059523 | 0.5015 | 0.308768 |
| 29 | -0.11557 | -0.9738 | 0.166728 |
| 30 | -0.074685 | -0.6293 | 0.265584 |
| 31 | 0.061975 | 0.5222 | 0.301574 |
| 32 | -0.112049 | -0.9441 | 0.17415 |
| 33 | 0.100593 | 0.8476 | 0.199751 |
| 34 | 0.10112 | 0.8521 | 0.198524 |
| 35 | -0.000348 | -0.0029 | 0.498833 |
| 36 | -0.070416 | -0.5933 | 0.277421 |
