| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.316648 | -2.4527 | 0.008551 |
| 2 | 0.190318 | 1.4742 | 0.072829 |
| 3 | 0.087479 | 0.6776 | 0.250311 |
| 4 | -0.029326 | -0.2272 | 0.410538 |
| 5 | 0.0762 | 0.5902 | 0.278621 |
| 6 | -0.071919 | -0.5571 | 0.289772 |
| 7 | -0.176453 | -1.3668 | 0.088394 |
| 8 | -0.052345 | -0.4055 | 0.343289 |
| 9 | -0.043459 | -0.3366 | 0.368785 |
| 10 | -0.229343 | -1.7765 | 0.040361 |
| 11 | 0.180567 | 1.3987 | 0.08353 |
| 12 | -0.426667 | -3.3049 | 0.000803 |
| 13 | 0.112805 | 0.8738 | 0.192861 |
| 14 | -0.002853 | -0.0221 | 0.49122 |
| 15 | -0.010012 | -0.0776 | 0.469221 |
| 16 | 0.012634 | 0.0979 | 0.461183 |
| 17 | 0.06757 | 0.5234 | 0.301313 |
| 18 | 0.170223 | 1.3185 | 0.096167 |
| 19 | 0.032824 | 0.2543 | 0.400084 |
| 20 | 0.032033 | 0.2481 | 0.40244 |
| 21 | 0.136064 | 1.0539 | 0.148066 |
| 22 | -0.040764 | -0.3158 | 0.376642 |
| 23 | 0.155522 | 1.2047 | 0.116531 |
| 24 | -0.082881 | -0.642 | 0.261662 |
| 25 | -0.013864 | -0.1074 | 0.457418 |
| 26 | 0.007819 | 0.0606 | 0.475954 |
| 27 | -0.090578 | -0.7016 | 0.242817 |
| 28 | 0.00922 | 0.0714 | 0.47165 |
| 29 | -0.04318 | -0.3345 | 0.369596 |
| 30 | -0.197404 | -1.5291 | 0.065749 |
| 31 | 0.064056 | 0.4962 | 0.310791 |
| 32 | 0.070366 | 0.5451 | 0.293868 |
| 33 | -0.222102 | -1.7204 | 0.045257 |
| 34 | 0.185405 | 1.4361 | 0.078078 |
| 35 | -0.136896 | -1.0604 | 0.146608 |
| 36 | 0.10523 | 0.8151 | 0.209116 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.316648 | -2.4527 | 0.008551 |
| 2 | 0.100087 | 0.7753 | 0.220613 |
| 3 | 0.194678 | 1.508 | 0.068405 |
| 4 | 0.034243 | 0.2652 | 0.395865 |
| 5 | 0.030075 | 0.233 | 0.408293 |
| 6 | -0.07043 | -0.5455 | 0.293699 |
| 7 | -0.272883 | -2.1137 | 0.019352 |
| 8 | -0.22221 | -1.7212 | 0.045181 |
| 9 | -0.03703 | -0.2868 | 0.387614 |
| 10 | -0.184094 | -1.426 | 0.079527 |
| 11 | 0.150914 | 1.169 | 0.123518 |
| 12 | -0.295596 | -2.2897 | 0.012786 |
| 13 | -0.176761 | -1.3692 | 0.088022 |
| 14 | -0.025235 | -0.1955 | 0.422844 |
| 15 | 0.066028 | 0.5115 | 0.305455 |
| 16 | -0.051199 | -0.3966 | 0.346539 |
| 17 | 0.024828 | 0.1923 | 0.424073 |
| 18 | 0.206611 | 1.6004 | 0.057381 |
| 19 | -0.024439 | -0.1893 | 0.425247 |
| 20 | -0.196181 | -1.5196 | 0.06693 |
| 21 | 0.125377 | 0.9712 | 0.167682 |
| 22 | -0.131384 | -1.0177 | 0.156455 |
| 23 | 0.244204 | 1.8916 | 0.031687 |
| 24 | -0.070411 | -0.5454 | 0.293751 |
| 25 | -0.027725 | -0.2148 | 0.415344 |
| 26 | 0.005305 | 0.0411 | 0.483679 |
| 27 | -0.003511 | -0.0272 | 0.489198 |
| 28 | 0.025105 | 0.1945 | 0.423236 |
| 29 | 0.053877 | 0.4173 | 0.338962 |
| 30 | -0.027506 | -0.2131 | 0.416 |
| 31 | 0.054997 | 0.426 | 0.335814 |
| 32 | 0.036324 | 0.2814 | 0.3897 |
| 33 | -0.015275 | -0.1183 | 0.453104 |
| 34 | -0.07445 | -0.5767 | 0.283154 |
| 35 | 0.088937 | 0.6889 | 0.24677 |
| 36 | -0.039483 | -0.3058 | 0.380394 |
