Convert monthly data to annual. First lag is not significantly different from zero. Consistent with Random Walk. Overall reasonably consistent with Random Walk. Evidence from Gold Prices Before 1970, the gold price was pegged by the government, so predicting it isn't very interesting.
First lag is insignificant.
All four lags are insignificant. Note that due to e.g. storage costs we might expect RWH to fail. But we'll try it anyway. R 2 remains very low. 1 st lag not significant.