| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.336675 | 3.4988 | 0.00034 |
| 2 | 0.169065 | 1.757 | 0.040878 |
| 3 | -0.231794 | -2.4089 | 0.008847 |
| 4 | -0.382792 | -3.9781 | 6.3e-05 |
| 5 | -0.131518 | -1.3668 | 0.087266 |
| 6 | -0.338566 | -3.5185 | 0.000318 |
| 7 | -0.077447 | -0.8049 | 0.211336 |
| 8 | -0.354638 | -3.6855 | 0.000179 |
| 9 | -0.217903 | -2.2645 | 0.01277 |
| 10 | 0.133267 | 1.385 | 0.08446 |
| 11 | 0.291648 | 3.0309 | 0.001526 |
| 12 | 0.82222 | 8.5448 | 0 |
| 13 | 0.319671 | 3.3221 | 0.00061 |
| 14 | 0.190801 | 1.9829 | 0.024961 |
| 15 | -0.211972 | -2.2029 | 0.014864 |
| 16 | -0.378633 | -3.9349 | 7.4e-05 |
| 17 | -0.123438 | -1.2828 | 0.101154 |
| 18 | -0.302502 | -3.1437 | 0.001077 |
| 19 | -0.043997 | -0.4572 | 0.324211 |
| 20 | -0.271732 | -2.8239 | 0.002825 |
| 21 | -0.181086 | -1.8819 | 0.031271 |
| 22 | 0.087361 | 0.9079 | 0.182982 |
| 23 | 0.216493 | 2.2499 | 0.013243 |
| 24 | 0.665666 | 6.9178 | 0 |
| 25 | 0.316383 | 3.2879 | 0.000681 |
| 26 | 0.192468 | 2.0002 | 0.023995 |
| 27 | -0.183057 | -1.9024 | 0.029892 |
| 28 | -0.350361 | -3.6411 | 0.000209 |
| 29 | -0.14992 | -1.558 | 0.061078 |
| 30 | -0.275069 | -2.8586 | 0.002554 |
| 31 | -0.051089 | -0.5309 | 0.298278 |
| 32 | -0.20154 | -2.0945 | 0.019279 |
| 33 | -0.12951 | -1.3459 | 0.090575 |
| 34 | 0.078791 | 0.8188 | 0.207346 |
| 35 | 0.158592 | 1.6481 | 0.051116 |
| 36 | 0.556523 | 5.7836 | 0 |
| 37 | 0.277281 | 2.8816 | 0.002387 |
| 38 | 0.135926 | 1.4126 | 0.080326 |
| 39 | -0.145189 | -1.5089 | 0.067128 |
| 40 | -0.30543 | -3.1741 | 0.000979 |
| 41 | -0.164866 | -1.7133 | 0.04476 |
| 42 | -0.271746 | -2.8241 | 0.002824 |
| 43 | -0.027708 | -0.288 | 0.386967 |
| 44 | -0.126252 | -1.3121 | 0.096142 |
| 45 | -0.07365 | -0.7654 | 0.222852 |
| 46 | 0.070893 | 0.7367 | 0.231437 |
| 47 | 0.108358 | 1.1261 | 0.131313 |
| 48 | 0.42218 | 4.3874 | 1.3e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.336675 | 3.4988 | 0.00034 |
| 2 | 0.062838 | 0.653 | 0.257562 |
| 3 | -0.34682 | -3.6043 | 0.000238 |
| 4 | -0.279261 | -2.9022 | 0.002246 |
| 5 | 0.20708 | 2.152 | 0.016811 |
| 6 | -0.405732 | -4.2165 | 2.6e-05 |
| 7 | -0.104231 | -1.0832 | 0.140565 |
| 8 | -0.444307 | -4.6174 | 5e-06 |
| 9 | -0.286203 | -2.9743 | 0.001811 |
| 10 | 0.159995 | 1.6627 | 0.049634 |
| 11 | 0.123645 | 1.285 | 0.100778 |
| 12 | 0.571114 | 5.9352 | 0 |
| 13 | -0.098601 | -1.0247 | 0.1539 |
| 14 | -0.005221 | -0.0543 | 0.478414 |
| 15 | 0.026689 | 0.2774 | 0.391017 |
| 16 | -0.01788 | -0.1858 | 0.426468 |
| 17 | 0.122009 | 1.268 | 0.103771 |
| 18 | 0.018691 | 0.1942 | 0.423176 |
| 19 | -0.015147 | -0.1574 | 0.437608 |
| 20 | 0.166705 | 1.7324 | 0.043024 |
| 21 | -0.017058 | -0.1773 | 0.429814 |
| 22 | -0.054645 | -0.5679 | 0.285645 |
| 23 | -0.00262 | -0.0272 | 0.489165 |
| 24 | -0.055499 | -0.5768 | 0.282648 |
| 25 | 0.129472 | 1.3455 | 0.090639 |
| 26 | -0.016428 | -0.1707 | 0.432381 |
| 27 | -0.066874 | -0.695 | 0.24428 |
| 28 | 0.058544 | 0.6084 | 0.272098 |
| 29 | -0.089155 | -0.9265 | 0.178118 |
| 30 | -0.003809 | -0.0396 | 0.484249 |
| 31 | -0.113297 | -1.1774 | 0.12081 |
| 32 | -0.012474 | -0.1296 | 0.448549 |
| 33 | 0.11046 | 1.1479 | 0.126767 |
| 34 | 0.001261 | 0.0131 | 0.494784 |
| 35 | -0.085363 | -0.8871 | 0.188493 |
| 36 | 0.075857 | 0.7883 | 0.216116 |
| 37 | -0.152458 | -1.5844 | 0.058015 |
| 38 | -0.135013 | -1.4031 | 0.081728 |
| 39 | 0.083281 | 0.8655 | 0.194346 |
| 40 | -0.003353 | -0.0348 | 0.486133 |
| 41 | -0.017936 | -0.1864 | 0.426241 |
| 42 | -0.100252 | -1.0418 | 0.149905 |
| 43 | 0.062643 | 0.651 | 0.258212 |
| 44 | 0.056903 | 0.5914 | 0.27776 |
| 45 | -0.027346 | -0.2842 | 0.388404 |
| 46 | -0.10696 | -1.1116 | 0.134397 |
| 47 | -0.058944 | -0.6126 | 0.270726 |
| 48 | -0.030857 | -0.3207 | 0.37454 |
