| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.570366 | 3.9516 | 0.000127 |
| 2 | 0.561008 | 3.8868 | 0.000156 |
| 3 | 0.458637 | 3.1775 | 0.001299 |
| 4 | 0.452353 | 3.134 | 0.00147 |
| 5 | 0.271509 | 1.8811 | 0.033018 |
| 6 | 0.260689 | 1.8061 | 0.038587 |
| 7 | 0.168585 | 1.168 | 0.12429 |
| 8 | 0.136477 | 0.9455 | 0.17456 |
| 9 | 0.211654 | 1.4664 | 0.074533 |
| 10 | 0.135282 | 0.9373 | 0.176658 |
| 11 | 0.218406 | 1.5132 | 0.068398 |
| 12 | 0.078593 | 0.5445 | 0.294306 |
| 13 | 0.124044 | 0.8594 | 0.197196 |
| 14 | 0.138657 | 0.9606 | 0.170772 |
| 15 | 0.134143 | 0.9294 | 0.178675 |
| 16 | -0.006753 | -0.0468 | 0.481438 |
| 17 | -0.026896 | -0.1863 | 0.426482 |
| 18 | -0.073382 | -0.5084 | 0.30675 |
| 19 | -0.100282 | -0.6948 | 0.245272 |
| 20 | -0.144205 | -0.9991 | 0.161383 |
| 21 | -0.195782 | -1.3564 | 0.090656 |
| 22 | -0.236324 | -1.6373 | 0.054054 |
| 23 | -0.262243 | -1.8169 | 0.037742 |
| 24 | -0.326846 | -2.2645 | 0.01405 |
| 25 | -0.226503 | -1.5693 | 0.061578 |
| 26 | -0.29932 | -2.0737 | 0.021746 |
| 27 | -0.292364 | -2.0256 | 0.024195 |
| 28 | -0.22857 | -1.5836 | 0.059929 |
| 29 | -0.105499 | -0.7309 | 0.23419 |
| 30 | -0.148196 | -1.0267 | 0.154846 |
| 31 | -0.13069 | -0.9054 | 0.184876 |
| 32 | -0.135062 | -0.9357 | 0.177046 |
| 33 | -0.161632 | -1.1198 | 0.134182 |
| 34 | -0.09153 | -0.6341 | 0.2645 |
| 35 | -0.150833 | -1.045 | 0.150628 |
| 36 | -0.148841 | -1.0312 | 0.153807 |
| 37 | -0.191601 | -1.3275 | 0.095319 |
| 38 | -0.135054 | -0.9357 | 0.17706 |
| 39 | -0.184024 | -1.275 | 0.10423 |
| 40 | -0.105455 | -0.7306 | 0.234284 |
| 41 | -0.140898 | -0.9762 | 0.166937 |
| 42 | -0.090878 | -0.6296 | 0.265965 |
| 43 | -0.048659 | -0.3371 | 0.368749 |
| 44 | -0.019105 | -0.1324 | 0.447625 |
| 45 | -0.011178 | -0.0774 | 0.469295 |
| 46 | 0.002398 | 0.0166 | 0.493408 |
| 47 | -0.004192 | -0.029 | 0.488476 |
| 48 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.570366 | 3.9516 | 0.000127 |
| 2 | 0.349336 | 2.4203 | 0.009672 |
| 3 | 0.086416 | 0.5987 | 0.276091 |
| 4 | 0.116874 | 0.8097 | 0.211047 |
| 5 | -0.171467 | -1.188 | 0.120347 |
| 6 | -0.014063 | -0.0974 | 0.461396 |
| 7 | -0.043696 | -0.3027 | 0.3817 |
| 8 | -0.020685 | -0.1433 | 0.443323 |
| 9 | 0.245104 | 1.6981 | 0.047979 |
| 10 | -0.045934 | -0.3182 | 0.375841 |
| 11 | 0.155298 | 1.0759 | 0.143666 |
| 12 | -0.210522 | -1.4585 | 0.075602 |
| 13 | -0.061573 | -0.4266 | 0.335791 |
| 14 | 0.162116 | 1.1232 | 0.133475 |
| 15 | -0.054669 | -0.3788 | 0.353268 |
| 16 | -0.089663 | -0.6212 | 0.268703 |
| 17 | -0.141745 | -0.982 | 0.165502 |
| 18 | -0.104044 | -0.7208 | 0.237252 |
| 19 | 0.041196 | 0.2854 | 0.388277 |
| 20 | -0.100627 | -0.6972 | 0.244531 |
| 21 | 0.016105 | 0.1116 | 0.45581 |
| 22 | -0.114061 | -0.7902 | 0.216639 |
| 23 | -0.107114 | -0.7421 | 0.230819 |
| 24 | -0.186523 | -1.2923 | 0.101225 |
| 25 | 0.136125 | 0.9431 | 0.175176 |
| 26 | -0.021421 | -0.1484 | 0.44132 |
| 27 | 0.016795 | 0.1164 | 0.453926 |
| 28 | 0.093288 | 0.6463 | 0.260577 |
| 29 | 0.102226 | 0.7082 | 0.24111 |
| 30 | 0.007619 | 0.0528 | 0.479061 |
| 31 | -0.067621 | -0.4685 | 0.320778 |
| 32 | -0.058898 | -0.4081 | 0.342524 |
| 33 | -0.042663 | -0.2956 | 0.384413 |
| 34 | 0.094465 | 0.6545 | 0.257965 |
| 35 | 0.043265 | 0.2998 | 0.382831 |
| 36 | -0.082852 | -0.574 | 0.284318 |
| 37 | -0.006268 | -0.0434 | 0.48277 |
| 38 | -0.036347 | -0.2518 | 0.401128 |
| 39 | -0.110721 | -0.7671 | 0.22339 |
| 40 | -0.004263 | -0.0295 | 0.48828 |
| 41 | 0.035755 | 0.2477 | 0.402706 |
| 42 | 0.039509 | 0.2737 | 0.392735 |
| 43 | -0.042516 | -0.2946 | 0.3848 |
| 44 | -0.080964 | -0.5609 | 0.288725 |
| 45 | -0.030744 | -0.213 | 0.416114 |
| 46 | 0.040006 | 0.2772 | 0.391421 |
| 47 | -0.021539 | -0.1492 | 0.441001 |
| 48 | NA | NA | NA |
