| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.471296 | -3.2652 | 0.001011 |
| 2 | 0.101136 | 0.7007 | 0.24344 |
| 3 | 0.061477 | 0.4259 | 0.336034 |
| 4 | -0.126845 | -0.8788 | 0.191941 |
| 5 | 0.079661 | 0.5519 | 0.291786 |
| 6 | -0.026899 | -0.1864 | 0.426474 |
| 7 | -0.025534 | -0.1769 | 0.430163 |
| 8 | 0.082479 | 0.5714 | 0.285187 |
| 9 | 0.056048 | 0.3883 | 0.349752 |
| 10 | -0.014471 | -0.1003 | 0.460278 |
| 11 | 0.051905 | 0.3596 | 0.360358 |
| 12 | -0.176713 | -1.2243 | 0.113406 |
| 13 | 0.124594 | 0.8632 | 0.196157 |
| 14 | -0.064443 | -0.4465 | 0.328631 |
| 15 | 0.048888 | 0.3387 | 0.368155 |
| 16 | -0.036745 | -0.2546 | 0.400069 |
| 17 | -0.052618 | -0.3645 | 0.358525 |
| 18 | 0.076343 | 0.5289 | 0.29965 |
| 19 | -0.099453 | -0.689 | 0.24706 |
| 20 | 0.02786 | 0.193 | 0.423878 |
| 21 | 0.020222 | 0.1401 | 0.444582 |
| 22 | -0.181911 | -1.2603 | 0.106823 |
| 23 | 0.25216 | 1.747 | 0.043515 |
| 24 | -0.307352 | -2.1294 | 0.019189 |
| 25 | 0.090977 | 0.6303 | 0.26574 |
| 26 | -0.038277 | -0.2652 | 0.395999 |
| 27 | 0.011062 | 0.0766 | 0.469613 |
| 28 | 0.038941 | 0.2698 | 0.394238 |
| 29 | -0.061081 | -0.4232 | 0.337026 |
| 30 | 0.046464 | 0.3219 | 0.374459 |
| 31 | -0.008876 | -0.0615 | 0.47561 |
| 32 | -0.069289 | -0.4801 | 0.316686 |
| 33 | 0.016879 | 0.1169 | 0.453697 |
| 34 | -0.00413 | -0.0286 | 0.488646 |
| 35 | -0.120335 | -0.8337 | 0.204288 |
| 36 | 0.264094 | 1.8297 | 0.036755 |
| 37 | -0.128442 | -0.8899 | 0.188986 |
| 38 | 0.003241 | 0.0225 | 0.491089 |
| 39 | 0.018032 | 0.1249 | 0.450552 |
| 40 | -0.036225 | -0.251 | 0.401453 |
| 41 | 0.057059 | 0.3953 | 0.34718 |
| 42 | -0.039049 | -0.2705 | 0.393952 |
| 43 | -0.024845 | -0.1721 | 0.43203 |
| 44 | 0.058872 | 0.4079 | 0.342588 |
| 45 | 0.020574 | 0.1425 | 0.443624 |
| 46 | 0.005328 | 0.0369 | 0.485354 |
| 47 | 0.000536 | 0.0037 | 0.498527 |
| 48 | NA | NA | NA |
| 49 | NA | NA | NA |
| 50 | NA | NA | NA |
| 51 | NA | NA | NA |
| 52 | NA | NA | NA |
| 53 | NA | NA | NA |
| 54 | NA | NA | NA |
| 55 | NA | NA | NA |
| 56 | NA | NA | NA |
| 57 | NA | NA | NA |
| 58 | NA | NA | NA |
| 59 | NA | NA | NA |
| 60 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.471296 | -3.2652 | 0.001011 |
| 2 | -0.155531 | -1.0776 | 0.14331 |
| 3 | 0.056983 | 0.3948 | 0.347374 |
| 4 | -0.071984 | -0.4987 | 0.310127 |
| 5 | -0.020405 | -0.1414 | 0.444086 |
| 6 | -0.004674 | -0.0324 | 0.48715 |
| 7 | -0.029243 | -0.2026 | 0.420152 |
| 8 | 0.057973 | 0.4016 | 0.344863 |
| 9 | 0.170257 | 1.1796 | 0.121991 |
| 10 | 0.121363 | 0.8408 | 0.202306 |
| 11 | 0.105254 | 0.7292 | 0.234706 |
| 12 | -0.154312 | -1.0691 | 0.145185 |
| 13 | -0.037584 | -0.2604 | 0.397839 |
| 14 | -0.026901 | -0.1864 | 0.426467 |
| 15 | 0.060699 | 0.4205 | 0.337985 |
| 16 | -0.041117 | -0.2849 | 0.388486 |
| 17 | -0.139819 | -0.9687 | 0.168776 |
| 18 | -0.06646 | -0.4604 | 0.323638 |
| 19 | -0.113434 | -0.7859 | 0.217896 |
| 20 | -0.047912 | -0.3319 | 0.370687 |
| 21 | 0.05499 | 0.381 | 0.352448 |
| 22 | -0.188404 | -1.3053 | 0.099006 |
| 23 | 0.087473 | 0.606 | 0.273675 |
| 24 | -0.258156 | -1.7886 | 0.039999 |
| 25 | -0.136169 | -0.9434 | 0.175098 |
| 26 | -0.143238 | -0.9924 | 0.162994 |
| 27 | 0.062963 | 0.4362 | 0.332316 |
| 28 | 0.055643 | 0.3855 | 0.350784 |
| 29 | -0.052659 | -0.3648 | 0.35842 |
| 30 | 0.022993 | 0.1593 | 0.437051 |
| 31 | 0.030001 | 0.2079 | 0.418111 |
| 32 | -0.029552 | -0.2047 | 0.41932 |
| 33 | 0.057933 | 0.4014 | 0.344964 |
| 34 | -0.008487 | -0.0588 | 0.476677 |
| 35 | -0.087869 | -0.6088 | 0.272772 |
| 36 | 0.049362 | 0.342 | 0.366925 |
| 37 | 0.096001 | 0.6651 | 0.25458 |
| 38 | -0.062334 | -0.4319 | 0.333886 |
| 39 | -0.054973 | -0.3809 | 0.352493 |
| 40 | -0.027654 | -0.1916 | 0.424436 |
| 41 | -0.032418 | -0.2246 | 0.411624 |
| 42 | -0.007997 | -0.0554 | 0.478024 |
| 43 | -0.093287 | -0.6463 | 0.260578 |
| 44 | -0.086195 | -0.5972 | 0.276599 |
| 45 | 0.00954 | 0.0661 | 0.473788 |
| 46 | -0.094704 | -0.6561 | 0.257437 |
| 47 | 0.022007 | 0.1525 | 0.439729 |
| 48 | NA | NA | NA |
| 49 | NA | NA | NA |
| 50 | NA | NA | NA |
| 51 | NA | NA | NA |
| 52 | NA | NA | NA |
| 53 | NA | NA | NA |
| 54 | NA | NA | NA |
| 55 | NA | NA | NA |
| 56 | NA | NA | NA |
| 57 | NA | NA | NA |
| 58 | NA | NA | NA |
| 59 | NA | NA | NA |
| 60 | NA | NA | NA |
