| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.300457 | -2.0155 | 0.024922 |
| 2 | -0.27666 | -1.8559 | 0.035013 |
| 3 | 0.248167 | 1.6648 | 0.051455 |
| 4 | -0.279705 | -1.8763 | 0.033553 |
| 5 | 0.098705 | 0.6621 | 0.255632 |
| 6 | 0.031631 | 0.2122 | 0.416459 |
| 7 | -0.170983 | -1.147 | 0.128724 |
| 8 | 0.187209 | 1.2558 | 0.107829 |
| 9 | -0.063472 | -0.4258 | 0.336149 |
| 10 | 0.04979 | 0.334 | 0.369964 |
| 11 | 0.212937 | 1.4284 | 0.080037 |
| 12 | -0.294311 | -1.9743 | 0.027252 |
| 13 | -0.130107 | -0.8728 | 0.193706 |
| 14 | 0.245261 | 1.6453 | 0.053442 |
| 15 | 0.012381 | 0.0831 | 0.467088 |
| 16 | -0.152301 | -1.0217 | 0.1562 |
| 17 | 0.063781 | 0.4279 | 0.335399 |
| 18 | 0.035503 | 0.2382 | 0.406419 |
| 19 | -0.089963 | -0.6035 | 0.274607 |
| 20 | 0.186591 | 1.2517 | 0.108575 |
| 21 | -0.028564 | -0.1916 | 0.424455 |
| 22 | -0.133001 | -0.8922 | 0.188517 |
| 23 | 0.123684 | 0.8297 | 0.205545 |
| 24 | -0.169866 | -1.1395 | 0.130263 |
| 25 | 0.09234 | 0.6194 | 0.269377 |
| 26 | 0.036088 | 0.2421 | 0.404906 |
| 27 | -0.201911 | -1.3545 | 0.091175 |
| 28 | 0.22631 | 1.5181 | 0.067988 |
| 29 | 0.038971 | 0.2614 | 0.39748 |
| 30 | -0.107232 | -0.7193 | 0.237826 |
| 31 | 0.079196 | 0.5313 | 0.298924 |
| 32 | -0.131998 | -0.8855 | 0.190305 |
| 33 | -0.021089 | -0.1415 | 0.444065 |
| 34 | 0.11791 | 0.791 | 0.216556 |
| 35 | -0.114126 | -0.7656 | 0.223962 |
| 36 | 0.07113 | 0.4772 | 0.317781 |
| 37 | 0.091814 | 0.6159 | 0.270529 |
| 38 | -0.102162 | -0.6853 | 0.248328 |
| 39 | 0.07456 | 0.5002 | 0.309699 |
| 40 | -0.059734 | -0.4007 | 0.345265 |
| 41 | -0.020997 | -0.1409 | 0.444308 |
| 42 | 0.034658 | 0.2325 | 0.408605 |
| 43 | -0.022983 | -0.1542 | 0.439079 |
| 44 | 0.013005 | 0.0872 | 0.465435 |
| 45 | NA | NA | NA |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 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 | -0.300457 | -2.0155 | 0.024922 |
| 2 | -0.403346 | -2.7057 | 0.004796 |
| 3 | 0.013556 | 0.0909 | 0.463972 |
| 4 | -0.370752 | -2.4871 | 0.008327 |
| 5 | -0.047747 | -0.3203 | 0.375112 |
| 6 | -0.246163 | -1.6513 | 0.052819 |
| 7 | -0.222541 | -1.4929 | 0.071227 |
| 8 | -0.157617 | -1.0573 | 0.148002 |
| 9 | -0.225777 | -1.5146 | 0.068439 |
| 10 | -0.04158 | -0.2789 | 0.390789 |
| 11 | 0.154417 | 1.0359 | 0.152901 |
| 12 | -0.059449 | -0.3988 | 0.345965 |
| 13 | -0.270496 | -1.8145 | 0.038132 |
| 14 | -0.05819 | -0.3904 | 0.34906 |
| 15 | 0.122409 | 0.8211 | 0.207947 |
| 16 | -0.145908 | -0.9788 | 0.166461 |
| 17 | -0.092079 | -0.6177 | 0.269948 |
| 18 | -0.051338 | -0.3444 | 0.366081 |
| 19 | -0.218468 | -1.4655 | 0.074865 |
| 20 | 0.048598 | 0.326 | 0.372965 |
| 21 | 0.03693 | 0.2477 | 0.402732 |
| 22 | -0.004296 | -0.0288 | 0.488568 |
| 23 | 0.172564 | 1.1576 | 0.126569 |
| 24 | -0.048671 | -0.3265 | 0.372783 |
| 25 | -0.03946 | -0.2647 | 0.396222 |
| 26 | -0.095403 | -0.64 | 0.262715 |
| 27 | 0.01775 | 0.1191 | 0.452876 |
| 28 | -0.029268 | -0.1963 | 0.422616 |
| 29 | 0.002068 | 0.0139 | 0.494495 |
| 30 | 0.055593 | 0.3729 | 0.355475 |
| 31 | -0.100247 | -0.6725 | 0.252358 |
| 32 | -0.089241 | -0.5986 | 0.276206 |
| 33 | -0.04731 | -0.3174 | 0.376218 |
| 34 | -0.020746 | -0.1392 | 0.444969 |
| 35 | -0.132064 | -0.8859 | 0.190188 |
| 36 | -0.062243 | -0.4175 | 0.339134 |
| 37 | -0.005364 | -0.036 | 0.485728 |
| 38 | -0.102169 | -0.6854 | 0.248312 |
| 39 | 0.000977 | 0.0066 | 0.4974 |
| 40 | -0.152663 | -1.0241 | 0.155632 |
| 41 | 0.021165 | 0.142 | 0.443866 |
| 42 | 0.020887 | 0.1401 | 0.444598 |
| 43 | 0.000329 | 0.0022 | 0.499124 |
| 44 | -0.051057 | -0.3425 | 0.366785 |
| 45 | NA | NA | NA |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 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 |
