| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.520702 | 3.6449 | 0.000323 |
| 2 | -0.123205 | -0.8624 | 0.196325 |
| 3 | -0.496389 | -3.4747 | 0.00054 |
| 4 | -0.504493 | -3.5315 | 0.000456 |
| 5 | -0.143109 | -1.0018 | 0.16069 |
| 6 | 0.237381 | 1.6617 | 0.051482 |
| 7 | 0.432393 | 3.0267 | 0.001967 |
| 8 | 0.327286 | 2.291 | 0.013151 |
| 9 | -0.023264 | -0.1628 | 0.435655 |
| 10 | -0.204502 | -1.4315 | 0.079316 |
| 11 | -0.285504 | -1.9985 | 0.025612 |
| 12 | -0.249223 | -1.7446 | 0.043666 |
| 13 | -0.040102 | -0.2807 | 0.390055 |
| 14 | 0.176661 | 1.2366 | 0.11106 |
| 15 | 0.204418 | 1.4309 | 0.0794 |
| 16 | 0.040228 | 0.2816 | 0.389718 |
| 17 | -0.081927 | -0.5735 | 0.284469 |
| 18 | -0.09738 | -0.6817 | 0.249332 |
| 19 | -0.109012 | -0.7631 | 0.224537 |
| 20 | 0.016335 | 0.1143 | 0.454716 |
| 21 | 0.122575 | 0.858 | 0.197528 |
| 22 | 0.009238 | 0.0647 | 0.474351 |
| 23 | -0.117326 | -0.8213 | 0.207732 |
| 24 | -0.175107 | -1.2257 | 0.113076 |
| 25 | -0.067691 | -0.4738 | 0.31886 |
| 26 | 0.057655 | 0.4036 | 0.344136 |
| 27 | 0.05249 | 0.3674 | 0.35744 |
| 28 | 0.002939 | 0.0206 | 0.491834 |
| 29 | -0.076006 | -0.532 | 0.298551 |
| 30 | -0.150248 | -1.0517 | 0.14904 |
| 31 | -0.015789 | -0.1105 | 0.456223 |
| 32 | 0.079869 | 0.5591 | 0.289326 |
| 33 | 0.089401 | 0.6258 | 0.267172 |
| 34 | 0.050726 | 0.3551 | 0.362025 |
| 35 | -0.001764 | -0.0123 | 0.4951 |
| 36 | -0.019568 | -0.137 | 0.445805 |
| 37 | -0.026497 | -0.1855 | 0.426809 |
| 38 | 0.015957 | 0.1117 | 0.455759 |
| 39 | 0.062526 | 0.4377 | 0.331769 |
| 40 | 0.054128 | 0.3789 | 0.353201 |
| 41 | 0.053372 | 0.3736 | 0.355155 |
| 42 | -0.002352 | -0.0165 | 0.493467 |
| 43 | -0.041908 | -0.2934 | 0.385244 |
| 44 | -0.066767 | -0.4674 | 0.321153 |
| 45 | -0.042832 | -0.2998 | 0.38279 |
| 46 | 0.02931 | 0.2052 | 0.419143 |
| 47 | 0.028555 | 0.1999 | 0.4212 |
| 48 | -0.002184 | -0.0153 | 0.493933 |
| 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 | 0.520702 | 3.6449 | 0.000323 |
| 2 | -0.541024 | -3.7872 | 0.000208 |
| 3 | -0.224655 | -1.5726 | 0.061125 |
| 4 | -0.192 | -1.344 | 0.092569 |
| 5 | 0.113623 | 0.7954 | 0.215119 |
| 6 | 0.013091 | 0.0916 | 0.46368 |
| 7 | 0.154294 | 1.0801 | 0.142702 |
| 8 | 0.024399 | 0.1708 | 0.432544 |
| 9 | -0.072555 | -0.5079 | 0.306906 |
| 10 | 0.202904 | 1.4203 | 0.080922 |
| 11 | -0.193002 | -1.351 | 0.091448 |
| 12 | -0.106359 | -0.7445 | 0.230061 |
| 13 | -0.019316 | -0.1352 | 0.4465 |
| 14 | 0.054385 | 0.3807 | 0.352539 |
| 15 | -0.172342 | -1.2064 | 0.116729 |
| 16 | -0.106968 | -0.7488 | 0.228787 |
| 17 | 0.121051 | 0.8474 | 0.200458 |
| 18 | 0.003306 | 0.0231 | 0.490815 |
| 19 | -0.051315 | -0.3592 | 0.360493 |
| 20 | 0.166411 | 1.1649 | 0.124854 |
| 21 | -0.003649 | -0.0255 | 0.489863 |
| 22 | -0.251017 | -1.7571 | 0.042572 |
| 23 | 0.021698 | 0.1519 | 0.439951 |
| 24 | -0.141007 | -0.987 | 0.164234 |
| 25 | -0.032037 | -0.2243 | 0.411745 |
| 26 | -0.069335 | -0.4853 | 0.314797 |
| 27 | -0.124041 | -0.8683 | 0.194735 |
| 28 | -0.199358 | -1.3955 | 0.084578 |
| 29 | 0.05528 | 0.387 | 0.35023 |
| 30 | -0.034613 | -0.2423 | 0.404784 |
| 31 | 0.093785 | 0.6565 | 0.257288 |
| 32 | -0.078143 | -0.547 | 0.293431 |
| 33 | 0.073417 | 0.5139 | 0.30481 |
| 34 | -0.014163 | -0.0991 | 0.460715 |
| 35 | -0.032037 | -0.2243 | 0.411743 |
| 36 | 0.028675 | 0.2007 | 0.420871 |
| 37 | -0.009939 | -0.0696 | 0.472407 |
| 38 | 0.018361 | 0.1285 | 0.449129 |
| 39 | -0.119661 | -0.8376 | 0.203154 |
| 40 | 0.099514 | 0.6966 | 0.244673 |
| 41 | -0.052956 | -0.3707 | 0.356233 |
| 42 | -0.022391 | -0.1567 | 0.438047 |
| 43 | 0.040204 | 0.2814 | 0.389783 |
| 44 | -0.025693 | -0.1799 | 0.429005 |
| 45 | -0.013414 | -0.0939 | 0.462785 |
| 46 | -0.095004 | -0.665 | 0.254575 |
| 47 | -0.047951 | -0.3357 | 0.369281 |
| 48 | -0.089939 | -0.6296 | 0.265948 |
| 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 |
