| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.696595 | -4.7756 | 9e-06 |
| 2 | 0.207994 | 1.4259 | 0.080248 |
| 3 | 0.049584 | 0.3399 | 0.367713 |
| 4 | -0.129831 | -0.8901 | 0.188979 |
| 5 | 0.110874 | 0.7601 | 0.225491 |
| 6 | -0.042897 | -0.2941 | 0.384993 |
| 7 | -0.047601 | -0.3263 | 0.372809 |
| 8 | 0.079921 | 0.5479 | 0.293173 |
| 9 | -0.020553 | -0.1409 | 0.444275 |
| 10 | -0.035021 | -0.2401 | 0.405651 |
| 11 | 0.09737 | 0.6675 | 0.253848 |
| 12 | -0.161893 | -1.1099 | 0.136348 |
| 13 | 0.151365 | 1.0377 | 0.152359 |
| 14 | -0.104907 | -0.7192 | 0.237788 |
| 15 | 0.071181 | 0.488 | 0.313911 |
| 16 | -0.022803 | -0.1563 | 0.438221 |
| 17 | -0.047804 | -0.3277 | 0.372286 |
| 18 | 0.100112 | 0.6863 | 0.247938 |
| 19 | -0.103431 | -0.7091 | 0.240886 |
| 20 | 0.058054 | 0.398 | 0.346218 |
| 21 | 0.050149 | 0.3438 | 0.366262 |
| 22 | -0.209157 | -1.4339 | 0.07911 |
| 23 | 0.342026 | 2.3448 | 0.011656 |
| 24 | -0.340388 | -2.3336 | 0.011973 |
| 25 | 0.197975 | 1.3572 | 0.090592 |
| 26 | -0.07452 | -0.5109 | 0.305911 |
| 27 | 0.012272 | 0.0841 | 0.466653 |
| 28 | 0.044139 | 0.3026 | 0.381765 |
| 29 | -0.071387 | -0.4894 | 0.313416 |
| 30 | 0.056334 | 0.3862 | 0.350543 |
| 31 | -0.001883 | -0.0129 | 0.494877 |
| 32 | -0.045532 | -0.3122 | 0.378154 |
| 33 | 0.033201 | 0.2276 | 0.410466 |
| 34 | 0.033366 | 0.2287 | 0.410031 |
| 35 | -0.165938 | -1.1376 | 0.130524 |
| 36 | 0.256314 | 1.7572 | 0.042698 |
| 37 | -0.172312 | -1.1813 | 0.121711 |
| 38 | 0.035378 | 0.2425 | 0.404709 |
| 39 | 0.019983 | 0.137 | 0.44581 |
| 40 | -0.041148 | -0.2821 | 0.389555 |
| 41 | 0.061835 | 0.4239 | 0.33678 |
| 42 | -0.038248 | -0.2622 | 0.397151 |
| 43 | -0.024941 | -0.171 | 0.432483 |
| 44 | 0.045046 | 0.3088 | 0.379412 |
| 45 | -0.013766 | -0.0944 | 0.462605 |
| 46 | -0.001914 | -0.0131 | 0.494792 |
| 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 | -0.696595 | -4.7756 | 9e-06 |
| 2 | -0.538606 | -3.6925 | 0.000289 |
| 3 | -0.280991 | -1.9264 | 0.030058 |
| 4 | -0.268156 | -1.8384 | 0.036165 |
| 5 | -0.208201 | -1.4274 | 0.080044 |
| 6 | -0.131522 | -0.9017 | 0.185916 |
| 7 | -0.223773 | -1.5341 | 0.065854 |
| 8 | -0.259092 | -1.7762 | 0.041083 |
| 9 | -0.166016 | -1.1381 | 0.130414 |
| 10 | -0.145281 | -0.996 | 0.162175 |
| 11 | 0.078042 | 0.535 | 0.297576 |
| 12 | 0.000859 | 0.0059 | 0.497664 |
| 13 | 0.027338 | 0.1874 | 0.426068 |
| 14 | -0.063411 | -0.4347 | 0.332875 |
| 15 | 0.011302 | 0.0775 | 0.469283 |
| 16 | 0.092286 | 0.6327 | 0.265004 |
| 17 | 0.012325 | 0.0845 | 0.466512 |
| 18 | 0.058194 | 0.399 | 0.345865 |
| 19 | -0.028229 | -0.1935 | 0.423691 |
| 20 | -0.088411 | -0.6061 | 0.273677 |
| 21 | 0.143177 | 0.9816 | 0.165668 |
| 22 | -0.150511 | -1.0319 | 0.153711 |
| 23 | 0.186812 | 1.2807 | 0.103289 |
| 24 | 0.053047 | 0.3637 | 0.358868 |
| 25 | 0.061832 | 0.4239 | 0.336787 |
| 26 | -0.141655 | -0.9711 | 0.168226 |
| 27 | -0.143496 | -0.9838 | 0.165136 |
| 28 | -0.061554 | -0.422 | 0.337478 |
| 29 | -0.143693 | -0.9851 | 0.164807 |
| 30 | -0.086751 | -0.5947 | 0.277437 |
| 31 | -0.050106 | -0.3435 | 0.366374 |
| 32 | -0.09824 | -0.6735 | 0.251965 |
| 33 | -0.04052 | -0.2778 | 0.391197 |
| 34 | 0.051489 | 0.353 | 0.362836 |
| 35 | -0.107073 | -0.7341 | 0.233281 |
| 36 | -0.126279 | -0.8657 | 0.195519 |
| 37 | 0.077003 | 0.5279 | 0.300024 |
| 38 | 0.059096 | 0.4051 | 0.343606 |
| 39 | -0.013333 | -0.0914 | 0.46378 |
| 40 | -0.03072 | -0.2106 | 0.417053 |
| 41 | -0.063386 | -0.4346 | 0.332937 |
| 42 | 0.060067 | 0.4118 | 0.341179 |
| 43 | 0.048374 | 0.3316 | 0.370819 |
| 44 | -0.024002 | -0.1645 | 0.435003 |
| 45 | 0.047497 | 0.3256 | 0.373076 |
| 46 | -0.073221 | -0.502 | 0.309013 |
| 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 |
