| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.310831 | 2.1082 | 0.020247 |
| 2 | -0.157599 | -1.0689 | 0.145349 |
| 3 | -0.564308 | -3.8273 | 0.000195 |
| 4 | -0.44761 | -3.0358 | 0.00197 |
| 5 | -0.151526 | -1.0277 | 0.154733 |
| 6 | 0.283213 | 1.9208 | 0.030481 |
| 7 | 0.261803 | 1.7756 | 0.041205 |
| 8 | 0.251394 | 1.705 | 0.047466 |
| 9 | 0.102643 | 0.6962 | 0.244915 |
| 10 | -0.051647 | -0.3503 | 0.36386 |
| 11 | -0.158185 | -1.0729 | 0.144464 |
| 12 | -0.25934 | -1.7589 | 0.04262 |
| 13 | -0.215675 | -1.4628 | 0.075164 |
| 14 | 0.096483 | 0.6544 | 0.258064 |
| 15 | 0.163946 | 1.1119 | 0.135972 |
| 16 | 0.158063 | 1.072 | 0.144648 |
| 17 | 0.120814 | 0.8194 | 0.208392 |
| 18 | -0.110958 | -0.7526 | 0.227775 |
| 19 | -0.146413 | -0.993 | 0.162947 |
| 20 | -0.034865 | -0.2365 | 0.407061 |
| 21 | -0.005011 | -0.034 | 0.486518 |
| 22 | 0.02024 | 0.1373 | 0.445707 |
| 23 | 0.03519 | 0.2387 | 0.40621 |
| 24 | -0.046769 | -0.3172 | 0.376263 |
| 25 | -0.023313 | -0.1581 | 0.437528 |
| 26 | 0.110629 | 0.7503 | 0.22844 |
| 27 | 0.083991 | 0.5697 | 0.285841 |
| 28 | 0.00726 | 0.0492 | 0.480471 |
| 29 | -0.125807 | -0.8533 | 0.198966 |
| 30 | -0.159468 | -1.0816 | 0.142542 |
| 31 | 0.030264 | 0.2053 | 0.419136 |
| 32 | 0.103112 | 0.6993 | 0.243931 |
| 33 | 0.119155 | 0.8081 | 0.211583 |
| 34 | 0.013865 | 0.094 | 0.462744 |
| 35 | -0.090878 | -0.6164 | 0.270346 |
| 36 | -0.091533 | -0.6208 | 0.268895 |
| 37 | 0.016192 | 0.1098 | 0.456514 |
| 38 | 0.030753 | 0.2086 | 0.41785 |
| 39 | 0.031113 | 0.211 | 0.416903 |
| 40 | 0.013292 | 0.0901 | 0.46428 |
| 41 | -0.01319 | -0.0895 | 0.464553 |
| 42 | -0.004247 | -0.0288 | 0.488571 |
| 43 | 0.008363 | 0.0567 | 0.477508 |
| 44 | -0.007117 | -0.0483 | 0.480854 |
| 45 | -0.007148 | -0.0485 | 0.480772 |
| 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 | 0.310831 | 2.1082 | 0.020247 |
| 2 | -0.281402 | -1.9086 | 0.031285 |
| 3 | -0.497769 | -3.376 | 0.000752 |
| 4 | -0.256132 | -1.7372 | 0.044525 |
| 5 | -0.24005 | -1.6281 | 0.055168 |
| 6 | -0.032566 | -0.2209 | 0.413083 |
| 7 | -0.285813 | -1.9385 | 0.029358 |
| 8 | -0.019595 | -0.1329 | 0.447427 |
| 9 | 0.145401 | 0.9862 | 0.164607 |
| 10 | 0.079644 | 0.5402 | 0.295843 |
| 11 | 0.142236 | 0.9647 | 0.169872 |
| 12 | -0.070458 | -0.4779 | 0.317504 |
| 13 | -0.03473 | -0.2355 | 0.407415 |
| 14 | 0.179109 | 1.2148 | 0.115325 |
| 15 | -0.178339 | -1.2096 | 0.116315 |
| 16 | -0.185965 | -1.2613 | 0.106785 |
| 17 | 0.022924 | 0.1555 | 0.438563 |
| 18 | -0.226443 | -1.5358 | 0.065718 |
| 19 | -0.094546 | -0.6412 | 0.262275 |
| 20 | 0.002674 | 0.0181 | 0.492805 |
| 21 | -0.013136 | -0.0891 | 0.464697 |
| 22 | 0.041418 | 0.2809 | 0.39002 |
| 23 | 0.004309 | 0.0292 | 0.488406 |
| 24 | -0.028682 | -0.1945 | 0.423309 |
| 25 | -0.086341 | -0.5856 | 0.280506 |
| 26 | 0.157375 | 1.0674 | 0.145688 |
| 27 | 0.054506 | 0.3697 | 0.356659 |
| 28 | -0.173752 | -1.1784 | 0.12234 |
| 29 | -0.06108 | -0.4143 | 0.340302 |
| 30 | -0.061081 | -0.4143 | 0.3403 |
| 31 | 0.033077 | 0.2243 | 0.411742 |
| 32 | -0.041267 | -0.2799 | 0.390408 |
| 33 | -0.004848 | -0.0329 | 0.486957 |
| 34 | -0.04968 | -0.3369 | 0.368844 |
| 35 | -0.012387 | -0.084 | 0.466705 |
| 36 | 0.030238 | 0.2051 | 0.419205 |
| 37 | -0.120975 | -0.8205 | 0.208084 |
| 38 | -0.001312 | -0.0089 | 0.496469 |
| 39 | 0.083701 | 0.5677 | 0.286503 |
| 40 | -0.096159 | -0.6522 | 0.258766 |
| 41 | -0.054754 | -0.3714 | 0.356037 |
| 42 | 0.006942 | 0.0471 | 0.481326 |
| 43 | -0.020633 | -0.1399 | 0.44466 |
| 44 | 0.076573 | 0.5193 | 0.303007 |
| 45 | -0.002339 | -0.0159 | 0.493707 |
| 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 |
