| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.147529 | -1.695 | 0.046218 |
| 2 | -0.560526 | -6.44 | 0 |
| 3 | -0.067359 | -0.7739 | 0.220188 |
| 4 | 0.718798 | 8.2584 | 0 |
| 5 | -0.151947 | -1.7457 | 0.041592 |
| 6 | -0.509551 | -5.8543 | 0 |
| 7 | -0.130552 | -1.4999 | 0.06801 |
| 8 | 0.713419 | 8.1966 | 0 |
| 9 | -0.11228 | -1.29 | 0.099654 |
| 10 | -0.4956 | -5.694 | 0 |
| 11 | -0.056412 | -0.6481 | 0.259014 |
| 12 | 0.703799 | 8.086 | 0 |
| 13 | -0.115689 | -1.3292 | 0.093043 |
| 14 | -0.491062 | -5.6419 | 0 |
| 15 | -0.098082 | -1.1269 | 0.130919 |
| 16 | 0.613665 | 7.0505 | 0 |
| 17 | -0.075953 | -0.8726 | 0.192224 |
| 18 | -0.441046 | -5.0672 | 1e-06 |
| 19 | -0.147302 | -1.6924 | 0.046467 |
| 20 | 0.664391 | 7.6333 | 0 |
| 21 | -0.033936 | -0.3899 | 0.348621 |
| 22 | -0.459268 | -5.2766 | 0 |
| 23 | -0.079554 | -0.914 | 0.181191 |
| 24 | 0.609826 | 7.0064 | 0 |
| 25 | -0.063607 | -0.7308 | 0.233101 |
| 26 | -0.40413 | -4.6431 | 4e-06 |
| 27 | -0.15703 | -1.8041 | 0.036745 |
| 28 | 0.565158 | 6.4932 | 0 |
| 29 | -0.010837 | -0.1245 | 0.45055 |
| 30 | -0.437754 | -5.0294 | 1e-06 |
| 31 | -0.132728 | -1.5249 | 0.064834 |
| 32 | 0.59793 | 6.8697 | 0 |
| 33 | -0.0424 | -0.4871 | 0.313483 |
| 34 | -0.399547 | -4.5904 | 5e-06 |
| 35 | -0.114312 | -1.3133 | 0.095673 |
| 36 | 0.549937 | 6.3183 | 0 |
| 37 | -0.050075 | -0.5753 | 0.283027 |
| 38 | -0.359243 | -4.1274 | 3.2e-05 |
| 39 | -0.152265 | -1.7494 | 0.041274 |
| 40 | 0.532691 | 6.1202 | 0 |
| 41 | -0.036583 | -0.4203 | 0.337474 |
| 42 | -0.358587 | -4.1199 | 3.3e-05 |
| 43 | -0.118799 | -1.3649 | 0.087304 |
| 44 | 0.507161 | 5.8268 | 0 |
| 45 | -0.022322 | -0.2565 | 0.398999 |
| 46 | -0.320971 | -3.6877 | 0.000165 |
| 47 | -0.099893 | -1.1477 | 0.126587 |
| 48 | 0.438064 | 5.033 | 1e-06 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.147529 | -1.695 | 0.046218 |
| 2 | -0.595246 | -6.8389 | 0 |
| 3 | -0.454527 | -5.2221 | 0 |
| 4 | 0.447092 | 5.1367 | 0 |
| 5 | -0.056271 | -0.6465 | 0.259536 |
| 6 | -0.118835 | -1.3653 | 0.087238 |
| 7 | -0.429259 | -4.9318 | 1e-06 |
| 8 | 0.159427 | 1.8317 | 0.034627 |
| 9 | -0.04463 | -0.5128 | 0.304488 |
| 10 | -0.058471 | -0.6718 | 0.251449 |
| 11 | -0.037161 | -0.4269 | 0.335056 |
| 12 | 0.161268 | 1.8528 | 0.03307 |
| 13 | 0.067965 | 0.7809 | 0.218142 |
| 14 | -0.047373 | -0.5443 | 0.293584 |
| 15 | -0.164308 | -1.8878 | 0.030627 |
| 16 | -0.157399 | -1.8084 | 0.036412 |
| 17 | 0.009174 | 0.1054 | 0.458108 |
| 18 | 0.092862 | 1.0669 | 0.143982 |
| 19 | -0.164586 | -1.891 | 0.030411 |
| 20 | 0.117401 | 1.3488 | 0.08985 |
| 21 | 0.029111 | 0.3345 | 0.369283 |
| 22 | 0.007454 | 0.0856 | 0.465943 |
| 23 | 0.078909 | 0.9066 | 0.183137 |
| 24 | -0.001084 | -0.0125 | 0.495041 |
| 25 | 0.050932 | 0.5852 | 0.279719 |
| 26 | 0.139231 | 1.5996 | 0.056034 |
| 27 | -0.014702 | -0.1689 | 0.433063 |
| 28 | 0.001461 | 0.0168 | 0.493317 |
| 29 | 0.004121 | 0.0473 | 0.481155 |
| 30 | -0.050399 | -0.579 | 0.281776 |
| 31 | 0.007418 | 0.0852 | 0.466105 |
| 32 | 0.068043 | 0.7818 | 0.217879 |
| 33 | -0.060208 | -0.6917 | 0.245159 |
| 34 | 0.026695 | 0.3067 | 0.379777 |
| 35 | 0.000692 | 0.008 | 0.496833 |
| 36 | 0.054074 | 0.6213 | 0.267748 |
| 37 | -0.052826 | -0.6069 | 0.272471 |
| 38 | 0.064969 | 0.7464 | 0.228365 |
| 39 | 0.007903 | 0.0908 | 0.463893 |
| 40 | 0.053563 | 0.6154 | 0.269676 |
| 41 | -0.058427 | -0.6713 | 0.251608 |
| 42 | 0.000524 | 0.006 | 0.497602 |
| 43 | -0.002257 | -0.0259 | 0.489676 |
| 44 | -0.070008 | -0.8043 | 0.211326 |
| 45 | 0.10655 | 1.2242 | 0.111534 |
| 46 | -0.028299 | -0.3251 | 0.372797 |
| 47 | 0.1486 | 1.7073 | 0.04506 |
| 48 | -0.027278 | -0.3134 | 0.377234 |
