| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.185916 | -1.5666 | 0.060833 |
| 2 | -0.188498 | -1.5883 | 0.058329 |
| 3 | -0.191081 | -1.6101 | 0.05591 |
| 4 | -0.176996 | -1.4914 | 0.070144 |
| 5 | -0.179578 | -1.5132 | 0.06734 |
| 6 | 0.695113 | 5.8571 | 0 |
| 7 | 0.047076 | 0.3967 | 0.3464 |
| 8 | -0.170658 | -1.438 | 0.077415 |
| 9 | -0.17324 | -1.4597 | 0.074385 |
| 10 | -0.159155 | -1.3411 | 0.092087 |
| 11 | -0.161737 | -1.3628 | 0.088622 |
| 12 | 0.390226 | 3.2881 | 0.000785 |
| 13 | 0.280068 | 2.3599 | 0.010516 |
| 14 | -0.152817 | -1.2877 | 0.101023 |
| 15 | -0.1554 | -1.3094 | 0.097307 |
| 16 | -0.141315 | -1.1907 | 0.118861 |
| 17 | -0.143897 | -1.2125 | 0.114671 |
| 18 | 0.08534 | 0.7191 | 0.237224 |
| 19 | 0.51306 | 4.3231 | 2.5e-05 |
| 20 | -0.134977 | -1.1373 | 0.129611 |
| 21 | -0.137559 | -1.1591 | 0.125151 |
| 22 | -0.123474 | -1.0404 | 0.15084 |
| 23 | -0.126056 | -1.0622 | 0.145879 |
| 24 | -0.128639 | -1.0839 | 0.141031 |
| 25 | 0.638477 | 5.3799 | 0 |
| 26 | -0.117136 | -0.987 | 0.163495 |
| 27 | -0.119719 | -1.0088 | 0.158256 |
| 28 | -0.122301 | -1.0305 | 0.15313 |
| 29 | -0.108216 | -0.9118 | 0.182468 |
| 30 | -0.110798 | -0.9336 | 0.176836 |
| 31 | 0.441166 | 3.7173 | 0.000199 |
| 32 | 0.00828 | 0.0698 | 0.472287 |
| 33 | -0.101878 | -0.8584 | 0.196769 |
| 34 | -0.104461 | -0.8802 | 0.19086 |
| 35 | -0.090375 | -0.7615 | 0.224435 |
| 36 | -0.092958 | -0.7833 | 0.218035 |
| 37 | 0.243855 | 2.0548 | 0.021792 |
| 38 | 0.133696 | 1.1265 | 0.131864 |
| 39 | -0.084038 | -0.7081 | 0.240596 |
| 40 | -0.08662 | -0.7299 | 0.233934 |
| 41 | -0.072535 | -0.6112 | 0.271513 |
| 42 | -0.075117 | -0.633 | 0.2644 |
| 43 | 0.046543 | 0.3922 | 0.348049 |
| 44 | 0.259113 | 2.1833 | 0.01616 |
| 45 | -0.066197 | -0.5578 | 0.289372 |
| 46 | -0.06878 | -0.5795 | 0.282027 |
| 47 | -0.054694 | -0.4609 | 0.323153 |
| 48 | -0.057277 | -0.4826 | 0.315424 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.185915 | -1.5666 | 0.060833 |
| 2 | -0.231048 | -1.9468 | 0.027755 |
| 3 | -0.303291 | -2.5556 | 0.006372 |
| 4 | -0.418327 | -3.5249 | 0.000373 |
| 5 | -0.722877 | -6.0911 | 0 |
| 6 | 0.067692 | 0.5704 | 0.285109 |
| 7 | 0.094712 | 0.7981 | 0.213748 |
| 8 | 0.002482 | 0.0209 | 0.491686 |
| 9 | -0.006474 | -0.0545 | 0.478325 |
| 10 | 0.0027 | 0.0227 | 0.490957 |
| 11 | 0.023593 | 0.1988 | 0.421493 |
| 12 | -0.22621 | -1.9061 | 0.030344 |
| 13 | 0.057445 | 0.484 | 0.314925 |
| 14 | -0.008434 | -0.0711 | 0.471771 |
| 15 | -0.009 | -0.0758 | 0.46988 |
| 16 | 0.013746 | 0.1158 | 0.454057 |
| 17 | 0.032463 | 0.2735 | 0.392617 |
| 18 | -0.304347 | -2.5645 | 0.006225 |
| 19 | 0.097408 | 0.8208 | 0.207261 |
| 20 | -0.022294 | -0.1879 | 0.425764 |
| 21 | -0.021164 | -0.1783 | 0.429485 |
| 22 | 0.017541 | 0.1478 | 0.441458 |
| 23 | 0.060572 | 0.5104 | 0.30568 |
| 24 | -0.128345 | -1.0815 | 0.141577 |
| 25 | 0.207858 | 1.7514 | 0.042094 |
| 26 | -0.02881 | -0.2428 | 0.404445 |
| 27 | -0.014 | -0.118 | 0.453214 |
| 28 | -0.046236 | -0.3896 | 0.349001 |
| 29 | -0.025416 | -0.2142 | 0.415518 |
| 30 | 0.28922 | 2.437 | 0.008659 |
| 31 | -0.085952 | -0.7242 | 0.235649 |
| 32 | -0.06072 | -0.5116 | 0.305247 |
| 33 | -0.013087 | -0.1103 | 0.456254 |
| 34 | 0.000766 | 0.0065 | 0.497434 |
| 35 | -0.008901 | -0.075 | 0.470212 |
| 36 | -0.050667 | -0.4269 | 0.335361 |
| 37 | 0.027099 | 0.2283 | 0.410021 |
| 38 | -0.038469 | -0.3241 | 0.37339 |
| 39 | 0.001137 | 0.0096 | 0.496191 |
| 40 | 0.009996 | 0.0842 | 0.466556 |
| 41 | -0.015891 | -0.1339 | 0.446932 |
| 42 | -0.087284 | -0.7355 | 0.232239 |
| 43 | 0.0073 | 0.0615 | 0.475563 |
| 44 | -0.084271 | -0.7101 | 0.239989 |
| 45 | -0.023363 | -0.1969 | 0.422248 |
| 46 | -0.022605 | -0.1905 | 0.424741 |
| 47 | 0.006157 | 0.0519 | 0.479384 |
| 48 | 0.040157 | 0.3384 | 0.368041 |
