| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.141225 | 1.2866 | 0.100901 |
| 2 | -0.240337 | -2.1896 | 0.015681 |
| 3 | -0.264284 | -2.4077 | 0.009134 |
| 4 | -0.201241 | -1.8334 | 0.035164 |
| 5 | 0.1686 | 1.536 | 0.064169 |
| 6 | 0.40896 | 3.7258 | 0.000177 |
| 7 | 0.166596 | 1.5178 | 0.066437 |
| 8 | -0.19235 | -1.7524 | 0.0417 |
| 9 | -0.289094 | -2.6338 | 0.005035 |
| 10 | -0.278283 | -2.5353 | 0.006556 |
| 11 | 0.094687 | 0.8626 | 0.195412 |
| 12 | 0.714178 | 6.5065 | 0 |
| 13 | 0.059218 | 0.5395 | 0.295491 |
| 14 | -0.280898 | -2.5591 | 0.006154 |
| 15 | -0.245359 | -2.2353 | 0.014041 |
| 16 | -0.211924 | -1.9307 | 0.028466 |
| 17 | 0.131018 | 1.1936 | 0.118011 |
| 18 | 0.250097 | 2.2785 | 0.012633 |
| 19 | 0.097736 | 0.8904 | 0.187908 |
| 20 | -0.218804 | -1.9934 | 0.024751 |
| 21 | -0.32174 | -2.9312 | 0.002181 |
| 22 | -0.267121 | -2.4336 | 0.008548 |
| 23 | 0.060607 | 0.5522 | 0.291164 |
| 24 | 0.525014 | 4.7831 | 4e-06 |
| 25 | 0.035535 | 0.3237 | 0.373476 |
| 26 | -0.246893 | -2.2493 | 0.013571 |
| 27 | -0.237318 | -2.1621 | 0.016746 |
| 28 | -0.182321 | -1.661 | 0.050241 |
| 29 | 0.114236 | 1.0407 | 0.150509 |
| 30 | 0.201794 | 1.8384 | 0.034788 |
| 31 | 0.102424 | 0.9331 | 0.17673 |
| 32 | -0.140564 | -1.2806 | 0.101951 |
| 33 | -0.211424 | -1.9262 | 0.028754 |
| 34 | -0.138475 | -1.2616 | 0.10532 |
| 35 | 0.103974 | 0.9473 | 0.17313 |
| 36 | 0.442467 | 4.0311 | 6.1e-05 |
| 37 | 0.043819 | 0.3992 | 0.34538 |
| 38 | -0.174396 | -1.5888 | 0.057951 |
| 39 | -0.122251 | -1.1138 | 0.134298 |
| 40 | -0.089667 | -0.8169 | 0.20816 |
| 41 | 0.132102 | 1.2035 | 0.1161 |
| 42 | 0.191805 | 1.7474 | 0.042131 |
| 43 | 0.068176 | 0.6211 | 0.268114 |
| 44 | -0.120951 | -1.1019 | 0.136842 |
| 45 | -0.153723 | -1.4005 | 0.082549 |
| 46 | -0.07508 | -0.684 | 0.247936 |
| 47 | 0.063026 | 0.5742 | 0.283695 |
| 48 | 0.368106 | 3.3536 | 0.000602 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.141225 | 1.2866 | 0.100901 |
| 2 | -0.265578 | -2.4195 | 0.008862 |
| 3 | -0.201796 | -1.8384 | 0.034787 |
| 4 | -0.22296 | -2.0313 | 0.022714 |
| 5 | 0.120717 | 1.0998 | 0.137303 |
| 6 | 0.279467 | 2.5461 | 0.006371 |
| 7 | 0.118219 | 1.077 | 0.142294 |
| 8 | -0.070691 | -0.644 | 0.260667 |
| 9 | -0.085375 | -0.7778 | 0.219447 |
| 10 | -0.233842 | -2.1304 | 0.018049 |
| 11 | -0.033504 | -0.3052 | 0.380474 |
| 12 | 0.595043 | 5.4211 | 0 |
| 13 | -0.220077 | -2.005 | 0.024111 |
| 14 | -0.137664 | -1.2542 | 0.106648 |
| 15 | 0.051235 | 0.4668 | 0.320942 |
| 16 | -0.023362 | -0.2128 | 0.415987 |
| 17 | -0.051642 | -0.4705 | 0.319623 |
| 18 | -0.294991 | -2.6875 | 0.004348 |
| 19 | -0.029959 | -0.2729 | 0.392788 |
| 20 | -0.072172 | -0.6575 | 0.256335 |
| 21 | -0.136405 | -1.2427 | 0.108738 |
| 22 | -0.061445 | -0.5598 | 0.288566 |
| 23 | -0.092074 | -0.8388 | 0.201987 |
| 24 | 0.017169 | 0.1564 | 0.438043 |
| 25 | 0.011887 | 0.1083 | 0.457013 |
| 26 | 0.011888 | 0.1083 | 0.457007 |
| 27 | -0.108094 | -0.9848 | 0.163796 |
| 28 | -0.044998 | -0.41 | 0.341449 |
| 29 | -0.036142 | -0.3293 | 0.37139 |
| 30 | -0.031088 | -0.2832 | 0.388856 |
| 31 | -0.077731 | -0.7082 | 0.240415 |
| 32 | -0.008206 | -0.0748 | 0.470292 |
| 33 | 0.171797 | 1.5651 | 0.060677 |
| 34 | 0.108206 | 0.9858 | 0.163547 |
| 35 | 0.032187 | 0.2932 | 0.385036 |
| 36 | 0.025438 | 0.2317 | 0.408652 |
| 37 | -0.019801 | -0.1804 | 0.428639 |
| 38 | 0.008741 | 0.0796 | 0.46836 |
| 39 | 0.048094 | 0.4382 | 0.331205 |
| 40 | -0.054015 | -0.4921 | 0.311975 |
| 41 | -0.08139 | -0.7415 | 0.230243 |
| 42 | 0.03449 | 0.3142 | 0.377072 |
| 43 | -0.046076 | -0.4198 | 0.337868 |
| 44 | -0.060554 | -0.5517 | 0.291327 |
| 45 | -0.087607 | -0.7981 | 0.213534 |
| 46 | -0.013394 | -0.122 | 0.451586 |
| 47 | -0.12011 | -1.0943 | 0.138505 |
| 48 | 0.015928 | 0.1451 | 0.442489 |
