| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.10025 | 0.9133 | 0.181859 |
| 2 | -0.073601 | -0.6705 | 0.252189 |
| 3 | -0.115261 | -1.0501 | 0.148364 |
| 4 | -0.107126 | -0.976 | 0.165958 |
| 5 | -0.108467 | -0.9882 | 0.162969 |
| 6 | -0.109807 | -1.0004 | 0.160015 |
| 7 | -0.111147 | -1.0126 | 0.157097 |
| 8 | -0.10162 | -0.9258 | 0.178616 |
| 9 | -0.088025 | -0.8019 | 0.212437 |
| 10 | -0.02434 | -0.2217 | 0.412527 |
| 11 | 0.052929 | 0.4822 | 0.315465 |
| 12 | 0.612672 | 5.5817 | 0 |
| 13 | 0.04105 | 0.374 | 0.354686 |
| 14 | -0.094726 | -0.863 | 0.195313 |
| 15 | -0.096066 | -0.8752 | 0.191994 |
| 16 | -0.076529 | -0.6972 | 0.243809 |
| 17 | -0.071981 | -0.6558 | 0.256891 |
| 18 | -0.073321 | -0.668 | 0.252998 |
| 19 | -0.068826 | -0.627 | 0.266179 |
| 20 | -0.070166 | -0.6392 | 0.262212 |
| 21 | -0.062245 | -0.5671 | 0.286094 |
| 22 | -0.063586 | -0.5793 | 0.28198 |
| 23 | 0.144398 | 1.3155 | 0.095977 |
| 24 | 0.34959 | 3.1849 | 0.00102 |
| 25 | -0.004446 | -0.0405 | 0.483894 |
| 26 | -0.068947 | -0.6281 | 0.26582 |
| 27 | -0.070287 | -0.6403 | 0.261856 |
| 28 | -0.056103 | -0.5111 | 0.305312 |
| 29 | -0.057443 | -0.5233 | 0.301069 |
| 30 | -0.058783 | -0.5355 | 0.296854 |
| 31 | -0.060123 | -0.5478 | 0.292666 |
| 32 | -0.057395 | -0.5229 | 0.30122 |
| 33 | -0.058736 | -0.5351 | 0.297004 |
| 34 | -0.060076 | -0.5473 | 0.292815 |
| 35 | 0.225401 | 2.0535 | 0.021586 |
| 36 | 0.220813 | 2.0117 | 0.023748 |
| 37 | 0.003492 | 0.0318 | 0.487347 |
| 38 | -0.065437 | -0.5962 | 0.276346 |
| 39 | -0.066777 | -0.6084 | 0.272303 |
| 40 | -0.05361 | -0.4884 | 0.313274 |
| 41 | -0.05495 | -0.5006 | 0.308982 |
| 42 | -0.05629 | -0.5128 | 0.304716 |
| 43 | -0.057631 | -0.525 | 0.300477 |
| 44 | -0.044464 | -0.4051 | 0.343229 |
| 45 | -0.045804 | -0.4173 | 0.338771 |
| 46 | -0.006454 | -0.0588 | 0.476627 |
| 47 | 0.268783 | 2.4487 | 0.008221 |
| 48 | 0.130452 | 1.1885 | 0.119018 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.10025 | 0.9133 | 0.181859 |
| 2 | -0.0845 | -0.7698 | 0.221792 |
| 3 | -0.100509 | -0.9157 | 0.181244 |
| 4 | -0.09344 | -0.8513 | 0.198531 |
| 5 | -0.109231 | -0.9951 | 0.161279 |
| 6 | -0.12326 | -1.123 | 0.132348 |
| 7 | -0.141273 | -1.2871 | 0.100826 |
| 8 | -0.153791 | -1.4011 | 0.082455 |
| 9 | -0.170614 | -1.5544 | 0.06195 |
| 10 | -0.137808 | -1.2555 | 0.106412 |
| 11 | -0.090185 | -0.8216 | 0.206822 |
| 12 | 0.550053 | 5.0112 | 2e-06 |
| 13 | -0.138291 | -1.2599 | 0.105619 |
| 14 | -0.051238 | -0.4668 | 0.320933 |
| 15 | -0.022736 | -0.2071 | 0.418204 |
| 16 | -0.026981 | -0.2458 | 0.403217 |
| 17 | -0.01996 | -0.1818 | 0.428074 |
| 18 | -0.016099 | -0.1467 | 0.441875 |
| 19 | -0.002706 | -0.0247 | 0.490196 |
| 20 | -0.025227 | -0.2298 | 0.409396 |
| 21 | -0.034406 | -0.3135 | 0.377362 |
| 22 | -0.141316 | -1.2874 | 0.100758 |
| 23 | 0.191435 | 1.7441 | 0.042426 |
| 24 | -0.141653 | -1.2905 | 0.100226 |
| 25 | -0.026246 | -0.2391 | 0.405805 |
| 26 | 0.016974 | 0.1546 | 0.438742 |
| 27 | -0.040625 | -0.3701 | 0.356119 |
| 28 | -0.034639 | -0.3156 | 0.376557 |
| 29 | -0.047596 | -0.4336 | 0.332843 |
| 30 | -0.037634 | -0.3429 | 0.366285 |
| 31 | -0.062994 | -0.5739 | 0.283794 |
| 32 | -0.033305 | -0.3034 | 0.381162 |
| 33 | -0.125606 | -1.1443 | 0.127889 |
| 34 | 0.035785 | 0.326 | 0.372616 |
| 35 | 0.026994 | 0.2459 | 0.403172 |
| 36 | -0.05199 | -0.4737 | 0.318496 |
| 37 | 0.041088 | 0.3743 | 0.354556 |
| 38 | -0.083236 | -0.7583 | 0.225204 |
| 39 | -0.04355 | -0.3968 | 0.346282 |
| 40 | -0.049666 | -0.4525 | 0.326053 |
| 41 | -0.044092 | -0.4017 | 0.344471 |
| 42 | -0.063521 | -0.5787 | 0.282179 |
| 43 | -0.033615 | -0.3062 | 0.380093 |
| 44 | -0.084705 | -0.7717 | 0.221242 |
| 45 | -0.03204 | -0.2919 | 0.385546 |
| 46 | 0.007801 | 0.0711 | 0.471757 |
| 47 | -0.01269 | -0.1156 | 0.45412 |
| 48 | -0.038597 | -0.3516 | 0.363 |
