| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.165523 | -1.508 | 0.067678 |
| 2 | -0.12639 | -1.1515 | 0.126423 |
| 3 | 0.25842 | 2.3543 | 0.010459 |
| 4 | -0.221854 | -2.0212 | 0.023242 |
| 5 | -0.212722 | -1.938 | 0.028012 |
| 6 | 0.027109 | 0.247 | 0.402767 |
| 7 | -0.120373 | -1.0967 | 0.137983 |
| 8 | -0.201434 | -1.8352 | 0.035033 |
| 9 | 0.246435 | 2.2451 | 0.01371 |
| 10 | -0.120719 | -1.0998 | 0.137299 |
| 11 | -0.108968 | -0.9927 | 0.16186 |
| 12 | 0.412886 | 3.7616 | 0.000157 |
| 13 | 0.016318 | 0.1487 | 0.441091 |
| 14 | -0.078237 | -0.7128 | 0.238992 |
| 15 | 0.18056 | 1.645 | 0.051878 |
| 16 | -0.203158 | -1.8509 | 0.033874 |
| 17 | -0.073179 | -0.6667 | 0.253408 |
| 18 | -0.028941 | -0.2637 | 0.396345 |
| 19 | -0.11372 | -1.036 | 0.151597 |
| 20 | -0.104574 | -0.9527 | 0.171751 |
| 21 | 0.144414 | 1.3157 | 0.095953 |
| 22 | 0.027867 | 0.2539 | 0.400109 |
| 23 | -0.080082 | -0.7296 | 0.233849 |
| 24 | 0.342536 | 3.1207 | 0.001241 |
| 25 | -0.047131 | -0.4294 | 0.33438 |
| 26 | -0.058429 | -0.5323 | 0.297965 |
| 27 | 0.097014 | 0.8838 | 0.189667 |
| 28 | -0.166323 | -1.5153 | 0.066751 |
| 29 | -0.181494 | -1.6535 | 0.051004 |
| 30 | 0.049396 | 0.45 | 0.326936 |
| 31 | -0.030019 | -0.2735 | 0.392578 |
| 32 | -0.103591 | -0.9438 | 0.174015 |
| 33 | 0.146447 | 1.3342 | 0.092894 |
| 34 | 0.050197 | 0.4573 | 0.324321 |
| 35 | -0.044013 | -0.401 | 0.344735 |
| 36 | 0.193319 | 1.7612 | 0.040942 |
| 37 | 0.03968 | 0.3615 | 0.359321 |
| 38 | -0.045083 | -0.4107 | 0.341168 |
| 39 | 0.124827 | 1.1372 | 0.129358 |
| 40 | -0.131324 | -1.1964 | 0.11747 |
| 41 | -0.086869 | -0.7914 | 0.21548 |
| 42 | -0.021749 | -0.1981 | 0.421708 |
| 43 | -0.060896 | -0.5548 | 0.290266 |
| 44 | -0.026377 | -0.2403 | 0.405343 |
| 45 | 0.051314 | 0.4675 | 0.320687 |
| 46 | 0.058216 | 0.5304 | 0.298636 |
| 47 | -0.013841 | -0.1261 | 0.44998 |
| 48 | 0.103534 | 0.9432 | 0.174149 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.165523 | -1.508 | 0.067678 |
| 2 | -0.15812 | -1.4405 | 0.076738 |
| 3 | 0.219364 | 1.9985 | 0.024468 |
| 4 | -0.176856 | -1.6112 | 0.055462 |
| 5 | -0.23868 | -2.1745 | 0.016258 |
| 6 | -0.162124 | -1.477 | 0.071727 |
| 7 | -0.129367 | -1.1786 | 0.120964 |
| 8 | -0.261496 | -2.3823 | 0.009744 |
| 9 | 0.074266 | 0.6766 | 0.250272 |
| 10 | -0.214763 | -1.9566 | 0.02688 |
| 11 | -0.202677 | -1.8465 | 0.034194 |
| 12 | 0.145653 | 1.327 | 0.09408 |
| 13 | 0.114323 | 1.0415 | 0.150327 |
| 14 | 0.005672 | 0.0517 | 0.479456 |
| 15 | -0.003514 | -0.032 | 0.487267 |
| 16 | -0.228213 | -2.0791 | 0.020347 |
| 17 | 0.053559 | 0.4879 | 0.313437 |
| 18 | -0.13867 | -1.2633 | 0.105001 |
| 19 | -0.022447 | -0.2045 | 0.419231 |
| 20 | -0.140148 | -1.2768 | 0.102616 |
| 21 | -0.047901 | -0.4364 | 0.331839 |
| 22 | -0.006199 | -0.0565 | 0.477549 |
| 23 | -0.019367 | -0.1764 | 0.43019 |
| 24 | 0.135126 | 1.2311 | 0.11089 |
| 25 | -0.028539 | -0.26 | 0.397752 |
| 26 | -0.097385 | -0.8872 | 0.188763 |
| 27 | -0.068858 | -0.6273 | 0.266085 |
| 28 | -0.084498 | -0.7698 | 0.221799 |
| 29 | -0.186938 | -1.7031 | 0.046147 |
| 30 | -0.0694 | -0.6323 | 0.264475 |
| 31 | -0.029549 | -0.2692 | 0.39422 |
| 32 | -0.047039 | -0.4285 | 0.334683 |
| 33 | -0.07097 | -0.6466 | 0.259847 |
| 34 | -0.083391 | -0.7597 | 0.224784 |
| 35 | -0.060328 | -0.5496 | 0.292031 |
| 36 | -0.097691 | -0.89 | 0.188017 |
| 37 | -0.0633 | -0.5767 | 0.282855 |
| 38 | -0.005597 | -0.051 | 0.479726 |
| 39 | 0.002568 | 0.0234 | 0.490696 |
| 40 | -0.039222 | -0.3573 | 0.360877 |
| 41 | 0.047967 | 0.437 | 0.331623 |
| 42 | -0.00015 | -0.0014 | 0.499455 |
| 43 | -0.020566 | -0.1874 | 0.425915 |
| 44 | 0.020664 | 0.1883 | 0.425567 |
| 45 | -0.047592 | -0.4336 | 0.332857 |
| 46 | 0.018495 | 0.1685 | 0.433302 |
| 47 | -0.012238 | -0.1115 | 0.455747 |
| 48 | -0.044004 | -0.4009 | 0.344764 |
