| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.40924 | -3.4483 | 0.000476 |
| 2 | -0.345219 | -2.9089 | 0.00242 |
| 3 | 0.711151 | 5.9923 | 0 |
| 4 | -0.363595 | -3.0637 | 0.001544 |
| 5 | -0.328673 | -2.7695 | 0.00358 |
| 6 | 0.641241 | 5.4032 | 0 |
| 7 | -0.325063 | -2.739 | 0.003893 |
| 8 | -0.334644 | -2.8198 | 0.003112 |
| 9 | 0.575992 | 4.8534 | 3e-06 |
| 10 | -0.329647 | -2.7777 | 0.003499 |
| 11 | -0.293837 | -2.4759 | 0.007838 |
| 12 | 0.60846 | 5.127 | 1e-06 |
| 13 | -0.3165 | -2.6669 | 0.004738 |
| 14 | -0.265848 | -2.2401 | 0.014109 |
| 15 | 0.564639 | 4.7577 | 5e-06 |
| 16 | -0.352632 | -2.9713 | 0.002022 |
| 17 | -0.177993 | -1.4998 | 0.069051 |
| 18 | 0.500722 | 4.2192 | 3.6e-05 |
| 19 | -0.357208 | -3.0099 | 0.001808 |
| 20 | -0.160755 | -1.3545 | 0.089928 |
| 21 | 0.478375 | 4.0309 | 6.9e-05 |
| 22 | -0.3075 | -2.591 | 0.005803 |
| 23 | -0.099878 | -0.8416 | 0.201422 |
| 24 | 0.452691 | 3.8144 | 0.000144 |
| 25 | -0.336874 | -2.8386 | 0.002953 |
| 26 | -0.084076 | -0.7084 | 0.240497 |
| 27 | 0.402081 | 3.388 | 0.000576 |
| 28 | -0.299161 | -2.5208 | 0.006979 |
| 29 | -0.091376 | -0.77 | 0.221942 |
| 30 | 0.355749 | 2.9976 | 0.001874 |
| 31 | -0.306087 | -2.5791 | 0.005989 |
| 32 | -0.071964 | -0.6064 | 0.273098 |
| 33 | 0.362774 | 3.0568 | 0.001576 |
| 34 | -0.295628 | -2.491 | 0.007539 |
| 35 | -0.013659 | -0.1151 | 0.454347 |
| 36 | 0.308794 | 2.6019 | 0.005637 |
| 37 | -0.289534 | -2.4397 | 0.0086 |
| 38 | 0.003707 | 0.0312 | 0.487586 |
| 39 | 0.289205 | 2.4369 | 0.008662 |
| 40 | -0.262979 | -2.2159 | 0.014953 |
| 41 | -0.007684 | -0.0647 | 0.474278 |
| 42 | 0.236043 | 1.9889 | 0.025281 |
| 43 | -0.276452 | -2.3294 | 0.011343 |
| 44 | -0.006408 | -0.054 | 0.478547 |
| 45 | 0.29968 | 2.5251 | 0.0069 |
| 46 | -0.280755 | -2.3657 | 0.010365 |
| 47 | 0.017057 | 0.1437 | 0.443063 |
| 48 | 0.273738 | 2.3066 | 0.012001 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.40924 | -3.4483 | 0.000476 |
| 2 | -0.615834 | -5.1891 | 1e-06 |
| 3 | 0.446695 | 3.7639 | 0.000171 |
| 4 | -0.040583 | -0.342 | 0.366697 |
| 5 | -0.22559 | -1.9009 | 0.03069 |
| 6 | 0.110613 | 0.932 | 0.177238 |
| 7 | -0.01591 | -0.1341 | 0.446867 |
| 8 | -0.183666 | -1.5476 | 0.063082 |
| 9 | -0.054356 | -0.458 | 0.32417 |
| 10 | -0.179422 | -1.5118 | 0.067507 |
| 11 | -0.152682 | -1.2865 | 0.101221 |
| 12 | 0.113912 | 0.9598 | 0.170197 |
| 13 | -0.022443 | -0.1891 | 0.425274 |
| 14 | -0.055722 | -0.4695 | 0.320068 |
| 15 | -0.017313 | -0.1459 | 0.442214 |
| 16 | -0.185061 | -1.5594 | 0.06168 |
| 17 | 0.027558 | 0.2322 | 0.408524 |
| 18 | -0.090465 | -0.7623 | 0.224212 |
| 19 | -0.187421 | -1.5792 | 0.059363 |
| 20 | -0.133022 | -1.1209 | 0.133062 |
| 21 | -0.072112 | -0.6076 | 0.272686 |
| 22 | 0.032429 | 0.2733 | 0.392725 |
| 23 | 0.114528 | 0.965 | 0.168903 |
| 24 | 0.014115 | 0.1189 | 0.45283 |
| 25 | -0.088839 | -0.7486 | 0.228295 |
| 26 | -0.037714 | -0.3178 | 0.375792 |
| 27 | -0.113251 | -0.9543 | 0.171592 |
| 28 | 0.017239 | 0.1453 | 0.442459 |
| 29 | -0.12858 | -1.0834 | 0.141141 |
| 30 | -0.165557 | -1.395 | 0.083681 |
| 31 | -0.049887 | -0.4204 | 0.337747 |
| 32 | -0.03196 | -0.2693 | 0.394239 |
| 33 | 0.06693 | 0.564 | 0.287277 |
| 34 | -0.037365 | -0.3148 | 0.376902 |
| 35 | -0.018075 | -0.1523 | 0.43969 |
| 36 | -0.069386 | -0.5847 | 0.280315 |
| 37 | -0.037231 | -0.3137 | 0.377329 |
| 38 | -0.063867 | -0.5382 | 0.296077 |
| 39 | -0.054368 | -0.4581 | 0.324134 |
| 40 | -0.018529 | -0.1561 | 0.438189 |
| 41 | -0.043643 | -0.3677 | 0.357078 |
| 42 | 0.001932 | 0.0163 | 0.49353 |
| 43 | -0.096414 | -0.8124 | 0.209639 |
| 44 | -0.153984 | -1.2975 | 0.099331 |
| 45 | 0.052509 | 0.4425 | 0.329754 |
| 46 | -0.044089 | -0.3715 | 0.355685 |
| 47 | -0.005621 | -0.0474 | 0.48118 |
| 48 | -0.012405 | -0.1045 | 0.458522 |
