| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.335261 | -4.8699 | 1e-06 |
| 2 | -0.389877 | -5.6633 | 0 |
| 3 | 0.389072 | 5.6516 | 0 |
| 4 | -0.244632 | -3.5535 | 0.000235 |
| 5 | -0.084971 | -1.2343 | 0.109236 |
| 6 | 0.405962 | 5.8969 | 0 |
| 7 | -0.204081 | -2.9644 | 0.00169 |
| 8 | -0.105498 | -1.5324 | 0.063455 |
| 9 | 0.317482 | 4.6117 | 3e-06 |
| 10 | -0.439452 | -6.3834 | 0 |
| 11 | -0.130736 | -1.899 | 0.029461 |
| 12 | 0.716884 | 10.4133 | 0 |
| 13 | -0.263838 | -3.8325 | 8.4e-05 |
| 14 | -0.270911 | -3.9352 | 5.6e-05 |
| 15 | 0.241272 | 3.5047 | 0.000279 |
| 16 | -0.193445 | -2.8099 | 0.00271 |
| 17 | -0.026268 | -0.3816 | 0.351587 |
| 18 | 0.31262 | 4.5411 | 5e-06 |
| 19 | -0.195763 | -2.8436 | 0.002449 |
| 20 | -0.030226 | -0.4391 | 0.330534 |
| 21 | 0.230216 | 3.3441 | 0.000488 |
| 22 | -0.418936 | -6.0854 | 0 |
| 23 | -0.035042 | -0.509 | 0.305636 |
| 24 | 0.556775 | 8.0876 | 0 |
| 25 | -0.194421 | -2.8241 | 0.002598 |
| 26 | -0.217332 | -3.1569 | 0.000914 |
| 27 | 0.147561 | 2.1434 | 0.016611 |
| 28 | -0.120877 | -1.7558 | 0.040283 |
| 29 | -0.012316 | -0.1789 | 0.429094 |
| 30 | 0.216719 | 3.148 | 0.000941 |
| 31 | -0.101019 | -1.4674 | 0.071879 |
| 32 | -0.03296 | -0.4788 | 0.316298 |
| 33 | 0.140997 | 2.0481 | 0.020894 |
| 34 | -0.268171 | -3.8954 | 6.6e-05 |
| 35 | -0.108032 | -1.5693 | 0.059043 |
| 36 | 0.472101 | 6.8577 | 0 |
| 37 | -0.044652 | -0.6486 | 0.258649 |
| 38 | -0.311126 | -4.5194 | 5e-06 |
| 39 | 0.149071 | 2.1654 | 0.01574 |
| 40 | -0.045152 | -0.6559 | 0.256312 |
| 41 | -0.081549 | -1.1846 | 0.11876 |
| 42 | 0.210745 | 3.0612 | 0.001245 |
| 43 | -0.031196 | -0.4532 | 0.325452 |
| 44 | -0.103094 | -1.4975 | 0.067875 |
| 45 | 0.146508 | 2.1281 | 0.017242 |
| 46 | -0.189704 | -2.7556 | 0.003185 |
| 47 | -0.186246 | -2.7054 | 0.00369 |
| 48 | 0.500323 | 7.2676 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.335261 | -4.8699 | 1e-06 |
| 2 | -0.565882 | -8.2199 | 0 |
| 3 | -0.008822 | -0.1281 | 0.449078 |
| 4 | -0.437283 | -6.3519 | 0 |
| 5 | -0.280606 | -4.076 | 3.2e-05 |
| 6 | -0.015076 | -0.219 | 0.413432 |
| 7 | -0.030192 | -0.4386 | 0.330713 |
| 8 | 0.076218 | 1.1071 | 0.134749 |
| 9 | 0.355703 | 5.1669 | 0 |
| 10 | -0.194411 | -2.824 | 0.002599 |
| 11 | -0.497955 | -7.2332 | 0 |
| 12 | 0.157657 | 2.2901 | 0.011502 |
| 13 | 0.231877 | 3.3682 | 0.00045 |
| 14 | 0.187121 | 2.7181 | 0.003556 |
| 15 | -0.146879 | -2.1335 | 0.017017 |
| 16 | -0.003064 | -0.0445 | 0.482272 |
| 17 | -0.065369 | -0.9495 | 0.171715 |
| 18 | -0.077358 | -1.1237 | 0.131211 |
| 19 | -0.108653 | -1.5783 | 0.058 |
| 20 | -0.041503 | -0.6029 | 0.273624 |
| 21 | -0.012739 | -0.185 | 0.426687 |
| 22 | -0.098417 | -1.4296 | 0.077157 |
| 23 | -0.137493 | -1.9972 | 0.023544 |
| 24 | -0.052105 | -0.7569 | 0.224985 |
| 25 | 0.058431 | 0.8488 | 0.198487 |
| 26 | -0.003882 | -0.0564 | 0.477542 |
| 27 | -0.079031 | -1.148 | 0.126136 |
| 28 | 0.053391 | 0.7755 | 0.219442 |
| 29 | -0.001725 | -0.0251 | 0.490015 |
| 30 | -0.133685 | -1.9419 | 0.026741 |
| 31 | 0.024917 | 0.3619 | 0.35888 |
| 32 | -0.000532 | -0.0077 | 0.496919 |
| 33 | -0.061038 | -0.8866 | 0.188143 |
| 34 | 0.128291 | 1.8635 | 0.031888 |
| 35 | -0.085374 | -1.2401 | 0.108152 |
| 36 | -0.044451 | -0.6457 | 0.25959 |
| 37 | 0.078428 | 1.1392 | 0.127948 |
| 38 | -0.028267 | -0.4106 | 0.340892 |
| 39 | -0.013027 | -0.1892 | 0.425046 |
| 40 | -0.030379 | -0.4413 | 0.32973 |
| 41 | 0.011866 | 0.1724 | 0.431659 |
| 42 | -0.061025 | -0.8864 | 0.188196 |
| 43 | 0.044397 | 0.6449 | 0.259845 |
| 44 | -0.016225 | -0.2357 | 0.406957 |
| 45 | -0.019496 | -0.2832 | 0.38865 |
| 46 | 0.042406 | 0.616 | 0.269283 |
| 47 | -0.032512 | -0.4723 | 0.318611 |
| 48 | 0.149498 | 2.1716 | 0.015501 |
