| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.040179 | 0.366 | 0.357632 |
| 2 | -0.076079 | -0.6931 | 0.245087 |
| 3 | -0.123698 | -1.1269 | 0.131507 |
| 4 | -0.225818 | -2.0573 | 0.021398 |
| 5 | 0.079799 | 0.727 | 0.234634 |
| 6 | -0.22433 | -2.0437 | 0.022075 |
| 7 | -0.016555 | -0.1508 | 0.44024 |
| 8 | -0.27753 | -2.5284 | 0.006676 |
| 9 | -0.002232 | -0.0203 | 0.491912 |
| 10 | 0.021391 | 0.1949 | 0.42298 |
| 11 | -0.050595 | -0.4609 | 0.323022 |
| 12 | 0.68936 | 6.2804 | 0 |
| 13 | 0.161458 | 1.471 | 0.072542 |
| 14 | -0.053385 | -0.4864 | 0.313995 |
| 15 | -0.123512 | -1.1252 | 0.131864 |
| 16 | -0.221726 | -2.02 | 0.023303 |
| 17 | 0.043341 | 0.3949 | 0.346982 |
| 18 | -0.134115 | -1.2218 | 0.112613 |
| 19 | -0.022321 | -0.2034 | 0.419677 |
| 20 | -0.272321 | -2.481 | 0.007561 |
| 21 | -0.061198 | -0.5575 | 0.28933 |
| 22 | 0.120722 | 1.0998 | 0.137294 |
| 23 | -0.036086 | -0.3288 | 0.371582 |
| 24 | 0.496094 | 4.5196 | 1e-05 |
| 25 | 0.130208 | 1.1863 | 0.119453 |
| 26 | -0.083519 | -0.7609 | 0.224437 |
| 27 | -0.082589 | -0.7524 | 0.226962 |
| 28 | -0.156994 | -1.4303 | 0.078195 |
| 29 | 0.030878 | 0.2813 | 0.389586 |
| 30 | -0.125372 | -1.1422 | 0.128329 |
| 31 | 0.015811 | 0.144 | 0.442907 |
| 32 | -0.189918 | -1.7302 | 0.043652 |
| 33 | -0.073475 | -0.6694 | 0.252553 |
| 34 | 0.106213 | 0.9676 | 0.168017 |
| 35 | -0.014137 | -0.1288 | 0.448916 |
| 36 | 0.313058 | 2.8521 | 0.00274 |
| 37 | 0.13058 | 1.1896 | 0.118789 |
| 38 | -0.104539 | -0.9524 | 0.171832 |
| 39 | -0.072917 | -0.6643 | 0.254169 |
| 40 | -0.059524 | -0.5423 | 0.294537 |
| 41 | 0.052269 | 0.4762 | 0.317593 |
| 42 | -0.062686 | -0.5711 | 0.284739 |
| 43 | -0.034412 | -0.3135 | 0.37734 |
| 44 | -0.085379 | -0.7778 | 0.219436 |
| 45 | -0.018973 | -0.1729 | 0.431593 |
| 46 | 0.096168 | 0.8761 | 0.191743 |
| 47 | -0.052083 | -0.4745 | 0.318194 |
| 48 | 0.114397 | 1.0422 | 0.15017 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.040179 | 0.366 | 0.357632 |
| 2 | -0.077819 | -0.709 | 0.240167 |
| 3 | -0.118182 | -1.0767 | 0.142369 |
| 4 | -0.227273 | -2.0706 | 0.020754 |
| 5 | 0.076653 | 0.6983 | 0.243457 |
| 6 | -0.301102 | -2.7432 | 0.003727 |
| 7 | -0.044175 | -0.4025 | 0.344194 |
| 8 | -0.439145 | -4.0008 | 6.8e-05 |
| 9 | -0.036309 | -0.3308 | 0.370819 |
| 10 | -0.386253 | -3.5189 | 0.000353 |
| 11 | -0.230789 | -2.1026 | 0.019266 |
| 12 | 0.509687 | 4.6435 | 6e-06 |
| 13 | 0.179798 | 1.638 | 0.052599 |
| 14 | -0.093616 | -0.8529 | 0.198089 |
| 15 | 0.103769 | 0.9454 | 0.173604 |
| 16 | -0.039609 | -0.3609 | 0.359563 |
| 17 | -0.084219 | -0.7673 | 0.222549 |
| 18 | -0.006704 | -0.0611 | 0.475724 |
| 19 | 0.046984 | 0.428 | 0.334864 |
| 20 | -0.015131 | -0.1379 | 0.445345 |
| 21 | -0.125551 | -1.1438 | 0.127992 |
| 22 | -0.003814 | -0.0347 | 0.486182 |
| 23 | 0.006571 | 0.0599 | 0.476205 |
| 24 | 0.010039 | 0.0915 | 0.463675 |
| 25 | -0.163356 | -1.4882 | 0.070239 |
| 26 | -0.125084 | -1.1396 | 0.128871 |
| 27 | -0.053953 | -0.4915 | 0.312172 |
| 28 | -0.038142 | -0.3475 | 0.364551 |
| 29 | -0.092047 | -0.8386 | 0.202055 |
| 30 | -0.040029 | -0.3647 | 0.358139 |
| 31 | 0.02414 | 0.2199 | 0.413234 |
| 32 | 0.02386 | 0.2174 | 0.414224 |
| 33 | -0.034415 | -0.3135 | 0.377329 |
| 34 | -0.08477 | -0.7723 | 0.221067 |
| 35 | 0.042463 | 0.3869 | 0.349926 |
| 36 | -0.192589 | -1.7546 | 0.041512 |
| 37 | -0.090115 | -0.821 | 0.207002 |
| 38 | -0.113083 | -1.0302 | 0.152945 |
| 39 | 0.002923 | 0.0266 | 0.489409 |
| 40 | -0.033552 | -0.3057 | 0.380308 |
| 41 | -0.0029 | -0.0264 | 0.489492 |
| 42 | 0.028831 | 0.2627 | 0.396729 |
| 43 | -0.052414 | -0.4775 | 0.317126 |
| 44 | 0.001271 | 0.0116 | 0.495396 |
| 45 | 0.132109 | 1.2036 | 0.116089 |
| 46 | -0.022721 | -0.207 | 0.418259 |
| 47 | -0.072807 | -0.6633 | 0.254487 |
| 48 | -0.095393 | -0.8691 | 0.193656 |
