| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.372044 | 3.4098 | 0.000501 |
| 2 | -0.186886 | -1.7128 | 0.045215 |
| 3 | -0.359946 | -3.299 | 0.000712 |
| 4 | -0.273792 | -2.5093 | 0.007008 |
| 5 | -0.061437 | -0.5631 | 0.28744 |
| 6 | 0.010921 | 0.1001 | 0.460254 |
| 7 | -0.046673 | -0.4278 | 0.334959 |
| 8 | -0.22748 | -2.0849 | 0.020058 |
| 9 | -0.293391 | -2.689 | 0.004321 |
| 10 | -0.143985 | -1.3196 | 0.09527 |
| 11 | 0.328367 | 3.0095 | 0.001727 |
| 12 | 0.846731 | 7.7604 | 0 |
| 13 | 0.31102 | 2.8505 | 0.002745 |
| 14 | -0.17058 | -1.5634 | 0.06086 |
| 15 | -0.316346 | -2.8994 | 0.002385 |
| 16 | -0.243434 | -2.2311 | 0.014169 |
| 17 | -0.059747 | -0.5476 | 0.292713 |
| 18 | -0.000965 | -0.0088 | 0.496483 |
| 19 | -0.04601 | -0.4217 | 0.337164 |
| 20 | -0.190717 | -1.748 | 0.042063 |
| 21 | -0.234955 | -2.1534 | 0.017077 |
| 22 | -0.0998 | -0.9147 | 0.181489 |
| 23 | 0.288418 | 2.6434 | 0.004896 |
| 24 | 0.701811 | 6.4322 | 0 |
| 25 | 0.246256 | 2.257 | 0.013303 |
| 26 | -0.168325 | -1.5427 | 0.063328 |
| 27 | -0.273984 | -2.5111 | 0.006976 |
| 28 | -0.193925 | -1.7774 | 0.039565 |
| 29 | -0.03584 | -0.3285 | 0.371683 |
| 30 | 0.002859 | 0.0262 | 0.489579 |
| 31 | -0.039143 | -0.3588 | 0.360339 |
| 32 | -0.157869 | -1.4469 | 0.075824 |
| 33 | -0.176579 | -1.6184 | 0.054665 |
| 34 | -0.060514 | -0.5546 | 0.290314 |
| 35 | 0.238895 | 2.1895 | 0.015667 |
| 36 | 0.546705 | 5.0106 | 1e-06 |
| 37 | 0.188563 | 1.7282 | 0.043813 |
| 38 | -0.155595 | -1.426 | 0.07878 |
| 39 | -0.22742 | -2.0843 | 0.020084 |
| 40 | -0.150939 | -1.3834 | 0.085107 |
| 41 | -0.020526 | -0.1881 | 0.425617 |
| 42 | 0.012664 | 0.1161 | 0.453938 |
| 43 | -0.021106 | -0.1934 | 0.42354 |
| 44 | -0.110248 | -1.0104 | 0.157594 |
| 45 | -0.124442 | -1.1405 | 0.128653 |
| 46 | -0.052588 | -0.482 | 0.315538 |
| 47 | 0.171388 | 1.5708 | 0.059994 |
| 48 | 0.400855 | 3.6739 | 0.00021 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.372044 | 3.4098 | 0.000501 |
| 2 | -0.377564 | -3.4604 | 0.000425 |
| 3 | -0.167434 | -1.5346 | 0.064326 |
| 4 | -0.145256 | -1.3313 | 0.093346 |
| 5 | -0.043254 | -0.3964 | 0.346396 |
| 6 | -0.15058 | -1.3801 | 0.085611 |
| 7 | -0.166525 | -1.5262 | 0.065355 |
| 8 | -0.357139 | -3.2732 | 0.000772 |
| 9 | -0.388355 | -3.5593 | 0.000307 |
| 10 | -0.481535 | -4.4133 | 1.5e-05 |
| 11 | -0.136562 | -1.2516 | 0.107092 |
| 12 | 0.612745 | 5.6159 | 0 |
| 13 | -0.377774 | -3.4624 | 0.000422 |
| 14 | 0.164602 | 1.5086 | 0.067576 |
| 15 | 0.080806 | 0.7406 | 0.230501 |
| 16 | 0.028677 | 0.2628 | 0.396662 |
| 17 | -0.006362 | -0.0583 | 0.47682 |
| 18 | 0.011245 | 0.1031 | 0.45908 |
| 19 | 0.003595 | 0.0329 | 0.486898 |
| 20 | -0.00367 | -0.0336 | 0.486622 |
| 21 | -0.008514 | -0.078 | 0.468992 |
| 22 | 0.01923 | 0.1762 | 0.430261 |
| 23 | -0.045188 | -0.4142 | 0.33991 |
| 24 | -0.061916 | -0.5675 | 0.285954 |
| 25 | -0.041133 | -0.377 | 0.353566 |
| 26 | -0.102961 | -0.9437 | 0.174027 |
| 27 | -0.03403 | -0.3119 | 0.377949 |
| 28 | -0.018853 | -0.1728 | 0.431614 |
| 29 | -0.035134 | -0.322 | 0.374122 |
| 30 | -0.016209 | -0.1486 | 0.44113 |
| 31 | 0.00536 | 0.0491 | 0.480467 |
| 32 | 0.007704 | 0.0706 | 0.471937 |
| 33 | 0.065115 | 0.5968 | 0.276126 |
| 34 | 0.010902 | 0.0999 | 0.460325 |
| 35 | -0.020549 | -0.1883 | 0.425533 |
| 36 | -0.082424 | -0.7554 | 0.226053 |
| 37 | 0.074127 | 0.6794 | 0.249381 |
| 38 | -0.06007 | -0.5505 | 0.291703 |
| 39 | -0.019803 | -0.1815 | 0.428206 |
| 40 | -0.044208 | -0.4052 | 0.34319 |
| 41 | -0.030361 | -0.2783 | 0.390748 |
| 42 | -0.003048 | -0.0279 | 0.488889 |
| 43 | -0.003653 | -0.0335 | 0.486684 |
| 44 | 0.057894 | 0.5306 | 0.298546 |
| 45 | -0.003728 | -0.0342 | 0.486413 |
| 46 | -0.053233 | -0.4879 | 0.313451 |
| 47 | 0.001912 | 0.0175 | 0.493032 |
| 48 | -0.05824 | -0.5338 | 0.297454 |
