| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.443963 | 4.3272 | 1.9e-05 |
| 2 | -0.067981 | -0.6626 | 0.254596 |
| 3 | -0.073104 | -0.7125 | 0.238941 |
| 4 | -0.107776 | -1.0505 | 0.148082 |
| 5 | -0.122163 | -1.1907 | 0.118369 |
| 6 | -0.134976 | -1.3156 | 0.095739 |
| 7 | -0.144914 | -1.4124 | 0.080544 |
| 8 | -0.102172 | -0.9958 | 0.160928 |
| 9 | -0.079778 | -0.7776 | 0.219374 |
| 10 | -0.027365 | -0.2667 | 0.395133 |
| 11 | 0.282637 | 2.7548 | 0.00352 |
| 12 | 0.45251 | 4.4105 | 1.4e-05 |
| 13 | 0.181558 | 1.7696 | 0.040001 |
| 14 | 0.052367 | 0.5104 | 0.305474 |
| 15 | -0.000736 | -0.0072 | 0.497147 |
| 16 | -0.11662 | -1.1367 | 0.129267 |
| 17 | -0.15212 | -1.4827 | 0.070735 |
| 18 | -0.162183 | -1.5808 | 0.058628 |
| 19 | -0.156917 | -1.5294 | 0.06474 |
| 20 | -0.103221 | -1.0061 | 0.158467 |
| 21 | -0.054976 | -0.5358 | 0.296659 |
| 22 | -0.011917 | -0.1161 | 0.453889 |
| 23 | 0.141294 | 1.3772 | 0.085849 |
| 24 | 0.168216 | 1.6396 | 0.052201 |
| 25 | 0.012099 | 0.1179 | 0.453187 |
| 26 | 0.010432 | 0.1017 | 0.459613 |
| 27 | -0.02668 | -0.26 | 0.397698 |
| 28 | -0.096541 | -0.941 | 0.174555 |
| 29 | -0.156232 | -1.5228 | 0.06557 |
| 30 | -0.223336 | -2.1768 | 0.015987 |
| 31 | -0.156425 | -1.5246 | 0.065336 |
| 32 | -0.117164 | -1.142 | 0.128167 |
| 33 | -0.109077 | -1.0631 | 0.145205 |
| 34 | -0.016421 | -0.1601 | 0.43659 |
| 35 | 0.203234 | 1.9809 | 0.025248 |
| 36 | 0.27214 | 2.6525 | 0.004682 |
| 37 | 0.081306 | 0.7925 | 0.21503 |
| 38 | -0.029358 | -0.2861 | 0.387696 |
| 39 | -0.045519 | -0.4437 | 0.329146 |
| 40 | -0.071685 | -0.6987 | 0.243223 |
| 41 | -0.10646 | -1.0376 | 0.151036 |
| 42 | -0.108466 | -1.0572 | 0.146552 |
| 43 | -0.087705 | -0.8548 | 0.197395 |
| 44 | -0.070438 | -0.6865 | 0.24702 |
| 45 | -0.081356 | -0.793 | 0.214889 |
| 46 | -0.044496 | -0.4337 | 0.332748 |
| 47 | 0.134817 | 1.314 | 0.095999 |
| 48 | 0.197165 | 1.9217 | 0.028819 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.443963 | 4.3272 | 1.9e-05 |
| 2 | -0.330159 | -3.218 | 0.000883 |
| 3 | 0.158825 | 1.548 | 0.06247 |
| 4 | -0.229597 | -2.2378 | 0.013784 |
| 5 | 0.054077 | 0.5271 | 0.299685 |
| 6 | -0.191419 | -1.8657 | 0.032583 |
| 7 | -0.013288 | -0.1295 | 0.44861 |
| 8 | -0.101618 | -0.9904 | 0.162236 |
| 9 | -0.054979 | -0.5359 | 0.296652 |
| 10 | -0.009555 | -0.0931 | 0.462999 |
| 11 | 0.377337 | 3.6778 | 0.000195 |
| 12 | 0.10894 | 1.0618 | 0.145506 |
| 13 | -0.036063 | -0.3515 | 0.362995 |
| 14 | 0.163611 | 1.5947 | 0.057052 |
| 15 | -0.121366 | -1.1829 | 0.119895 |
| 16 | 0.027903 | 0.272 | 0.393121 |
| 17 | -0.109525 | -1.0675 | 0.144222 |
| 18 | 0.013897 | 0.1354 | 0.446272 |
| 19 | -0.096515 | -0.9407 | 0.17462 |
| 20 | 0.033087 | 0.3225 | 0.373894 |
| 21 | -0.024734 | -0.2411 | 0.405007 |
| 22 | -0.041879 | -0.4082 | 0.342027 |
| 23 | -0.007591 | -0.074 | 0.470586 |
| 24 | -0.081158 | -0.791 | 0.215449 |
| 25 | -0.101875 | -0.993 | 0.161628 |
| 26 | -0.00711 | -0.0693 | 0.47245 |
| 27 | -0.090969 | -0.8867 | 0.188751 |
| 28 | 0.023621 | 0.2302 | 0.409206 |
| 29 | -0.163733 | -1.5959 | 0.056919 |
| 30 | -0.039238 | -0.3824 | 0.351492 |
| 31 | -0.027521 | -0.2682 | 0.394546 |
| 32 | -0.16468 | -1.6051 | 0.055895 |
| 33 | -0.027202 | -0.2651 | 0.39574 |
| 34 | -0.068728 | -0.6699 | 0.252281 |
| 35 | 0.211439 | 2.0609 | 0.021025 |
| 36 | 0.054229 | 0.5286 | 0.299172 |
| 37 | -0.017417 | -0.1698 | 0.432778 |
| 38 | -0.025926 | -0.2527 | 0.400526 |
| 39 | 0.025766 | 0.2511 | 0.401125 |
| 40 | -0.065361 | -0.6371 | 0.26281 |
| 41 | 0.08274 | 0.8065 | 0.210998 |
| 42 | 0.002937 | 0.0286 | 0.488611 |
| 43 | 0.024771 | 0.2414 | 0.404867 |
| 44 | 0.090199 | 0.8792 | 0.190769 |
| 45 | -0.097956 | -0.9548 | 0.171062 |
| 46 | -0.019779 | -0.1928 | 0.423771 |
| 47 | -0.099674 | -0.9715 | 0.166884 |
| 48 | -0.00017 | -0.0017 | 0.49934 |
