| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.479176 | -2.9147 | 0.003006 |
| 2 | 0.115827 | 0.7046 | 0.242751 |
| 3 | 0.118637 | 0.7216 | 0.237525 |
| 4 | -0.027686 | -0.1684 | 0.43359 |
| 5 | -0.082838 | -0.5039 | 0.308665 |
| 6 | 0.016921 | 0.1029 | 0.459289 |
| 7 | -0.001462 | -0.0089 | 0.496476 |
| 8 | -0.032214 | -0.1959 | 0.422861 |
| 9 | 0.023195 | 0.1411 | 0.444282 |
| 10 | -0.116924 | -0.7112 | 0.240704 |
| 11 | 0.287933 | 1.7514 | 0.044079 |
| 12 | -0.269612 | -1.64 | 0.054742 |
| 13 | -0.072602 | -0.4416 | 0.330667 |
| 14 | 0.197182 | 1.1994 | 0.118996 |
| 15 | -0.255894 | -1.5565 | 0.064046 |
| 16 | 0.043952 | 0.2674 | 0.395342 |
| 17 | -0.061551 | -0.3744 | 0.355122 |
| 18 | 0.124924 | 0.7599 | 0.22607 |
| 19 | -0.110452 | -0.6719 | 0.252926 |
| 20 | 0.103998 | 0.6326 | 0.265445 |
| 21 | -0.020264 | -0.1233 | 0.451283 |
| 22 | 0.05777 | 0.3514 | 0.363641 |
| 23 | -0.03985 | -0.2424 | 0.404905 |
| 24 | -0.097794 | -0.5949 | 0.277779 |
| 25 | 0.222623 | 1.3542 | 0.091949 |
| 26 | -0.207879 | -1.2645 | 0.106983 |
| 27 | 0.092627 | 0.5634 | 0.288271 |
| 28 | 0.04766 | 0.2899 | 0.386754 |
| 29 | 0.040809 | 0.2482 | 0.402664 |
| 30 | -0.078382 | -0.4768 | 0.318162 |
| 31 | 0.117364 | 0.7139 | 0.239885 |
| 32 | -0.047948 | -0.2917 | 0.38609 |
| 33 | -0.040321 | -0.2453 | 0.403804 |
| 34 | -0.010198 | -0.062 | 0.475436 |
| 35 | -0.025209 | -0.1533 | 0.439482 |
| 36 | -0.033165 | -0.2017 | 0.420614 |
| 37 | NA | NA | NA |
| 38 | NA | NA | NA |
| 39 | NA | NA | NA |
| 40 | NA | NA | NA |
| 41 | NA | NA | NA |
| 42 | NA | NA | NA |
| 43 | NA | NA | NA |
| 44 | NA | NA | NA |
| 45 | NA | NA | NA |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.479176 | -2.9147 | 0.003006 |
| 2 | -0.147695 | -0.8984 | 0.187393 |
| 3 | 0.148045 | 0.9005 | 0.186833 |
| 4 | 0.154098 | 0.9373 | 0.177331 |
| 5 | -0.061387 | -0.3734 | 0.355489 |
| 6 | -0.138452 | -0.8422 | 0.202552 |
| 7 | -0.072908 | -0.4435 | 0.330001 |
| 8 | -0.006584 | -0.04 | 0.484136 |
| 9 | 0.049853 | 0.3032 | 0.381702 |
| 10 | -0.134534 | -0.8183 | 0.209202 |
| 11 | 0.228339 | 1.3889 | 0.086579 |
| 12 | -0.024252 | -0.1475 | 0.441762 |
| 13 | -0.338972 | -2.0619 | 0.023147 |
| 14 | -0.083234 | -0.5063 | 0.307828 |
| 15 | -0.143191 | -0.871 | 0.194685 |
| 16 | -0.018818 | -0.1145 | 0.454743 |
| 17 | -0.135908 | -0.8267 | 0.206855 |
| 18 | 0.075814 | 0.4612 | 0.323693 |
| 19 | 0.066225 | 0.4028 | 0.344696 |
| 20 | 0.032885 | 0.2 | 0.421276 |
| 21 | -0.023347 | -0.142 | 0.443919 |
| 22 | -0.077791 | -0.4732 | 0.319431 |
| 23 | 0.047507 | 0.289 | 0.387107 |
| 24 | -0.103043 | -0.6268 | 0.267325 |
| 25 | 0.024162 | 0.147 | 0.441975 |
| 26 | 0.026691 | 0.1624 | 0.435955 |
| 27 | 0.02187 | 0.133 | 0.447444 |
| 28 | 0.026448 | 0.1609 | 0.436532 |
| 29 | 0.005055 | 0.0308 | 0.487817 |
| 30 | -0.04666 | -0.2838 | 0.389064 |
| 31 | 0.049833 | 0.3031 | 0.381748 |
| 32 | -0.027652 | -0.1682 | 0.433672 |
| 33 | -0.008458 | -0.0514 | 0.479623 |
| 34 | -0.076124 | -0.463 | 0.323021 |
| 35 | 0.048499 | 0.295 | 0.384818 |
| 36 | -0.159333 | -0.9692 | 0.169373 |
| 37 | NA | NA | NA |
| 38 | NA | NA | NA |
| 39 | NA | NA | NA |
| 40 | NA | NA | NA |
| 41 | NA | NA | NA |
| 42 | NA | NA | NA |
| 43 | NA | NA | NA |
| 44 | NA | NA | NA |
| 45 | NA | NA | NA |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
