| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.024204 | 0.264 | 0.396104 |
| 2 | -0.106802 | -1.1651 | 0.123161 |
| 3 | -0.157459 | -1.7177 | 0.044228 |
| 4 | -0.001113 | -0.0121 | 0.495164 |
| 5 | -0.000764 | -0.0083 | 0.496683 |
| 6 | -0.08838 | -0.9641 | 0.168472 |
| 7 | -0.063443 | -0.6921 | 0.245119 |
| 8 | -0.045694 | -0.4985 | 0.30954 |
| 9 | -0.181703 | -1.9821 | 0.024884 |
| 10 | -0.10522 | -1.1478 | 0.126674 |
| 11 | 0.05545 | 0.6049 | 0.273203 |
| 12 | 0.809326 | 8.8287 | 0 |
| 13 | 0.008637 | 0.0942 | 0.462545 |
| 14 | -0.086148 | -0.9398 | 0.174621 |
| 15 | -0.136296 | -1.4868 | 0.069854 |
| 16 | 0.034292 | 0.3741 | 0.354505 |
| 17 | 0.042468 | 0.4633 | 0.322008 |
| 18 | -0.09718 | -1.0601 | 0.145621 |
| 19 | -0.108473 | -1.1833 | 0.119524 |
| 20 | -0.101546 | -1.1077 | 0.135106 |
| 21 | -0.178554 | -1.9478 | 0.026898 |
| 22 | -0.138415 | -1.5099 | 0.066856 |
| 23 | 0.058551 | 0.6387 | 0.262118 |
| 24 | 0.650776 | 7.0991 | 0 |
| 25 | -0.006397 | -0.0698 | 0.472244 |
| 26 | -0.077644 | -0.847 | 0.19935 |
| 27 | -0.120515 | -1.3147 | 0.095575 |
| 28 | 0.061389 | 0.6697 | 0.252183 |
| 29 | 0.095923 | 1.0464 | 0.148751 |
| 30 | -0.090925 | -0.9919 | 0.161634 |
| 31 | -0.14015 | -1.5289 | 0.064478 |
| 32 | -0.142963 | -1.5595 | 0.060762 |
| 33 | -0.149837 | -1.6345 | 0.052395 |
| 34 | -0.176595 | -1.9264 | 0.028218 |
| 35 | 0.027611 | 0.3012 | 0.381892 |
| 36 | 0.516662 | 5.6361 | 0 |
| 37 | -0.025188 | -0.2748 | 0.391987 |
| 38 | -0.073699 | -0.804 | 0.211513 |
| 39 | -0.089168 | -0.9727 | 0.166335 |
| 40 | 0.09347 | 1.0196 | 0.154984 |
| 41 | 0.13535 | 1.4765 | 0.071226 |
| 42 | -0.079583 | -0.8681 | 0.19353 |
| 43 | -0.141536 | -1.544 | 0.062625 |
| 44 | -0.128481 | -1.4016 | 0.081824 |
| 45 | -0.129912 | -1.4172 | 0.079523 |
| 46 | -0.181874 | -1.984 | 0.024779 |
| 47 | 0.000942 | 0.0103 | 0.495908 |
| 48 | 0.389703 | 4.2512 | 2.1e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.024204 | 0.264 | 0.396104 |
| 2 | -0.10745 | -1.1721 | 0.12174 |
| 3 | -0.153861 | -1.6784 | 0.047944 |
| 4 | -0.007058 | -0.077 | 0.469379 |
| 5 | -0.034623 | -0.3777 | 0.353165 |
| 6 | -0.117473 | -1.2815 | 0.101259 |
| 7 | -0.070652 | -0.7707 | 0.221201 |
| 8 | -0.077588 | -0.8464 | 0.199519 |
| 9 | -0.246263 | -2.6864 | 0.004128 |
| 10 | -0.173369 | -1.8912 | 0.030512 |
| 11 | -0.04793 | -0.5229 | 0.301022 |
| 12 | 0.784423 | 8.557 | 0 |
| 13 | 0.02557 | 0.2789 | 0.390391 |
| 14 | 0.05585 | 0.6092 | 0.27176 |
| 15 | -0.021177 | -0.231 | 0.40885 |
| 16 | -0.021604 | -0.2357 | 0.407047 |
| 17 | -0.0157 | -0.1713 | 0.43215 |
| 18 | -0.045831 | -0.5 | 0.309016 |
| 19 | -0.03199 | -0.349 | 0.363863 |
| 20 | -0.091587 | -0.9991 | 0.159887 |
| 21 | 0.013267 | 0.1447 | 0.442586 |
| 22 | -0.143041 | -1.5604 | 0.060661 |
| 23 | -0.051383 | -0.5605 | 0.288089 |
| 24 | -0.021106 | -0.2302 | 0.409149 |
| 25 | -0.022551 | -0.246 | 0.403052 |
| 26 | -0.030769 | -0.3357 | 0.368861 |
| 27 | -0.041304 | -0.4506 | 0.326557 |
| 28 | -0.032145 | -0.3507 | 0.363232 |
| 29 | 0.031828 | 0.3472 | 0.364526 |
| 30 | 0.023226 | 0.2534 | 0.400212 |
| 31 | -0.032197 | -0.3512 | 0.363017 |
| 32 | -0.035307 | -0.3852 | 0.350406 |
| 33 | 0.043659 | 0.4763 | 0.31738 |
| 34 | -0.096793 | -1.0559 | 0.146578 |
| 35 | -0.113236 | -1.2353 | 0.109584 |
| 36 | -0.031825 | -0.3472 | 0.364538 |
| 37 | -0.060803 | -0.6633 | 0.254215 |
| 38 | -0.039178 | -0.4274 | 0.334939 |
| 39 | 0.015428 | 0.1683 | 0.433318 |
| 40 | -0.004032 | -0.044 | 0.482497 |
| 41 | -0.027817 | -0.3034 | 0.381039 |
| 42 | -0.005664 | -0.0618 | 0.475417 |
| 43 | -0.000297 | -0.0032 | 0.498709 |
| 44 | 0.063777 | 0.6957 | 0.243979 |
| 45 | -0.009775 | -0.1066 | 0.45763 |
| 46 | 0.029902 | 0.3262 | 0.372425 |
| 47 | -0.032697 | -0.3567 | 0.360981 |
| 48 | -0.055272 | -0.6029 | 0.273845 |
