| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.121016 | -1.3201 | 0.094662 |
| 2 | -0.533959 | -5.8248 | 0 |
| 3 | 0.221404 | 2.4152 | 0.008623 |
| 4 | 0.329436 | 3.5937 | 0.000238 |
| 5 | -0.059851 | -0.6529 | 0.25754 |
| 6 | -0.407549 | -4.4458 | 1e-05 |
| 7 | -0.044903 | -0.4898 | 0.312577 |
| 8 | 0.326951 | 3.5666 | 0.000261 |
| 9 | 0.182013 | 1.9855 | 0.024693 |
| 10 | -0.493564 | -5.3841 | 0 |
| 11 | -0.081087 | -0.8846 | 0.189091 |
| 12 | 0.865368 | 9.44 | 0 |
| 13 | -0.117799 | -1.285 | 0.100637 |
| 14 | -0.508773 | -5.5501 | 0 |
| 15 | 0.218192 | 2.3802 | 0.009446 |
| 16 | 0.318901 | 3.4788 | 0.000352 |
| 17 | -0.09248 | -1.0088 | 0.15755 |
| 18 | -0.357704 | -3.9021 | 7.9e-05 |
| 19 | -0.025564 | -0.2789 | 0.390415 |
| 20 | 0.294804 | 3.2159 | 0.000837 |
| 21 | 0.138331 | 1.509 | 0.066973 |
| 22 | -0.426618 | -4.6539 | 4e-06 |
| 23 | -0.05716 | -0.6235 | 0.26706 |
| 24 | 0.734279 | 8.01 | 0 |
| 25 | -0.107004 | -1.1673 | 0.122716 |
| 26 | -0.457901 | -4.9951 | 1e-06 |
| 27 | 0.210461 | 2.2959 | 0.011717 |
| 28 | 0.272046 | 2.9677 | 0.001814 |
| 29 | -0.118671 | -1.2946 | 0.098991 |
| 30 | -0.309988 | -3.3816 | 0.000488 |
| 31 | -0.010913 | -0.119 | 0.452718 |
| 32 | 0.243128 | 2.6522 | 0.004543 |
| 33 | 0.091318 | 0.9962 | 0.160595 |
| 34 | -0.363132 | -3.9613 | 6.4e-05 |
| 35 | -0.044317 | -0.4834 | 0.314834 |
| 36 | 0.601098 | 6.5572 | 0 |
| 37 | -0.103224 | -1.126 | 0.131207 |
| 38 | -0.392944 | -4.2865 | 1.9e-05 |
| 39 | 0.193218 | 2.1078 | 0.018575 |
| 40 | 0.234629 | 2.5595 | 0.005867 |
| 41 | -0.131194 | -1.4312 | 0.077503 |
| 42 | -0.263987 | -2.8798 | 0.00236 |
| 43 | 0.01265 | 0.138 | 0.445237 |
| 44 | 0.185143 | 2.0197 | 0.022832 |
| 45 | 0.055923 | 0.6101 | 0.271495 |
| 46 | -0.308088 | -3.3608 | 0.000523 |
| 47 | -0.046566 | -0.508 | 0.306207 |
| 48 | 0.477589 | 5.2099 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.121016 | -1.3201 | 0.094662 |
| 2 | -0.556758 | -6.0735 | 0 |
| 3 | 0.078588 | 0.8573 | 0.196502 |
| 4 | 0.120746 | 1.3172 | 0.095154 |
| 5 | 0.243783 | 2.6594 | 0.004454 |
| 6 | -0.298245 | -3.2535 | 0.000742 |
| 7 | -0.254366 | -2.7748 | 0.003208 |
| 8 | -0.14481 | -1.5797 | 0.058416 |
| 9 | 0.454984 | 4.9633 | 1e-06 |
| 10 | -0.239026 | -2.6075 | 0.005145 |
| 11 | 0.055163 | 0.6018 | 0.274239 |
| 12 | 0.675197 | 7.3655 | 0 |
| 13 | 0.124656 | 1.3598 | 0.088227 |
| 14 | 0.124942 | 1.363 | 0.087735 |
| 15 | -0.020249 | -0.2209 | 0.412778 |
| 16 | -0.031331 | -0.3418 | 0.36656 |
| 17 | -0.098475 | -1.0742 | 0.142446 |
| 18 | 0.129031 | 1.4076 | 0.080933 |
| 19 | 0.030796 | 0.3359 | 0.368754 |
| 20 | -0.018812 | -0.2052 | 0.418879 |
| 21 | -0.085834 | -0.9363 | 0.175498 |
| 22 | 0.076272 | 0.832 | 0.203529 |
| 23 | -0.040456 | -0.4413 | 0.329892 |
| 24 | 0.013236 | 0.1444 | 0.442718 |
| 25 | -0.010788 | -0.1177 | 0.45326 |
| 26 | 0.081895 | 0.8934 | 0.186732 |
| 27 | -0.013513 | -0.1474 | 0.441528 |
| 28 | -0.069596 | -0.7592 | 0.224615 |
| 29 | -0.088954 | -0.9704 | 0.166913 |
| 30 | -0.070499 | -0.769 | 0.221694 |
| 31 | -0.036656 | -0.3999 | 0.344985 |
| 32 | -0.047784 | -0.5213 | 0.301577 |
| 33 | -0.062444 | -0.6812 | 0.24854 |
| 34 | -0.074455 | -0.8122 | 0.209147 |
| 35 | -0.078766 | -0.8592 | 0.19597 |
| 36 | -0.119162 | -1.2999 | 0.098074 |
| 37 | -0.068938 | -0.752 | 0.226762 |
| 38 | -0.006518 | -0.0711 | 0.471717 |
| 39 | -0.010539 | -0.115 | 0.454331 |
| 40 | 0.047184 | 0.5147 | 0.303852 |
| 41 | 0.005255 | 0.0573 | 0.477191 |
| 42 | -0.021904 | -0.2389 | 0.405781 |
| 43 | 0.006998 | 0.0763 | 0.46964 |
| 44 | -0.026516 | -0.2893 | 0.386444 |
| 45 | 0.021149 | 0.2307 | 0.408969 |
| 46 | -0.032704 | -0.3568 | 0.360951 |
| 47 | -0.061997 | -0.6763 | 0.25008 |
| 48 | -0.115876 | -1.2641 | 0.104341 |
