| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.362388 | -2.7836 | 0.003606 |
| 2 | -0.313978 | -2.4117 | 0.009504 |
| 3 | 0.275636 | 2.1172 | 0.019234 |
| 4 | -0.024036 | -0.1846 | 0.427078 |
| 5 | -0.28229 | -2.1683 | 0.01709 |
| 6 | 0.442941 | 3.4023 | 0.000603 |
| 7 | -0.352087 | -2.7044 | 0.004464 |
| 8 | 0.057947 | 0.4451 | 0.328939 |
| 9 | 0.238692 | 1.8334 | 0.035892 |
| 10 | -0.268997 | -2.0662 | 0.021604 |
| 11 | -0.245071 | -1.8824 | 0.032356 |
| 12 | 0.66932 | 5.1411 | 2e-06 |
| 13 | -0.265128 | -2.0365 | 0.023099 |
| 14 | -0.160707 | -1.2344 | 0.110971 |
| 15 | 0.164511 | 1.2636 | 0.105666 |
| 16 | -0.052183 | -0.4008 | 0.344999 |
| 17 | -0.174888 | -1.3433 | 0.092153 |
| 18 | 0.314336 | 2.4145 | 0.009439 |
| 19 | -0.240609 | -1.8482 | 0.034797 |
| 20 | 0.066975 | 0.5144 | 0.304431 |
| 21 | 0.120591 | 0.9263 | 0.179038 |
| 22 | -0.179084 | -1.3756 | 0.087077 |
| 23 | -0.113002 | -0.868 | 0.194461 |
| 24 | 0.410839 | 3.1557 | 0.00126 |
| 25 | -0.165653 | -1.2724 | 0.104111 |
| 26 | -0.102684 | -0.7887 | 0.216714 |
| 27 | 0.073615 | 0.5654 | 0.286957 |
| 28 | -0.015906 | -0.1222 | 0.451588 |
| 29 | -0.130964 | -1.0059 | 0.159274 |
| 30 | 0.17453 | 1.3406 | 0.092596 |
| 31 | -0.108831 | -0.8359 | 0.20328 |
| 32 | 0.079092 | 0.6075 | 0.272919 |
| 33 | 0.061428 | 0.4718 | 0.319391 |
| 34 | -0.136099 | -1.0454 | 0.150052 |
| 35 | -0.108988 | -0.8372 | 0.202943 |
| 36 | 0.286244 | 2.1987 | 0.015917 |
| 37 | -0.066228 | -0.5087 | 0.306429 |
| 38 | -0.108152 | -0.8307 | 0.204737 |
| 39 | 0.017854 | 0.1371 | 0.445694 |
| 40 | 0.06769 | 0.5199 | 0.302527 |
| 41 | -0.094459 | -0.7256 | 0.235489 |
| 42 | 0.063298 | 0.4862 | 0.314312 |
| 43 | -0.041524 | -0.319 | 0.375444 |
| 44 | 0.052726 | 0.405 | 0.343473 |
| 45 | 0.028162 | 0.2163 | 0.414744 |
| 46 | -0.066932 | -0.5141 | 0.304545 |
| 47 | -0.078389 | -0.6021 | 0.274702 |
| 48 | 0.141083 | 1.0837 | 0.141458 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.362388 | -2.7836 | 0.003606 |
| 2 | -0.512623 | -3.9375 | 0.00011 |
| 3 | -0.128422 | -0.9864 | 0.163976 |
| 4 | -0.133989 | -1.0292 | 0.153795 |
| 5 | -0.371744 | -2.8554 | 0.002962 |
| 6 | 0.203142 | 1.5604 | 0.062011 |
| 7 | -0.429893 | -3.3021 | 0.000817 |
| 8 | 0.109159 | 0.8385 | 0.202578 |
| 9 | -0.033919 | -0.2605 | 0.397679 |
| 10 | -0.260224 | -1.9988 | 0.025121 |
| 11 | -0.436106 | -3.3498 | 0.000707 |
| 12 | 0.101167 | 0.7771 | 0.22011 |
| 13 | 0.092504 | 0.7105 | 0.240085 |
| 14 | 0.100519 | 0.7721 | 0.221567 |
| 15 | 0.031496 | 0.2419 | 0.404839 |
| 16 | 0.000574 | 0.0044 | 0.498248 |
| 17 | -0.010603 | -0.0814 | 0.467684 |
| 18 | -0.127129 | -0.9765 | 0.166403 |
| 19 | 0.076477 | 0.5874 | 0.279578 |
| 20 | 0.021278 | 0.1634 | 0.435365 |
| 21 | -0.061889 | -0.4754 | 0.318136 |
| 22 | -0.055266 | -0.4245 | 0.33637 |
| 23 | 0.028027 | 0.2153 | 0.415145 |
| 24 | 0.048027 | 0.3689 | 0.35676 |
| 25 | 0.128404 | 0.9863 | 0.16401 |
| 26 | 0.030115 | 0.2313 | 0.408933 |
| 27 | 0.0231 | 0.1774 | 0.429887 |
| 28 | 0.01279 | 0.0982 | 0.461035 |
| 29 | -0.061624 | -0.4733 | 0.318857 |
| 30 | -0.073582 | -0.5652 | 0.287043 |
| 31 | -0.092301 | -0.709 | 0.240564 |
| 32 | 0.016055 | 0.1233 | 0.451136 |
| 33 | 0.072769 | 0.559 | 0.289156 |
| 34 | 0.041246 | 0.3168 | 0.376252 |
| 35 | -0.084596 | -0.6498 | 0.259174 |
| 36 | -0.065667 | -0.5044 | 0.30793 |
| 37 | -0.051723 | -0.3973 | 0.346292 |
| 38 | -0.093118 | -0.7152 | 0.238638 |
| 39 | -0.122573 | -0.9415 | 0.175144 |
| 40 | 0.007685 | 0.059 | 0.476565 |
| 41 | 0.060962 | 0.4683 | 0.320663 |
| 42 | 0.019886 | 0.1527 | 0.439559 |
| 43 | 0.032103 | 0.2466 | 0.403041 |
| 44 | -0.029887 | -0.2296 | 0.409613 |
| 45 | -0.071341 | -0.548 | 0.292886 |
| 46 | -0.096144 | -0.7385 | 0.23157 |
| 47 | 0.05829 | 0.4477 | 0.327993 |
| 48 | -0.079569 | -0.6112 | 0.271713 |

