| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.255291 | -1.9609 | 0.027307 |
| 2 | -0.181119 | -1.3912 | 0.084695 |
| 3 | -0.227367 | -1.7464 | 0.04297 |
| 4 | 0.146977 | 1.129 | 0.131743 |
| 5 | 0.028441 | 0.2185 | 0.413913 |
| 6 | 0.07429 | 0.5706 | 0.285207 |
| 7 | -0.052003 | -0.3994 | 0.345506 |
| 8 | 0.178367 | 1.3701 | 0.087929 |
| 9 | -0.195878 | -1.5046 | 0.068886 |
| 10 | -0.162766 | -1.2502 | 0.108077 |
| 11 | -0.125686 | -0.9654 | 0.16914 |
| 12 | 0.58769 | 4.5141 | 1.5e-05 |
| 13 | -0.206236 | -1.5841 | 0.059256 |
| 14 | 0.032182 | 0.2472 | 0.402807 |
| 15 | -0.272492 | -2.093 | 0.020327 |
| 16 | 0.076095 | 0.5845 | 0.280557 |
| 17 | 0.057122 | 0.4388 | 0.331218 |
| 18 | 0.080781 | 0.6205 | 0.268661 |
| 19 | -0.03777 | -0.2901 | 0.386372 |
| 20 | 0.128976 | 0.9907 | 0.162942 |
| 21 | -0.152624 | -1.1723 | 0.122889 |
| 22 | -0.171794 | -1.3196 | 0.096037 |
| 23 | 0.011278 | 0.0866 | 0.46563 |
| 24 | 0.379477 | 2.9148 | 0.002511 |
| 25 | -0.221637 | -1.7024 | 0.046969 |
| 26 | 0.105439 | 0.8099 | 0.210629 |
| 27 | -0.198625 | -1.5257 | 0.066218 |
| 28 | 0.107737 | 0.8275 | 0.205632 |
| 29 | -0.046271 | -0.3554 | 0.361773 |
| 30 | -0.021821 | -0.1676 | 0.433731 |
| 31 | 0.095677 | 0.7349 | 0.232654 |
| 32 | 0.12618 | 0.9692 | 0.168198 |
| 33 | -0.210821 | -1.6193 | 0.055353 |
| 34 | -0.105068 | -0.807 | 0.211443 |
| 35 | 0.025385 | 0.195 | 0.423037 |
| 36 | 0.221833 | 1.7039 | 0.046828 |
| 37 | -0.066103 | -0.5077 | 0.306762 |
| 38 | 0.00019 | 0.0015 | 0.499421 |
| 39 | -0.12772 | -0.981 | 0.16529 |
| 40 | 0.110544 | 0.8491 | 0.199628 |
| 41 | -0.028095 | -0.2158 | 0.414943 |
| 42 | -0.013732 | -0.1055 | 0.458178 |
| 43 | 0.035364 | 0.2716 | 0.393425 |
| 44 | 0.083225 | 0.6393 | 0.262563 |
| 45 | -0.080812 | -0.6207 | 0.268583 |
| 46 | -0.101009 | -0.7759 | 0.220463 |
| 47 | -0.00115 | -0.0088 | 0.496491 |
| 48 | 0.092108 | 0.7075 | 0.241023 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.255291 | -1.9609 | 0.027307 |
| 2 | -0.263463 | -2.0237 | 0.023769 |
| 3 | -0.405829 | -3.1172 | 0.00141 |
| 4 | -0.172984 | -1.3287 | 0.094529 |
| 5 | -0.19068 | -1.4646 | 0.074164 |
| 6 | -0.081851 | -0.6287 | 0.265984 |
| 7 | -0.058028 | -0.4457 | 0.328716 |
| 8 | 0.247583 | 1.9017 | 0.031047 |
| 9 | 0.03443 | 0.2645 | 0.396174 |
| 10 | -0.166515 | -1.279 | 0.102948 |
| 11 | -0.3848 | -2.9557 | 0.002239 |
| 12 | 0.293954 | 2.2579 | 0.013833 |
| 13 | -0.128082 | -0.9838 | 0.164612 |
| 14 | 0.190426 | 1.4627 | 0.07443 |
| 15 | -0.022876 | -0.1757 | 0.430559 |
| 16 | -0.058508 | -0.4494 | 0.32739 |
| 17 | 0.001241 | 0.0095 | 0.496212 |
| 18 | -0.001633 | -0.0125 | 0.495018 |
| 19 | 0.022024 | 0.1692 | 0.433121 |
| 20 | -0.003868 | -0.0297 | 0.488199 |
| 21 | 0.067152 | 0.5158 | 0.30396 |
| 22 | -0.176355 | -1.3546 | 0.090353 |
| 23 | 0.068091 | 0.523 | 0.301461 |
| 24 | 0.067289 | 0.5169 | 0.303594 |
| 25 | -0.147496 | -1.1329 | 0.130912 |
| 26 | 0.005367 | 0.0412 | 0.483627 |
| 27 | 0.073471 | 0.5643 | 0.287329 |
| 28 | 0.095612 | 0.7344 | 0.232805 |
| 29 | -0.028072 | -0.2156 | 0.415012 |
| 30 | -0.091499 | -0.7028 | 0.242468 |
| 31 | 0.018982 | 0.1458 | 0.442288 |
| 32 | -0.023536 | -0.1808 | 0.428577 |
| 33 | -0.083012 | -0.6376 | 0.263092 |
| 34 | 0.007115 | 0.0547 | 0.4783 |
| 35 | -0.113674 | -0.8731 | 0.193062 |
| 36 | -0.087962 | -0.6757 | 0.250951 |
| 37 | 0.116225 | 0.8927 | 0.187811 |
| 38 | -0.140978 | -1.0829 | 0.141636 |
| 39 | 0.063211 | 0.4855 | 0.314548 |
| 40 | -0.063641 | -0.4888 | 0.313386 |
| 41 | 0.083177 | 0.6389 | 0.262682 |
| 42 | 0.10081 | 0.7743 | 0.220912 |
| 43 | -0.023456 | -0.1802 | 0.428819 |
| 44 | -0.034131 | -0.2622 | 0.397054 |
| 45 | 0.014903 | 0.1145 | 0.454625 |
| 46 | 0.000434 | 0.0033 | 0.498677 |
| 47 | -0.029549 | -0.227 | 0.410617 |
| 48 | -0.085442 | -0.6563 | 0.257093 |

