| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.57845 | -3.9657 | 0.000124 |
| 2 | 0.005757 | 0.0395 | 0.484341 |
| 3 | 0.220337 | 1.5106 | 0.068798 |
| 4 | -0.165153 | -1.1322 | 0.13164 |
| 5 | 0.015621 | 0.1071 | 0.457587 |
| 6 | 0.161278 | 1.1057 | 0.137249 |
| 7 | -0.267522 | -1.834 | 0.036492 |
| 8 | 0.077283 | 0.5298 | 0.299365 |
| 9 | 0.229574 | 1.5739 | 0.061112 |
| 10 | -0.275122 | -1.8861 | 0.032732 |
| 11 | 0.072241 | 0.4953 | 0.311361 |
| 12 | 0.105865 | 0.7258 | 0.235789 |
| 13 | -0.23901 | -1.6386 | 0.05399 |
| 14 | 0.230732 | 1.5818 | 0.060199 |
| 15 | -0.04836 | -0.3315 | 0.370855 |
| 16 | -0.201953 | -1.3845 | 0.086369 |
| 17 | 0.311997 | 2.1389 | 0.018833 |
| 18 | -0.169215 | -1.1601 | 0.125938 |
| 19 | 0.014084 | 0.0966 | 0.461745 |
| 20 | 0.020701 | 0.1419 | 0.443876 |
| 21 | 0.080244 | 0.5501 | 0.292419 |
| 22 | -0.26447 | -1.8131 | 0.038102 |
| 23 | 0.379835 | 2.604 | 0.006147 |
| 24 | -0.247507 | -1.6968 | 0.048172 |
| 25 | -0.051593 | -0.3537 | 0.362571 |
| 26 | 0.241787 | 1.6576 | 0.052029 |
| 27 | -0.15808 | -1.0837 | 0.142003 |
| 28 | 0.004555 | 0.0312 | 0.48761 |
| 29 | 0.062411 | 0.4279 | 0.33535 |
| 30 | -0.126776 | -0.8691 | 0.194596 |
| 31 | 0.108947 | 0.7469 | 0.229422 |
| 32 | -0.007055 | -0.0484 | 0.480816 |
| 33 | -0.111346 | -0.7633 | 0.224536 |
| 34 | 0.077101 | 0.5286 | 0.299793 |
| 35 | 0.03509 | 0.2406 | 0.405469 |
| 36 | -0.067157 | -0.4604 | 0.323675 |
| 37 | 0.024773 | 0.1698 | 0.432934 |
| 38 | -0.023359 | -0.1601 | 0.436728 |
| 39 | -0.007651 | -0.0524 | 0.479196 |
| 40 | 0.095805 | 0.6568 | 0.257255 |
| 41 | -0.100447 | -0.6886 | 0.247222 |
| 42 | 0.036733 | 0.2518 | 0.401136 |
| 43 | 0.020379 | 0.1397 | 0.444742 |
| 44 | -0.007996 | -0.0548 | 0.478259 |
| 45 | -0.013499 | -0.0925 | 0.46333 |
| 46 | -0.001412 | -0.0097 | 0.49616 |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.57845 | -3.9657 | 0.000124 |
| 2 | -0.494213 | -3.3882 | 0.000716 |
| 3 | -0.120436 | -0.8257 | 0.206582 |
| 4 | -0.05613 | -0.3848 | 0.351058 |
| 5 | -0.061373 | -0.4208 | 0.337926 |
| 6 | 0.165437 | 1.1342 | 0.131236 |
| 7 | -0.08601 | -0.5897 | 0.279122 |
| 8 | -0.266473 | -1.8268 | 0.037038 |
| 9 | 0.077042 | 0.5282 | 0.299932 |
| 10 | 0.084253 | 0.5776 | 0.283143 |
| 11 | -0.026983 | -0.185 | 0.427019 |
| 12 | -0.006371 | -0.0437 | 0.482673 |
| 13 | -0.223827 | -1.5345 | 0.065808 |
| 14 | -0.108345 | -0.7428 | 0.230656 |
| 15 | 0.002189 | 0.015 | 0.494045 |
| 16 | -0.098475 | -0.6751 | 0.251456 |
| 17 | 0.131087 | 0.8987 | 0.1867 |
| 18 | 0.004359 | 0.0299 | 0.488144 |
| 19 | 0.096043 | 0.6584 | 0.256734 |
| 20 | -0.081284 | -0.5573 | 0.289998 |
| 21 | 0.165407 | 1.134 | 0.131278 |
| 22 | -0.162484 | -1.1139 | 0.135485 |
| 23 | 0.097511 | 0.6685 | 0.253541 |
| 24 | 0.086289 | 0.5916 | 0.278487 |
| 25 | -0.056317 | -0.3861 | 0.350585 |
| 26 | -0.027879 | -0.1911 | 0.424624 |
| 27 | 0.087944 | 0.6029 | 0.274733 |
| 28 | 0.127044 | 0.871 | 0.1941 |
| 29 | -0.037876 | -0.2597 | 0.398128 |
| 30 | -0.086272 | -0.5915 | 0.278526 |
| 31 | 0.014668 | 0.1006 | 0.460163 |
| 32 | -0.099524 | -0.6823 | 0.249198 |
| 33 | -0.10078 | -0.6909 | 0.246508 |
| 34 | -0.014114 | -0.0968 | 0.461663 |
| 35 | -0.062918 | -0.4313 | 0.334095 |
| 36 | -0.012098 | -0.0829 | 0.467125 |
| 37 | -0.047013 | -0.3223 | 0.374325 |
| 38 | -0.187747 | -1.2871 | 0.102176 |
| 39 | 0.051879 | 0.3557 | 0.361843 |
| 40 | -0.051802 | -0.3551 | 0.362038 |
| 41 | 0.055734 | 0.3821 | 0.352057 |
| 42 | 0.014351 | 0.0984 | 0.461022 |
| 43 | 0.026091 | 0.1789 | 0.429405 |
| 44 | -0.116998 | -0.8021 | 0.213267 |
| 45 | -0.041766 | -0.2863 | 0.387941 |
| 46 | -0.051283 | -0.3516 | 0.363364 |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |

