| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.489056 | -5.0588 | 1e-06 |
| 2 | -0.085732 | -0.8868 | 0.188582 |
| 3 | 0.245341 | 2.5378 | 0.006297 |
| 4 | -0.142827 | -1.4774 | 0.071251 |
| 5 | -0.021824 | -0.2257 | 0.410915 |
| 6 | 0.02029 | 0.2099 | 0.41708 |
| 7 | -0.031308 | -0.3238 | 0.373342 |
| 8 | -0.082845 | -0.857 | 0.196692 |
| 9 | 0.1634 | 1.6902 | 0.046949 |
| 10 | -0.09018 | -0.9328 | 0.176503 |
| 11 | -0.107035 | -1.1072 | 0.13535 |
| 12 | 0.337636 | 3.4925 | 0.000348 |
| 13 | -0.240436 | -2.4871 | 0.007212 |
| 14 | 0.022043 | 0.228 | 0.410036 |
| 15 | 0.180041 | 1.8624 | 0.032648 |
| 16 | -0.216504 | -2.2395 | 0.013595 |
| 17 | 0.061242 | 0.6335 | 0.263882 |
| 18 | 0.039978 | 0.4135 | 0.340022 |
| 19 | -0.056184 | -0.5812 | 0.281172 |
| 20 | -0.101688 | -1.0519 | 0.147614 |
| 21 | 0.184252 | 1.9059 | 0.029672 |
| 22 | -0.148603 | -1.5372 | 0.063603 |
| 23 | 0.029932 | 0.3096 | 0.378725 |
| 24 | 0.147011 | 1.5207 | 0.065643 |
| 25 | -0.091526 | -0.9468 | 0.172948 |
| 26 | 0.011207 | 0.1159 | 0.453966 |
| 27 | 0.045183 | 0.4674 | 0.320592 |
| 28 | -0.082321 | -0.8515 | 0.198186 |
| 29 | 0.04447 | 0.46 | 0.323225 |
| 30 | 0.010043 | 0.1039 | 0.458729 |
| 31 | -0.178551 | -1.8469 | 0.033759 |
| 32 | 0.109925 | 1.1371 | 0.129025 |
| 33 | 0.062515 | 0.6467 | 0.259618 |
| 34 | -0.056715 | -0.5867 | 0.279334 |
| 35 | -0.086549 | -0.8953 | 0.186327 |
| 36 | 0.208985 | 2.1618 | 0.016433 |
| 37 | -0.070274 | -0.7269 | 0.234433 |
| 38 | -0.056576 | -0.5852 | 0.279814 |
| 39 | 0.040264 | 0.4165 | 0.33894 |
| 40 | -0.000513 | -0.0053 | 0.497888 |
| 41 | -0.037191 | -0.3847 | 0.350608 |
| 42 | -0.053788 | -0.5564 | 0.289555 |
| 43 | 0.0484 | 0.5007 | 0.308823 |
| 44 | 0.024932 | 0.2579 | 0.398491 |
| 45 | -0.097368 | -1.0072 | 0.158061 |
| 46 | 0.117378 | 1.2142 | 0.113678 |
| 47 | -0.050452 | -0.5219 | 0.301416 |
| 48 | 0.013502 | 0.1397 | 0.444593 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.489056 | -5.0588 | 1e-06 |
| 2 | -0.427048 | -4.4174 | 1.2e-05 |
| 3 | -0.037524 | -0.3882 | 0.349337 |
| 4 | -0.04005 | -0.4143 | 0.339749 |
| 5 | -0.054194 | -0.5606 | 0.288126 |
| 6 | -0.119639 | -1.2376 | 0.109294 |
| 7 | -0.129745 | -1.3421 | 0.091204 |
| 8 | -0.253123 | -2.6183 | 0.005059 |
| 9 | -0.034397 | -0.3558 | 0.361343 |
| 10 | -0.043621 | -0.4512 | 0.326372 |
| 11 | -0.197065 | -2.0385 | 0.021985 |
| 12 | 0.168956 | 1.7477 | 0.041693 |
| 13 | 0.039902 | 0.4128 | 0.340306 |
| 14 | 0.044431 | 0.4596 | 0.323368 |
| 15 | 0.150005 | 1.5517 | 0.061848 |
| 16 | 0.001155 | 0.0119 | 0.495246 |
| 17 | 0.01426 | 0.1475 | 0.441505 |
| 18 | 0.013412 | 0.1387 | 0.444959 |
| 19 | 0.052001 | 0.5379 | 0.295882 |
| 20 | -0.112317 | -1.1618 | 0.123947 |
| 21 | -1e-04 | -0.001 | 0.49959 |
| 22 | -0.116243 | -1.2024 | 0.115925 |
| 23 | -0.031678 | -0.3277 | 0.371899 |
| 24 | -0.019438 | -0.2011 | 0.420515 |
| 25 | 0.116778 | 1.208 | 0.114862 |
| 26 | 0.066281 | 0.6856 | 0.247219 |
| 27 | -0.014291 | -0.1478 | 0.44138 |
| 28 | -0.023579 | -0.2439 | 0.403887 |
| 29 | 0.020516 | 0.2122 | 0.416169 |
| 30 | 0.039809 | 0.4118 | 0.340659 |
| 31 | -0.182761 | -1.8905 | 0.030699 |
| 32 | -0.093022 | -0.9622 | 0.169052 |
| 33 | -0.078723 | -0.8143 | 0.208637 |
| 34 | 0.114288 | 1.1822 | 0.119872 |
| 35 | -0.142176 | -1.4707 | 0.072156 |
| 36 | -0.007478 | -0.0774 | 0.469243 |
| 37 | 0.026379 | 0.2729 | 0.392739 |
| 38 | -0.017812 | -0.1842 | 0.427085 |
| 39 | -0.097239 | -1.0058 | 0.158379 |
| 40 | -0.01477 | -0.1528 | 0.439428 |
| 41 | -0.033817 | -0.3498 | 0.363587 |
| 42 | -0.211677 | -2.1896 | 0.015363 |
| 43 | -0.00092 | -0.0095 | 0.496213 |
| 44 | 0.050088 | 0.5181 | 0.302725 |
| 45 | -0.089107 | -0.9217 | 0.179371 |
| 46 | -0.006137 | -0.0635 | 0.474752 |
| 47 | 0.014993 | 0.1551 | 0.438523 |
| 48 | -0.092752 | -0.9594 | 0.169751 |
