| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.428571 | -3.2639 | 0.000923 |
| 2 | -0.076923 | -0.5858 | 0.280132 |
| 3 | 0.010989 | 0.0837 | 0.466796 |
| 4 | -0.06044 | -0.4603 | 0.323513 |
| 5 | 0.054945 | 0.4184 | 0.338582 |
| 6 | 0.049451 | 0.3766 | 0.353921 |
| 7 | -0.093407 | -0.7114 | 0.239855 |
| 8 | 0.098901 | 0.7532 | 0.227186 |
| 9 | -0.054945 | -0.4184 | 0.338582 |
| 10 | -0.054945 | -0.4184 | 0.338582 |
| 11 | 0.065934 | 0.5021 | 0.308735 |
| 12 | 0.027473 | 0.2092 | 0.417503 |
| 13 | -0.082418 | -0.6277 | 0.266341 |
| 14 | 0.098901 | 0.7532 | 0.227186 |
| 15 | -0.054945 | -0.4184 | 0.338582 |
| 16 | 0 | 0 | 0.5 |
| 17 | -0.005495 | -0.0418 | 0.483383 |
| 18 | -0.038462 | -0.2929 | 0.385317 |
| 19 | 0.093407 | 0.7114 | 0.239855 |
| 20 | -0.049451 | -0.3766 | 0.353921 |
| 21 | 0 | 0 | 0.5 |
| 22 | 0 | 0 | 0.5 |
| 23 | 0 | 0 | 0.5 |
| 24 | 0 | 0 | 0.5 |
| 25 | 0 | 0 | 0.5 |
| 26 | 0 | 0 | 0.5 |
| 27 | 0 | 0 | 0.5 |
| 28 | 0 | 0 | 0.5 |
| 29 | -0.197802 | -1.5064 | 0.068694 |
| 30 | 0.324176 | 2.4688 | 0.008261 |
| 31 | -0.06044 | -0.4603 | 0.323513 |
| 32 | -0.06044 | -0.4603 | 0.323513 |
| 33 | -0.005495 | -0.0418 | 0.483383 |
| 34 | -0.021978 | -0.1674 | 0.433827 |
| 35 | 0.016484 | 0.1255 | 0.450267 |
| 36 | 0.027473 | 0.2092 | 0.417503 |
| 37 | -0.038462 | -0.2929 | 0.385317 |
| 38 | 0.032967 | 0.2511 | 0.401324 |
| 39 | -0.010989 | -0.0837 | 0.466796 |
| 40 | -0.027473 | -0.2092 | 0.417503 |
| 41 | 0.016484 | 0.1255 | 0.450267 |
| 42 | 0.027473 | 0.2092 | 0.417503 |
| 43 | -0.038462 | -0.2929 | 0.385317 |
| 44 | 0.032967 | 0.2511 | 0.401324 |
| 45 | -0.010989 | -0.0837 | 0.466796 |
| 46 | -0.005495 | -0.0418 | 0.483383 |
| 47 | 0 | 0 | 0.5 |
| 48 | -0.021978 | -0.1674 | 0.433827 |
| 49 | 0.038462 | 0.2929 | 0.385317 |
| 50 | -0.010989 | -0.0837 | 0.466796 |
| 51 | -0.005495 | -0.0418 | 0.483383 |
| 52 | 0 | 0 | 0.5 |
| 53 | 0 | 0 | 0.5 |
| 54 | 0 | 0 | 0.5 |
| 55 | 0 | 0 | 0.5 |
| 56 | 0 | 0 | 0.5 |
| 57 | 0 | 0 | 0.5 |
| 58 | NA | NA | NA |
| 59 | NA | NA | NA |
| 60 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.428571 | -3.2639 | 0.000923 |
| 2 | -0.319231 | -2.4312 | 0.00908 |
| 3 | -0.230947 | -1.7588 | 0.04194 |
| 4 | -0.269431 | -2.0519 | 0.02235 |
| 5 | -0.198321 | -1.5104 | 0.068189 |
| 6 | -0.095687 | -0.7287 | 0.23455 |
| 7 | -0.176395 | -1.3434 | 0.09219 |
| 8 | -0.044556 | -0.3393 | 0.367793 |
| 9 | -0.064261 | -0.4894 | 0.313204 |
| 10 | -0.139123 | -1.0595 | 0.146875 |
| 11 | -0.098559 | -0.7506 | 0.227963 |
| 12 | -0.023037 | -0.1754 | 0.43067 |
| 13 | -0.119234 | -0.9081 | 0.183802 |
| 14 | -0.010854 | -0.0827 | 0.467204 |
| 15 | -0.011629 | -0.0886 | 0.464865 |
| 16 | -0.009952 | -0.0758 | 0.469922 |
| 17 | -0.038561 | -0.2937 | 0.385028 |
| 18 | -0.087236 | -0.6644 | 0.254544 |
| 19 | 0.011643 | 0.0887 | 0.464824 |
| 20 | -0.046992 | -0.3579 | 0.360865 |
| 21 | -0.008318 | -0.0633 | 0.474855 |
| 22 | -0.028423 | -0.2165 | 0.414694 |
| 23 | -0.016189 | -0.1233 | 0.45115 |
| 24 | -0.013642 | -0.1039 | 0.458805 |
| 25 | -0.02567 | -0.1955 | 0.422843 |
| 26 | -0.023733 | -0.1807 | 0.428599 |
| 27 | -0.035755 | -0.2723 | 0.39318 |
| 28 | -0.032056 | -0.2441 | 0.403997 |
| 29 | -0.377638 | -2.876 | 0.002813 |
| 30 | -0.050805 | -0.3869 | 0.350117 |
| 31 | -0.012796 | -0.0974 | 0.461353 |
| 32 | 0.004327 | 0.033 | 0.486913 |
| 33 | -0.021389 | -0.1629 | 0.435584 |
| 34 | 0.019332 | 0.1472 | 0.441732 |
| 35 | 0.01488 | 0.1133 | 0.455082 |
| 36 | -0.012407 | -0.0945 | 0.462522 |
| 37 | 0.02452 | 0.1867 | 0.426258 |
| 38 | -0.0221 | -0.1683 | 0.433463 |
| 39 | -0.006029 | -0.0459 | 0.481767 |
| 40 | -0.000419 | -0.0032 | 0.498732 |
| 41 | 0.013747 | 0.1047 | 0.45849 |
| 42 | -0.017908 | -0.1364 | 0.445995 |
| 43 | 0.016053 | 0.1223 | 0.451558 |
| 44 | -0.010751 | -0.0819 | 0.467513 |
| 45 | -0.031172 | -0.2374 | 0.406591 |
| 46 | -0.017942 | -0.1366 | 0.445893 |
| 47 | -0.023872 | -0.1818 | 0.428186 |
| 48 | -0.004286 | -0.0326 | 0.487037 |
| 49 | -0.024653 | -0.1878 | 0.425862 |
| 50 | -0.003329 | -0.0254 | 0.489929 |
| 51 | -0.032376 | -0.2466 | 0.403056 |
| 52 | -0.01152 | -0.0877 | 0.465196 |
| 53 | -0.023377 | -0.178 | 0.429657 |
| 54 | -0.031216 | -0.2377 | 0.406462 |
| 55 | -0.01655 | -0.126 | 0.450067 |
| 56 | -0.011591 | -0.0883 | 0.464982 |
| 57 | -0.003859 | -0.0294 | 0.488327 |
| 58 | NA | NA | NA |
| 59 | NA | NA | NA |
| 60 | NA | NA | NA |
