| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.531791 | -3.6458 | 0.000333 |
| 2 | 0.052543 | 0.3602 | 0.36015 |
| 3 | 0.35066 | 2.404 | 0.010106 |
| 4 | -0.347053 | -2.3793 | 0.010729 |
| 5 | 0.087295 | 0.5985 | 0.276202 |
| 6 | 0.247286 | 1.6953 | 0.048317 |
| 7 | -0.433564 | -2.9724 | 0.002324 |
| 8 | 0.269808 | 1.8497 | 0.035324 |
| 9 | -0.093142 | -0.6386 | 0.263107 |
| 10 | -0.119059 | -0.8162 | 0.209243 |
| 11 | 0.155662 | 1.0672 | 0.145675 |
| 12 | -0.105166 | -0.721 | 0.237246 |
| 13 | -0.045884 | -0.3146 | 0.377242 |
| 14 | 0.132738 | 0.91 | 0.183731 |
| 15 | -0.004115 | -0.0282 | 0.488805 |
| 16 | -0.174833 | -1.1986 | 0.118347 |
| 17 | 0.177446 | 1.2165 | 0.114932 |
| 18 | -0.082887 | -0.5682 | 0.286288 |
| 19 | -0.088894 | -0.6094 | 0.272588 |
| 20 | 0.196197 | 1.3451 | 0.09253 |
| 21 | -0.098388 | -0.6745 | 0.251645 |
| 22 | -0.22457 | -1.5396 | 0.065186 |
| 23 | 0.410578 | 2.8148 | 0.003554 |
| 24 | -0.33516 | -2.2977 | 0.013037 |
| 25 | 0.12776 | 0.8759 | 0.192775 |
| 26 | 0.119537 | 0.8195 | 0.208318 |
| 27 | -0.194174 | -1.3312 | 0.094774 |
| 28 | 0.086495 | 0.593 | 0.278018 |
| 29 | 0.086817 | 0.5952 | 0.277286 |
| 30 | -0.208706 | -1.4308 | 0.079549 |
| 31 | 0.175792 | 1.2052 | 0.117086 |
| 32 | -0.111201 | -0.7624 | 0.224828 |
| 33 | 0.015892 | 0.109 | 0.456853 |
| 34 | 0.089634 | 0.6145 | 0.270925 |
| 35 | -0.14273 | -0.9785 | 0.166417 |
| 36 | 0.028881 | 0.198 | 0.421949 |
| 37 | 0.055194 | 0.3784 | 0.353422 |
| 38 | -0.06933 | -0.4753 | 0.318387 |
| 39 | 0.040441 | 0.2773 | 0.391401 |
| 40 | 0.022923 | 0.1572 | 0.437899 |
| 41 | -0.061271 | -0.4201 | 0.338181 |
| 42 | 0.045113 | 0.3093 | 0.379237 |
| 43 | 0.006189 | 0.0424 | 0.483169 |
| 44 | -0.006068 | -0.0416 | 0.483497 |
| 45 | 0.000501 | 0.0034 | 0.498638 |
| 46 | -0.003394 | -0.0233 | 0.490766 |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
| 49 | NA | NA | NA |
| 50 | NA | NA | NA |
| 51 | NA | NA | NA |
| 52 | NA | NA | NA |
| 53 | NA | NA | NA |
| 54 | NA | NA | NA |
| 55 | NA | NA | NA |
| 56 | NA | NA | NA |
| 57 | NA | NA | NA |
| 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 | -0.531791 | -3.6458 | 0.000333 |
| 2 | -0.321053 | -2.201 | 0.016341 |
| 3 | 0.337087 | 2.311 | 0.012635 |
| 4 | 0.078977 | 0.5414 | 0.295381 |
| 5 | -0.139722 | -0.9579 | 0.171511 |
| 6 | 0.157437 | 1.0793 | 0.142973 |
| 7 | -0.165477 | -1.1345 | 0.131179 |
| 8 | -0.097968 | -0.6716 | 0.252553 |
| 9 | -0.182081 | -1.2483 | 0.109054 |
| 10 | 0.003445 | 0.0236 | 0.490627 |
| 11 | 0.019275 | 0.1321 | 0.447718 |
| 12 | -0.032947 | -0.2259 | 0.41114 |
| 13 | -0.015182 | -0.1041 | 0.458772 |
| 14 | -0.017384 | -0.1192 | 0.45282 |
| 15 | 0.253225 | 1.736 | 0.044556 |
| 16 | -0.226139 | -1.5503 | 0.063885 |
| 17 | -0.165557 | -1.135 | 0.131065 |
| 18 | -0.03688 | -0.2528 | 0.400749 |
| 19 | -0.036271 | -0.2487 | 0.402352 |
| 20 | 0.07333 | 0.5027 | 0.308754 |
| 21 | 0.075425 | 0.5171 | 0.303761 |
| 22 | -0.232595 | -1.5946 | 0.058753 |
| 23 | 0.063564 | 0.4358 | 0.332497 |
| 24 | 0.017118 | 0.1174 | 0.453539 |
| 25 | 0.072739 | 0.4987 | 0.310168 |
| 26 | -0.065986 | -0.4524 | 0.326538 |
| 27 | 0.069347 | 0.4754 | 0.318346 |
| 28 | -0.061096 | -0.4189 | 0.338616 |
| 29 | -0.166606 | -1.1422 | 0.12958 |
| 30 | 0.017732 | 0.1216 | 0.45188 |
| 31 | -0.027594 | -0.1892 | 0.425384 |
| 32 | -0.031692 | -0.2173 | 0.41447 |
| 33 | 0.037237 | 0.2553 | 0.39981 |
| 34 | 0.07875 | 0.5399 | 0.295914 |
| 35 | -0.094085 | -0.645 | 0.261026 |
| 36 | -0.105194 | -0.7212 | 0.237188 |
| 37 | -0.019799 | -0.1357 | 0.446306 |
| 38 | -0.091526 | -0.6275 | 0.266694 |
| 39 | 0.033288 | 0.2282 | 0.410236 |
| 40 | -0.019983 | -0.137 | 0.445809 |
| 41 | 0.013847 | 0.0949 | 0.462388 |
| 42 | 0.090602 | 0.6211 | 0.268755 |
| 43 | -0.0354 | -0.2427 | 0.40465 |
| 44 | -0.112098 | -0.7685 | 0.223016 |
| 45 | 0.077538 | 0.5316 | 0.298762 |
| 46 | -0.098165 | -0.673 | 0.252127 |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
| 49 | NA | NA | NA |
| 50 | NA | NA | NA |
| 51 | NA | NA | NA |
| 52 | NA | NA | NA |
| 53 | NA | NA | NA |
| 54 | NA | NA | NA |
| 55 | NA | NA | NA |
| 56 | NA | NA | NA |
| 57 | NA | NA | NA |
| 58 | NA | NA | NA |
| 59 | NA | NA | NA |
| 60 | NA | NA | NA |
