| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.15118 | 2.1908 | 0.014783 |
| 2 | -0.082845 | -1.2005 | 0.115642 |
| 3 | -0.099714 | -1.445 | 0.074975 |
| 4 | -0.115658 | -1.676 | 0.047609 |
| 5 | 0.077143 | 1.1179 | 0.132441 |
| 6 | -0.101711 | -1.4739 | 0.070999 |
| 7 | -0.002528 | -0.0366 | 0.485404 |
| 8 | -0.082731 | -1.1989 | 0.115962 |
| 9 | -0.109459 | -1.5862 | 0.057097 |
| 10 | -0.095627 | -1.3858 | 0.083644 |
| 11 | 0.156139 | 2.2627 | 0.01234 |
| 12 | 0.658566 | 9.5435 | 0 |
| 13 | 0.17653 | 2.5582 | 0.005613 |
| 14 | -0.098369 | -1.4255 | 0.077749 |
| 15 | -0.134628 | -1.9509 | 0.026197 |
| 16 | -0.164671 | -2.3863 | 0.008953 |
| 17 | -0.023188 | -0.336 | 0.368595 |
| 18 | -0.093907 | -1.3608 | 0.087511 |
| 19 | -0.055859 | -0.8095 | 0.209581 |
| 20 | -0.157768 | -2.2863 | 0.011618 |
| 21 | -0.092459 | -1.3399 | 0.09087 |
| 22 | -0.150235 | -2.1771 | 0.015294 |
| 23 | 0.128065 | 1.8558 | 0.032439 |
| 24 | 0.564535 | 8.1809 | 0 |
| 25 | 0.130802 | 1.8955 | 0.0297 |
| 26 | -0.094591 | -1.3708 | 0.085957 |
| 27 | -0.203339 | -2.9467 | 0.001788 |
| 28 | -0.157675 | -2.2849 | 0.011658 |
| 29 | -0.032855 | -0.4761 | 0.317246 |
| 30 | -0.132722 | -1.9233 | 0.027896 |
| 31 | -0.027693 | -0.4013 | 0.344298 |
| 32 | -0.171425 | -2.4842 | 0.006883 |
| 33 | -0.113542 | -1.6454 | 0.050693 |
| 34 | -0.133832 | -1.9394 | 0.026896 |
| 35 | 0.113214 | 1.6406 | 0.051186 |
| 36 | 0.55525 | 8.0463 | 0 |
| 37 | 0.115168 | 1.6689 | 0.04831 |
| 38 | -0.122335 | -1.7728 | 0.038856 |
| 39 | -0.175465 | -2.5427 | 0.00586 |
| 40 | -0.15318 | -2.2198 | 0.013751 |
| 41 | -0.002786 | -0.0404 | 0.483919 |
| 42 | -0.114221 | -1.6552 | 0.049686 |
| 43 | -0.08801 | -1.2754 | 0.10179 |
| 44 | -0.123694 | -1.7925 | 0.037246 |
| 45 | -0.071635 | -1.0381 | 0.150213 |
| 46 | -0.081474 | -1.1807 | 0.119536 |
| 47 | 0.106734 | 1.5467 | 0.061717 |
| 48 | 0.476059 | 6.8988 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.15118 | 2.1908 | 0.014783 |
| 2 | -0.108172 | -1.5676 | 0.059244 |
| 3 | -0.071948 | -1.0426 | 0.149159 |
| 4 | -0.100773 | -1.4603 | 0.072845 |
| 5 | 0.09973 | 1.4452 | 0.074943 |
| 6 | -0.16468 | -2.3864 | 0.00895 |
| 7 | 0.044701 | 0.6478 | 0.258918 |
| 8 | -0.125067 | -1.8124 | 0.035677 |
| 9 | -0.072691 | -1.0534 | 0.146685 |
| 10 | -0.139465 | -2.021 | 0.022272 |
| 11 | 0.218357 | 3.1643 | 0.000893 |
| 12 | 0.602766 | 8.7349 | 0 |
| 13 | 0.077213 | 1.1189 | 0.132227 |
| 14 | -0.078384 | -1.1359 | 0.128649 |
| 15 | -0.050647 | -0.7339 | 0.231901 |
| 16 | -0.138154 | -2.002 | 0.023283 |
| 17 | -0.201238 | -2.9162 | 0.001964 |
| 18 | -0.050643 | -0.7339 | 0.231916 |
| 19 | -0.015332 | -0.2222 | 0.412195 |
| 20 | -0.182692 | -2.6475 | 0.004362 |
| 21 | 0.051209 | 0.7421 | 0.229432 |
| 22 | -0.108268 | -1.5689 | 0.059083 |
| 23 | -0.023012 | -0.3335 | 0.369556 |
| 24 | 0.206573 | 2.9935 | 0.001544 |
| 25 | 0.001714 | 0.0248 | 0.490106 |
| 26 | -0.083193 | -1.2056 | 0.114668 |
| 27 | -0.086904 | -1.2594 | 0.10465 |
| 28 | 0.020728 | 0.3004 | 0.382094 |
| 29 | -0.067414 | -0.9769 | 0.164867 |
| 30 | -0.090115 | -1.3059 | 0.09651 |
| 31 | 0.119953 | 1.7383 | 0.041813 |
| 32 | -0.072237 | -1.0468 | 0.148195 |
| 33 | -0.086397 | -1.252 | 0.105978 |
| 34 | -0.008168 | -0.1184 | 0.452945 |
| 35 | 0.017409 | 0.2523 | 0.400537 |
| 36 | 0.093645 | 1.357 | 0.088112 |
| 37 | -0.020425 | -0.296 | 0.383768 |
| 38 | -0.080543 | -1.1672 | 0.122232 |
| 39 | -0.029137 | -0.4222 | 0.336641 |
| 40 | -0.010086 | -0.1462 | 0.441968 |
| 41 | 0.032293 | 0.468 | 0.320146 |
| 42 | -0.048351 | -0.7007 | 0.24214 |
| 43 | -0.107747 | -1.5614 | 0.059967 |
| 44 | 0.000147 | 0.0021 | 0.499153 |
| 45 | 0.048078 | 0.6967 | 0.243377 |
| 46 | 0.030866 | 0.4473 | 0.32756 |
| 47 | -0.039366 | -0.5705 | 0.284483 |
| 48 | 0.006266 | 0.0908 | 0.463866 |
