| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.109327 | 1.2982 | 0.098171 |
| 2 | -0.23166 | -2.7508 | 0.003363 |
| 3 | -0.512283 | -6.083 | 0 |
| 4 | -0.307956 | -3.6568 | 0.00018 |
| 5 | 0.313155 | 3.7185 | 0.000144 |
| 6 | 0.241754 | 2.8707 | 0.002364 |
| 7 | 0.33769 | 4.0098 | 4.9e-05 |
| 8 | -0.292026 | -3.4676 | 0.000348 |
| 9 | -0.480184 | -5.7019 | 0 |
| 10 | -0.201833 | -2.3966 | 0.008929 |
| 11 | 0.116051 | 1.378 | 0.085188 |
| 12 | 0.823177 | 9.7747 | 0 |
| 13 | 0.147737 | 1.7543 | 0.040778 |
| 14 | -0.205215 | -2.4368 | 0.008032 |
| 15 | -0.473794 | -5.626 | 0 |
| 16 | -0.271266 | -3.2211 | 0.000793 |
| 17 | 0.252069 | 2.9931 | 0.001631 |
| 18 | 0.211693 | 2.5137 | 0.006535 |
| 19 | 0.31943 | 3.793 | 0.00011 |
| 20 | -0.238499 | -2.832 | 0.002652 |
| 21 | -0.435306 | -5.169 | 0 |
| 22 | -0.195949 | -2.3268 | 0.010701 |
| 23 | 0.113701 | 1.3501 | 0.08957 |
| 24 | 0.71362 | 8.4738 | 0 |
| 25 | 0.14799 | 1.7573 | 0.04052 |
| 26 | -0.172919 | -2.0533 | 0.020946 |
| 27 | -0.426108 | -5.0598 | 1e-06 |
| 28 | -0.272735 | -3.2385 | 0.000749 |
| 29 | 0.258943 | 3.0748 | 0.001265 |
| 30 | 0.168516 | 2.001 | 0.023655 |
| 31 | 0.294853 | 3.5012 | 0.00031 |
| 32 | -0.202812 | -2.4083 | 0.00866 |
| 33 | -0.402411 | -4.7784 | 2e-06 |
| 34 | -0.170665 | -2.0265 | 0.022298 |
| 35 | 0.104531 | 1.2412 | 0.10829 |
| 36 | 0.645899 | 7.6696 | 0 |
| 37 | 0.114378 | 1.3582 | 0.088291 |
| 38 | -0.176669 | -2.0978 | 0.018852 |
| 39 | -0.328954 | -3.9061 | 7.2e-05 |
| 40 | -0.25326 | -3.0073 | 0.001561 |
| 41 | 0.225566 | 2.6785 | 0.004138 |
| 42 | 0.127673 | 1.516 | 0.065875 |
| 43 | 0.249728 | 2.9654 | 0.001776 |
| 44 | -0.162573 | -1.9304 | 0.02778 |
| 45 | -0.340939 | -4.0484 | 4.2e-05 |
| 46 | -0.147893 | -1.7561 | 0.040619 |
| 47 | 0.082514 | 0.9798 | 0.164432 |
| 48 | 0.564411 | 6.702 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.109327 | 1.2982 | 0.098171 |
| 2 | -0.246559 | -2.9277 | 0.001991 |
| 3 | -0.48897 | -5.8062 | 0 |
| 4 | -0.408045 | -4.8453 | 2e-06 |
| 5 | 0.101259 | 1.2024 | 0.115615 |
| 6 | -0.192179 | -2.282 | 0.011993 |
| 7 | 0.188323 | 2.2362 | 0.013454 |
| 8 | -0.262261 | -3.1142 | 0.001117 |
| 9 | -0.399969 | -4.7494 | 2e-06 |
| 10 | -0.366779 | -4.3553 | 1.3e-05 |
| 11 | -0.43582 | -5.1751 | 0 |
| 12 | 0.425948 | 5.0579 | 1e-06 |
| 13 | 0.029548 | 0.3509 | 0.363109 |
| 14 | 0.010147 | 0.1205 | 0.452133 |
| 15 | 0.108351 | 1.2866 | 0.100172 |
| 16 | 0.207656 | 2.4658 | 0.007436 |
| 17 | 0.007409 | 0.088 | 0.465008 |
| 18 | -0.044587 | -0.5294 | 0.298664 |
| 19 | -0.027259 | -0.3237 | 0.37333 |
| 20 | 0.01258 | 0.1494 | 0.440734 |
| 21 | -0.061557 | -0.731 | 0.233011 |
| 22 | -0.09946 | -1.181 | 0.119791 |
| 23 | -0.089294 | -1.0603 | 0.145408 |
| 24 | 0.061962 | 0.7358 | 0.23155 |
| 25 | -0.073485 | -0.8726 | 0.192188 |
| 26 | -0.046459 | -0.5517 | 0.291024 |
| 27 | 0.018509 | 0.2198 | 0.413177 |
| 28 | -0.078519 | -0.9324 | 0.176372 |
| 29 | 0.157137 | 1.8659 | 0.032067 |
| 30 | -0.040385 | -0.4795 | 0.316148 |
| 31 | 0.000705 | 0.0084 | 0.496665 |
| 32 | 0.028866 | 0.3428 | 0.366142 |
| 33 | -0.011361 | -0.1349 | 0.446441 |
| 34 | -0.024493 | -0.2908 | 0.3858 |
| 35 | -3.2e-05 | -4e-04 | 0.49985 |
| 36 | 0.030836 | 0.3662 | 0.357396 |
| 37 | -0.07676 | -0.9115 | 0.181801 |
| 38 | -0.121882 | -1.4473 | 0.07502 |
| 39 | 0.13191 | 1.5663 | 0.059754 |
| 40 | 0.032221 | 0.3826 | 0.351296 |
| 41 | -0.053542 | -0.6358 | 0.262976 |
| 42 | -0.042918 | -0.5096 | 0.305557 |
| 43 | -0.035618 | -0.4229 | 0.336491 |
| 44 | 0.005022 | 0.0596 | 0.476264 |
| 45 | -0.001822 | -0.0216 | 0.491387 |
| 46 | -0.069742 | -0.8281 | 0.204496 |
| 47 | -0.035801 | -0.4251 | 0.335703 |
| 48 | 0.007787 | 0.0925 | 0.463229 |
