| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.063576 | 0.5395 | 0.295616 |
| 2 | -0.055384 | -0.4699 | 0.319906 |
| 3 | -0.04485 | -0.3806 | 0.352324 |
| 4 | -0.078422 | -0.6654 | 0.25395 |
| 5 | 0.032524 | 0.276 | 0.391679 |
| 6 | 0.316257 | 2.6835 | 0.004516 |
| 7 | 0.023285 | 0.1976 | 0.421964 |
| 8 | -0.104653 | -0.888 | 0.188746 |
| 9 | -0.055401 | -0.4701 | 0.319854 |
| 10 | -0.101117 | -0.858 | 0.196868 |
| 11 | -0.001968 | -0.0167 | 0.493362 |
| 12 | 0.797142 | 6.764 | 0 |
| 13 | 0.011256 | 0.0955 | 0.462088 |
| 14 | -0.08685 | -0.7369 | 0.231774 |
| 15 | -0.080131 | -0.6799 | 0.249362 |
| 16 | -0.10271 | -0.8715 | 0.193182 |
| 17 | -0.012284 | -0.1042 | 0.458637 |
| 18 | 0.227669 | 1.9318 | 0.028658 |
| 19 | -0.00242 | -0.0205 | 0.491836 |
| 20 | -0.111954 | -0.95 | 0.172655 |
| 21 | -0.071018 | -0.6026 | 0.274333 |
| 22 | -0.109367 | -0.928 | 0.178251 |
| 23 | -0.032608 | -0.2767 | 0.391407 |
| 24 | 0.63283 | 5.3697 | 0 |
| 25 | -0.014322 | -0.1215 | 0.451807 |
| 26 | -0.101175 | -0.8585 | 0.196733 |
| 27 | -0.103866 | -0.8813 | 0.190535 |
| 28 | -0.117025 | -0.993 | 0.16202 |
| 29 | -0.054236 | -0.4602 | 0.323376 |
| 30 | 0.147321 | 1.2501 | 0.107662 |
| 31 | -0.029091 | -0.2468 | 0.402864 |
| 32 | -0.120015 | -1.0184 | 0.155959 |
| 33 | -0.070481 | -0.598 | 0.275842 |
| 34 | -0.113696 | -0.9647 | 0.168951 |
| 35 | -0.051909 | -0.4405 | 0.330461 |
| 36 | 0.432061 | 3.6662 | 0.000234 |
| 37 | -0.032279 | -0.2739 | 0.392473 |
| 38 | -0.096462 | -0.8185 | 0.207885 |
| 39 | -0.099855 | -0.8473 | 0.199819 |
| 40 | -0.097489 | -0.8272 | 0.205421 |
| 41 | -0.05897 | -0.5004 | 0.309169 |
| 42 | 0.070812 | 0.6009 | 0.274911 |
| 43 | -0.03227 | -0.2738 | 0.392503 |
| 44 | -0.101721 | -0.8631 | 0.195466 |
| 45 | -0.065795 | -0.5583 | 0.289189 |
| 46 | -0.107281 | -0.9103 | 0.182848 |
| 47 | -0.065829 | -0.5586 | 0.289092 |
| 48 | 0.236806 | 2.0094 | 0.024124 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.063576 | 0.5395 | 0.295616 |
| 2 | -0.059667 | -0.5063 | 0.3071 |
| 3 | -0.037611 | -0.3191 | 0.375274 |
| 4 | -0.076966 | -0.6531 | 0.257893 |
| 5 | 0.038302 | 0.325 | 0.373062 |
| 6 | 0.306217 | 2.5983 | 0.005677 |
| 7 | -0.017137 | -0.1454 | 0.442396 |
| 8 | -0.089691 | -0.761 | 0.224556 |
| 9 | -0.023399 | -0.1985 | 0.421588 |
| 10 | -0.065933 | -0.5595 | 0.288791 |
| 11 | -0.016094 | -0.1366 | 0.445879 |
| 12 | 0.778753 | 6.6079 | 0 |
| 13 | -0.237751 | -2.0174 | 0.023692 |
| 14 | -0.094468 | -0.8016 | 0.212713 |
| 15 | -0.047846 | -0.406 | 0.342978 |
| 16 | -0.058207 | -0.4939 | 0.31144 |
| 17 | -0.076108 | -0.6458 | 0.260233 |
| 18 | -0.174304 | -1.479 | 0.071749 |
| 19 | 0.06064 | 0.5145 | 0.304223 |
| 20 | 0.070329 | 0.5968 | 0.276268 |
| 21 | -0.047789 | -0.4055 | 0.343154 |
| 22 | 0.078494 | 0.666 | 0.253756 |
| 23 | 0.026713 | 0.2267 | 0.410663 |
| 24 | -0.024615 | -0.2089 | 0.41757 |
| 25 | -0.012251 | -0.104 | 0.458746 |
| 26 | -0.050333 | -0.4271 | 0.335293 |
| 27 | -0.024272 | -0.206 | 0.418705 |
| 28 | -0.053396 | -0.4531 | 0.325925 |
| 29 | -0.068559 | -0.5817 | 0.28128 |
| 30 | -0.013675 | -0.116 | 0.453974 |
| 31 | -0.028518 | -0.242 | 0.404741 |
| 32 | -0.006672 | -0.0566 | 0.477506 |
| 33 | 0.052215 | 0.4431 | 0.329525 |
| 34 | -0.021586 | -0.1832 | 0.427592 |
| 35 | 0.009997 | 0.0848 | 0.466317 |
| 36 | -0.240777 | -2.0431 | 0.022354 |
| 37 | 0.069647 | 0.591 | 0.278194 |
| 38 | 0.041159 | 0.3492 | 0.363964 |
| 39 | -0.029566 | -0.2509 | 0.401313 |
| 40 | 0.061457 | 0.5215 | 0.301817 |
| 41 | 0.031152 | 0.2643 | 0.396138 |
| 42 | -0.045791 | -0.3885 | 0.349379 |
| 43 | 0.009637 | 0.0818 | 0.467526 |
| 44 | -0.040983 | -0.3478 | 0.364521 |
| 45 | -0.027482 | -0.2332 | 0.408138 |
| 46 | -0.079375 | -0.6735 | 0.251388 |
| 47 | -0.075693 | -0.6423 | 0.261366 |
| 48 | -0.111246 | -0.944 | 0.174174 |
