| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.29791 | -3.0816 | 0.001309 |
| 2 | -0.232147 | -2.4014 | 0.00903 |
| 3 | -0.078654 | -0.8136 | 0.208839 |
| 4 | 0.366269 | 3.7887 | 0.000125 |
| 5 | -0.161598 | -1.6716 | 0.048765 |
| 6 | -0.126611 | -1.3097 | 0.096555 |
| 7 | -0.160494 | -1.6602 | 0.049905 |
| 8 | 0.322713 | 3.3382 | 0.00058 |
| 9 | -0.054359 | -0.5623 | 0.287546 |
| 10 | -0.227856 | -2.357 | 0.010122 |
| 11 | -0.283037 | -2.9278 | 0.002086 |
| 12 | 0.870692 | 9.0065 | 0 |
| 13 | -0.251626 | -2.6028 | 0.005278 |
| 14 | -0.220942 | -2.2854 | 0.012129 |
| 15 | -0.072776 | -0.7528 | 0.226611 |
| 16 | 0.349332 | 3.6135 | 0.000231 |
| 17 | -0.157876 | -1.6331 | 0.052696 |
| 18 | -0.113161 | -1.1705 | 0.122191 |
| 19 | -0.126993 | -1.3136 | 0.095891 |
| 20 | 0.270406 | 2.7971 | 0.003058 |
| 21 | -0.045453 | -0.4702 | 0.319597 |
| 22 | -0.205538 | -2.1261 | 0.017897 |
| 23 | -0.243869 | -2.5226 | 0.00656 |
| 24 | 0.762588 | 7.8883 | 0 |
| 25 | -0.224077 | -2.3179 | 0.011179 |
| 26 | -0.190139 | -1.9668 | 0.025897 |
| 27 | -0.072383 | -0.7487 | 0.22783 |
| 28 | 0.31452 | 3.2534 | 0.000763 |
| 29 | -0.133328 | -1.3792 | 0.085362 |
| 30 | -0.096042 | -0.9935 | 0.161363 |
| 31 | -0.109409 | -1.1317 | 0.130138 |
| 32 | 0.226766 | 2.3457 | 0.010418 |
| 33 | -0.036481 | -0.3774 | 0.353327 |
| 34 | -0.172652 | -1.7859 | 0.038472 |
| 35 | -0.209838 | -2.1706 | 0.016087 |
| 36 | 0.646823 | 6.6908 | 0 |
| 37 | -0.188478 | -1.9496 | 0.026918 |
| 38 | -0.160362 | -1.6588 | 0.050043 |
| 39 | -0.068551 | -0.7091 | 0.239903 |
| 40 | 0.266375 | 2.7554 | 0.003446 |
| 41 | -0.101938 | -1.0545 | 0.147024 |
| 42 | -0.083542 | -0.8642 | 0.194715 |
| 43 | -0.093676 | -0.969 | 0.167368 |
| 44 | 0.191541 | 1.9813 | 0.025061 |
| 45 | -0.036157 | -0.374 | 0.354567 |
| 46 | -0.138257 | -1.4301 | 0.077794 |
| 47 | -0.17073 | -1.766 | 0.04012 |
| 48 | 0.517618 | 5.3543 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.29791 | -3.0816 | 0.001309 |
| 2 | -0.352151 | -3.6427 | 0.000209 |
| 3 | -0.347108 | -3.5905 | 0.00025 |
| 4 | 0.15291 | 1.5817 | 0.058333 |
| 5 | -0.055268 | -0.5717 | 0.284364 |
| 6 | -0.077967 | -0.8065 | 0.210872 |
| 7 | -0.30988 | -3.2054 | 0.000889 |
| 8 | -0.031334 | -0.3241 | 0.373238 |
| 9 | -0.035995 | -0.3723 | 0.355188 |
| 10 | -0.24356 | -2.5194 | 0.006617 |
| 11 | -0.626605 | -6.4817 | 0 |
| 12 | 0.642963 | 6.6509 | 0 |
| 13 | 0.108593 | 1.1233 | 0.131913 |
| 14 | 0.043898 | 0.4541 | 0.325343 |
| 15 | 0.109099 | 1.1285 | 0.13081 |
| 16 | -0.157926 | -1.6336 | 0.052641 |
| 17 | -0.115762 | -1.1975 | 0.116888 |
| 18 | -0.053105 | -0.5493 | 0.291966 |
| 19 | 0.049031 | 0.5072 | 0.306535 |
| 20 | -0.026372 | -0.2728 | 0.392768 |
| 21 | -0.071107 | -0.7355 | 0.23181 |
| 22 | -0.007844 | -0.0811 | 0.46774 |
| 23 | 0.024742 | 0.2559 | 0.399247 |
| 24 | 0.042606 | 0.4407 | 0.330154 |
| 25 | -0.01296 | -0.1341 | 0.446806 |
| 26 | 0.075409 | 0.78 | 0.218544 |
| 27 | -0.035085 | -0.3629 | 0.358688 |
| 28 | -0.13882 | -1.436 | 0.076965 |
| 29 | 0.053942 | 0.558 | 0.289012 |
| 30 | 0.023721 | 0.2454 | 0.40332 |
| 31 | -0.034219 | -0.354 | 0.362032 |
| 32 | 0.01977 | 0.2045 | 0.419176 |
| 33 | -0.009897 | -0.1024 | 0.459324 |
| 34 | 0.03474 | 0.3594 | 0.36002 |
| 35 | 0.030863 | 0.3193 | 0.375078 |
| 36 | -0.049628 | -0.5134 | 0.304382 |
| 37 | 0.035465 | 0.3669 | 0.357228 |
| 38 | -0.0212 | -0.2193 | 0.41342 |
| 39 | -0.020233 | -0.2093 | 0.417308 |
| 40 | -0.019913 | -0.206 | 0.418597 |
| 41 | 0.035941 | 0.3718 | 0.355399 |
| 42 | -0.024113 | -0.2494 | 0.401753 |
| 43 | -0.00716 | -0.0741 | 0.470548 |
| 44 | 0.061095 | 0.632 | 0.264378 |
| 45 | -0.047101 | -0.4872 | 0.31355 |
| 46 | 0.027377 | 0.2832 | 0.38879 |
| 47 | 0.062848 | 0.6501 | 0.258509 |
| 48 | -0.144854 | -1.4984 | 0.06849 |
