| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.3386 | 3.8902 | 7.9e-05 |
| 2 | -0.156272 | -1.7954 | 0.037437 |
| 3 | -0.350493 | -4.0269 | 4.7e-05 |
| 4 | -0.293232 | -3.369 | 0.000495 |
| 5 | -0.055363 | -0.6361 | 0.262915 |
| 6 | 0.041672 | 0.4788 | 0.316447 |
| 7 | -0.034793 | -0.3997 | 0.344997 |
| 8 | -0.257968 | -2.9638 | 0.001803 |
| 9 | -0.301109 | -3.4595 | 0.000365 |
| 10 | -0.137523 | -1.58 | 0.058248 |
| 11 | 0.327758 | 3.7657 | 0.000125 |
| 12 | 0.891634 | 10.2441 | 0 |
| 13 | 0.27829 | 3.1973 | 0.000868 |
| 14 | -0.140626 | -1.6157 | 0.054277 |
| 15 | -0.320954 | -3.6875 | 0.000165 |
| 16 | -0.266734 | -3.0645 | 0.001322 |
| 17 | -0.047699 | -0.548 | 0.292304 |
| 18 | 0.027348 | 0.3142 | 0.37693 |
| 19 | -0.049643 | -0.5704 | 0.284704 |
| 20 | -0.244444 | -2.8084 | 0.002867 |
| 21 | -0.270242 | -3.1048 | 0.001165 |
| 22 | -0.113311 | -1.3018 | 0.097618 |
| 23 | 0.31958 | 3.6717 | 0.000174 |
| 24 | 0.795888 | 9.1441 | 0 |
| 25 | 0.221093 | 2.5402 | 0.006119 |
| 26 | -0.136045 | -1.563 | 0.060219 |
| 27 | -0.293921 | -3.3769 | 0.000482 |
| 28 | -0.228363 | -2.6237 | 0.004861 |
| 29 | -0.040577 | -0.4662 | 0.320923 |
| 30 | 0.021266 | 0.2443 | 0.403679 |
| 31 | -0.048643 | -0.5589 | 0.288602 |
| 32 | -0.227515 | -2.614 | 0.004995 |
| 33 | -0.23935 | -2.7499 | 0.003399 |
| 34 | -0.092473 | -1.0624 | 0.14499 |
| 35 | 0.305797 | 3.5133 | 0.000303 |
| 36 | 0.705246 | 8.1027 | 0 |
| 37 | 0.187665 | 2.1561 | 0.016444 |
| 38 | -0.126509 | -1.4535 | 0.074232 |
| 39 | -0.270352 | -3.1061 | 0.00116 |
| 40 | -0.196472 | -2.2573 | 0.012816 |
| 41 | -0.034943 | -0.4015 | 0.344364 |
| 42 | 0.025704 | 0.2953 | 0.38411 |
| 43 | -0.04242 | -0.4874 | 0.313402 |
| 44 | -0.202626 | -2.328 | 0.010716 |
| 45 | -0.206501 | -2.3725 | 0.009555 |
| 46 | -0.073994 | -0.8501 | 0.198397 |
| 47 | 0.267542 | 3.0738 | 0.001284 |
| 48 | 0.61074 | 7.0169 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.3386 | 3.8902 | 7.9e-05 |
| 2 | -0.306006 | -3.5157 | 0.000301 |
| 3 | -0.221539 | -2.5453 | 0.006034 |
| 4 | -0.156602 | -1.7992 | 0.037134 |
| 5 | -0.016807 | -0.1931 | 0.423591 |
| 6 | -0.11749 | -1.3499 | 0.089686 |
| 7 | -0.187339 | -2.1524 | 0.016594 |
| 8 | -0.375238 | -4.3112 | 1.6e-05 |
| 9 | -0.367448 | -4.2217 | 2.2e-05 |
| 10 | -0.45918 | -5.2756 | 0 |
| 11 | -0.14879 | -1.7095 | 0.044857 |
| 12 | 0.740588 | 8.5087 | 0 |
| 13 | -0.372354 | -4.278 | 1.8e-05 |
| 14 | 0.221129 | 2.5406 | 0.006113 |
| 15 | 0.152625 | 1.7535 | 0.040916 |
| 16 | 0.084507 | 0.9709 | 0.166684 |
| 17 | 0.101856 | 1.1702 | 0.122008 |
| 18 | -0.025287 | -0.2905 | 0.385937 |
| 19 | -0.0206 | -0.2367 | 0.406635 |
| 20 | 0.021616 | 0.2483 | 0.402127 |
| 21 | -0.095275 | -1.0946 | 0.137837 |
| 22 | 0.014101 | 0.162 | 0.435773 |
| 23 | -0.106546 | -1.2241 | 0.111544 |
| 24 | -0.053215 | -0.6114 | 0.270996 |
| 25 | -0.095975 | -1.1027 | 0.136087 |
| 26 | -0.111233 | -1.278 | 0.101751 |
| 27 | -0.036052 | -0.4142 | 0.3397 |
| 28 | -0.024306 | -0.2793 | 0.390242 |
| 29 | -0.1439 | -1.6533 | 0.050324 |
| 30 | 0.037679 | 0.4329 | 0.332898 |
| 31 | 0.00021 | 0.0024 | 0.49904 |
| 32 | -0.033735 | -0.3876 | 0.349474 |
| 33 | 0.05008 | 0.5754 | 0.283007 |
| 34 | -0.011105 | -0.1276 | 0.449337 |
| 35 | 0.002678 | 0.0308 | 0.487751 |
| 36 | 0.012243 | 0.1407 | 0.444174 |
| 37 | 0.080486 | 0.9247 | 0.178402 |
| 38 | -0.038868 | -0.4466 | 0.327964 |
| 39 | -0.009508 | -0.1092 | 0.456589 |
| 40 | 0.010251 | 0.1178 | 0.453213 |
| 41 | -0.019617 | -0.2254 | 0.411013 |
| 42 | 0.029338 | 0.3371 | 0.3683 |
| 43 | -0.025758 | -0.2959 | 0.383873 |
| 44 | 0.028886 | 0.3319 | 0.370257 |
| 45 | 0.009625 | 0.1106 | 0.45606 |
| 46 | 0.004344 | 0.0499 | 0.480136 |
| 47 | -0.121908 | -1.4006 | 0.081838 |
| 48 | -0.007762 | -0.0892 | 0.464538 |
