| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.24276 | -1.6643 | 0.051355 |
| 2 | -0.017849 | -0.1224 | 0.451565 |
| 3 | -0.004244 | -0.0291 | 0.488455 |
| 4 | 0.078461 | 0.5379 | 0.296592 |
| 5 | -0.24668 | -1.6912 | 0.048715 |
| 6 | 0.16904 | 1.1589 | 0.12618 |
| 7 | 0.137292 | 0.9412 | 0.175701 |
| 8 | -0.177242 | -1.2151 | 0.115197 |
| 9 | 0.006995 | 0.048 | 0.480979 |
| 10 | -0.063728 | -0.4369 | 0.332095 |
| 11 | 0.225681 | 1.5472 | 0.064262 |
| 12 | -0.328404 | -2.2514 | 0.014537 |
| 13 | 0.258269 | 1.7706 | 0.041556 |
| 14 | -0.009485 | -0.065 | 0.474214 |
| 15 | -0.008369 | -0.0574 | 0.477244 |
| 16 | -0.096114 | -0.6589 | 0.25658 |
| 17 | 0.264459 | 1.813 | 0.038108 |
| 18 | 0.003478 | 0.0238 | 0.490538 |
| 19 | -0.113655 | -0.7792 | 0.21989 |
| 20 | 0.12351 | 0.8467 | 0.200715 |
| 21 | -0.06529 | -0.4476 | 0.328247 |
| 22 | -0.025767 | -0.1766 | 0.430272 |
| 23 | -0.070768 | -0.4852 | 0.314908 |
| 24 | 0.208894 | 1.4321 | 0.079365 |
| 25 | -0.26051 | -1.786 | 0.040278 |
| 26 | -0.045094 | -0.3092 | 0.379286 |
| 27 | -0.029357 | -0.2013 | 0.420682 |
| 28 | 0.043223 | 0.2963 | 0.384145 |
| 29 | -0.066372 | -0.455 | 0.325593 |
| 30 | 0.044786 | 0.307 | 0.380085 |
| 31 | 0.09428 | 0.6464 | 0.260597 |
| 32 | -0.085934 | -0.5891 | 0.279297 |
| 33 | 0.009159 | 0.0628 | 0.475099 |
| 34 | -0.000535 | -0.0037 | 0.498544 |
| 35 | 0.029814 | 0.2044 | 0.419464 |
| 36 | -0.172737 | -1.1842 | 0.121139 |
| 37 | 0.104359 | 0.7155 | 0.238935 |
| 38 | -0.008577 | -0.0588 | 0.47668 |
| 39 | -0.035914 | -0.2462 | 0.403294 |
| 40 | 0.005357 | 0.0367 | 0.485428 |
| 41 | 0.061053 | 0.4186 | 0.338722 |
| 42 | -0.086334 | -0.5919 | 0.278384 |
| 43 | -0.100397 | -0.6883 | 0.247328 |
| 44 | 0.018492 | 0.1268 | 0.449829 |
| 45 | -0.021676 | -0.1486 | 0.441251 |
| 46 | -0.002811 | -0.0193 | 0.492354 |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.24276 | -1.6643 | 0.051355 |
| 2 | -0.08159 | -0.5594 | 0.289289 |
| 3 | -0.030742 | -0.2108 | 0.416994 |
| 4 | 0.073103 | 0.5012 | 0.309295 |
| 5 | -0.224847 | -1.5415 | 0.064954 |
| 6 | 0.068619 | 0.4704 | 0.320112 |
| 7 | 0.193882 | 1.3292 | 0.095101 |
| 8 | -0.115339 | -0.7907 | 0.216539 |
| 9 | -0.02519 | -0.1727 | 0.431816 |
| 10 | -0.153713 | -1.0538 | 0.14868 |
| 11 | 0.264626 | 1.8142 | 0.038018 |
| 12 | -0.230654 | -1.5813 | 0.06026 |
| 13 | 0.094831 | 0.6501 | 0.259386 |
| 14 | 0.073125 | 0.5013 | 0.309244 |
| 15 | -0.000483 | -0.0033 | 0.498685 |
| 16 | 0.046659 | 0.3199 | 0.375238 |
| 17 | 0.088218 | 0.6048 | 0.274113 |
| 18 | 0.204583 | 1.4025 | 0.083661 |
| 19 | -0.024235 | -0.1661 | 0.434377 |
| 20 | -0.000315 | -0.0022 | 0.499144 |
| 21 | 0.005941 | 0.0407 | 0.483841 |
| 22 | -0.035312 | -0.2421 | 0.404884 |
| 23 | 0.051862 | 0.3555 | 0.361885 |
| 24 | -0.054411 | -0.373 | 0.355404 |
| 25 | -0.124509 | -0.8536 | 0.198831 |
| 26 | -0.148199 | -1.016 | 0.157415 |
| 27 | -0.100061 | -0.686 | 0.248047 |
| 28 | -0.051714 | -0.3545 | 0.362263 |
| 29 | -0.010352 | -0.071 | 0.471861 |
| 30 | -0.060211 | -0.4128 | 0.340821 |
| 31 | -0.002131 | -0.0146 | 0.494202 |
| 32 | 0.046376 | 0.3179 | 0.375969 |
| 33 | -0.012652 | -0.0867 | 0.465623 |
| 34 | -0.033961 | -0.2328 | 0.408455 |
| 35 | -0.1092 | -0.7486 | 0.228903 |
| 36 | -0.080192 | -0.5498 | 0.292541 |
| 37 | -0.054487 | -0.3735 | 0.355212 |
| 38 | -0.003921 | -0.0269 | 0.489335 |
| 39 | 0.029361 | 0.2013 | 0.420672 |
| 40 | 0.045875 | 0.3145 | 0.377266 |
| 41 | 0.07205 | 0.494 | 0.311821 |
| 42 | -0.00435 | -0.0298 | 0.488169 |
| 43 | 0.011061 | 0.0758 | 0.469937 |
| 44 | -0.044356 | -0.3041 | 0.381202 |
| 45 | -0.006355 | -0.0436 | 0.482717 |
| 46 | -0.025102 | -0.1721 | 0.432054 |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
