| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.030498 | 0.5874 | 0.278638 |
| 2 | -0.14613 | -2.8147 | 0.002572 |
| 3 | -0.254888 | -4.9095 | 1e-06 |
| 4 | -0.077666 | -1.496 | 0.067757 |
| 5 | 0.26831 | 5.168 | 0 |
| 6 | -0.116454 | -2.2431 | 0.012741 |
| 7 | 0.237151 | 4.5678 | 3e-06 |
| 8 | -0.108755 | -2.0948 | 0.018435 |
| 9 | -0.269739 | -5.1955 | 0 |
| 10 | -0.201482 | -3.8808 | 6.2e-05 |
| 11 | -0.001451 | -0.0279 | 0.488861 |
| 12 | 0.759859 | 14.6359 | 0 |
| 13 | -0.020891 | -0.4024 | 0.343817 |
| 14 | -0.2105 | -4.0545 | 3.1e-05 |
| 15 | -0.28356 | -5.4617 | 0 |
| 16 | -0.123045 | -2.37 | 0.009149 |
| 17 | 0.226932 | 4.371 | 8e-06 |
| 18 | -0.139932 | -2.6953 | 0.003676 |
| 19 | 0.233959 | 4.5064 | 4e-06 |
| 20 | -0.117883 | -2.2706 | 0.011872 |
| 21 | -0.243879 | -4.6974 | 2e-06 |
| 22 | -0.183068 | -3.5261 | 0.000237 |
| 23 | -0.012166 | -0.2343 | 0.407425 |
| 24 | 0.720824 | 13.8841 | 0 |
| 25 | -0.007937 | -0.1529 | 0.439292 |
| 26 | -0.189763 | -3.6551 | 0.000147 |
| 27 | -0.262816 | -5.0622 | 0 |
| 28 | -0.10125 | -1.9502 | 0.025952 |
| 29 | 0.230583 | 4.4414 | 6e-06 |
| 30 | -0.128737 | -2.4796 | 0.006797 |
| 31 | 0.215015 | 4.1415 | 2.1e-05 |
| 32 | -0.117502 | -2.2633 | 0.012099 |
| 33 | -0.222654 | -4.2886 | 1.1e-05 |
| 34 | -0.160545 | -3.0923 | 0.001068 |
| 35 | -0.028872 | -0.5561 | 0.289234 |
| 36 | 0.688743 | 13.2661 | 0 |
| 37 | -0.020199 | -0.3891 | 0.348729 |
| 38 | -0.154053 | -2.9673 | 0.0016 |
| 39 | -0.240786 | -4.6379 | 2e-06 |
| 40 | -0.093956 | -1.8097 | 0.035574 |
| 41 | 0.193526 | 3.7276 | 0.000112 |
| 42 | -0.120383 | -2.3187 | 0.010476 |
| 43 | 0.193712 | 3.7312 | 0.00011 |
| 44 | -0.105681 | -2.0356 | 0.021253 |
| 45 | -0.226142 | -4.3558 | 9e-06 |
| 46 | -0.154918 | -2.9839 | 0.001517 |
| 47 | -0.00787 | -0.1516 | 0.439795 |
| 48 | 0.664945 | 12.8077 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.030498 | 0.5874 | 0.278638 |
| 2 | -0.147197 | -2.8352 | 0.002415 |
| 3 | -0.250952 | -4.8337 | 1e-06 |
| 4 | -0.099073 | -1.9083 | 0.028564 |
| 5 | 0.213671 | 4.1156 | 2.4e-05 |
| 6 | -0.229321 | -4.417 | 7e-06 |
| 7 | 0.319489 | 6.1538 | 0 |
| 8 | -0.108402 | -2.088 | 0.018741 |
| 9 | -0.295783 | -5.6972 | 0 |
| 10 | -0.189546 | -3.6509 | 0.000149 |
| 11 | 0.053272 | 1.0261 | 0.152758 |
| 12 | 0.637002 | 12.2695 | 0 |
| 13 | -0.152635 | -2.94 | 0.001744 |
| 14 | -0.220834 | -4.2536 | 1.3e-05 |
| 15 | -0.061034 | -1.1756 | 0.120255 |
| 16 | -0.163243 | -3.1443 | 9e-04 |
| 17 | -0.089865 | -1.7309 | 0.042149 |
| 18 | -0.089665 | -1.7271 | 0.042494 |
| 19 | 0.08468 | 1.631 | 0.051864 |
| 20 | -0.044248 | -0.8523 | 0.197305 |
| 21 | 0.00323 | 0.0622 | 0.475209 |
| 22 | 0.020675 | 0.3982 | 0.345344 |
| 23 | -0.085334 | -1.6436 | 0.050548 |
| 24 | 0.214348 | 4.1286 | 2.3e-05 |
| 25 | -0.011253 | -0.2167 | 0.414261 |
| 26 | -0.088796 | -1.7103 | 0.044021 |
| 27 | -0.01174 | -0.2261 | 0.410614 |
| 28 | -0.020782 | -0.4003 | 0.344585 |
| 29 | -0.058745 | -1.1315 | 0.129286 |
| 30 | -0.070939 | -1.3664 | 0.086325 |
| 31 | -0.04759 | -0.9166 | 0.179961 |
| 32 | -0.057698 | -1.1113 | 0.133569 |
| 33 | -0.008413 | -0.162 | 0.435678 |
| 34 | 0.041499 | 0.7993 | 0.212304 |
| 35 | -0.075142 | -1.4473 | 0.074325 |
| 36 | 0.127509 | 2.456 | 0.007253 |
| 37 | -0.042765 | -0.8237 | 0.205317 |
| 38 | 0.026773 | 0.5157 | 0.303188 |
| 39 | 0.018049 | 0.3476 | 0.364154 |
| 40 | -0.055476 | -1.0685 | 0.142985 |
| 41 | -0.161702 | -3.1146 | 0.000993 |
| 42 | 0.0151 | 0.2909 | 0.385663 |
| 43 | -0.075803 | -1.4601 | 0.072558 |
| 44 | -0.030211 | -0.5819 | 0.280491 |
| 45 | -0.071316 | -1.3736 | 0.08519 |
| 46 | 0.007752 | 0.1493 | 0.440693 |
| 47 | 0.046162 | 0.8892 | 0.187249 |
| 48 | 0.10469 | 2.0165 | 0.022236 |
