| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.391076 | -3.2953 | 0.000768 |
| 2 | 0.075789 | 0.6386 | 0.262566 |
| 3 | 0.012827 | 0.1081 | 0.457118 |
| 4 | -0.18294 | -1.5415 | 0.063823 |
| 5 | 0.155041 | 1.3064 | 0.097816 |
| 6 | -0.148536 | -1.2516 | 0.107415 |
| 7 | -0.021272 | -0.1792 | 0.429129 |
| 8 | -0.008686 | -0.0732 | 0.470932 |
| 9 | -0.01243 | -0.1047 | 0.458441 |
| 10 | 0.062256 | 0.5246 | 0.300755 |
| 11 | -0.069951 | -0.5894 | 0.278727 |
| 12 | 0.119315 | 1.0054 | 0.159067 |
| 13 | 0.043181 | 0.3638 | 0.358527 |
| 14 | -0.107392 | -0.9049 | 0.184289 |
| 15 | -0.007637 | -0.0644 | 0.474436 |
| 16 | -0.088545 | -0.7461 | 0.229038 |
| 17 | 0.025952 | 0.2187 | 0.413767 |
| 18 | 0.087832 | 0.7401 | 0.230845 |
| 19 | -0.17109 | -1.4416 | 0.076901 |
| 20 | 0.015293 | 0.1289 | 0.448916 |
| 21 | 0.1228 | 1.0347 | 0.152152 |
| 22 | -0.042432 | -0.3575 | 0.360876 |
| 23 | 0.01434 | 0.1208 | 0.452085 |
| 24 | -0.006073 | -0.0512 | 0.479665 |
| 25 | 0.028386 | 0.2392 | 0.405825 |
| 26 | -0.021482 | -0.181 | 0.428439 |
| 27 | 0.119231 | 1.0047 | 0.159236 |
| 28 | -0.098964 | -0.8339 | 0.203571 |
| 29 | -0.010971 | -0.0924 | 0.463302 |
| 30 | 0.06734 | 0.5674 | 0.286109 |
| 31 | -0.079834 | -0.6727 | 0.251664 |
| 32 | 0.017493 | 0.1474 | 0.441617 |
| 33 | -0.023099 | -0.1946 | 0.423116 |
| 34 | 0.047433 | 0.3997 | 0.345298 |
| 35 | -0.033024 | -0.2783 | 0.390808 |
| 36 | 0.108292 | 0.9125 | 0.182301 |
| 37 | -0.046955 | -0.3956 | 0.346775 |
| 38 | 0.025531 | 0.2151 | 0.415143 |
| 39 | 0.019774 | 0.1666 | 0.434071 |
| 40 | -0.141724 | -1.1942 | 0.118189 |
| 41 | 0.015745 | 0.1327 | 0.447414 |
| 42 | -0.01191 | -0.1004 | 0.460173 |
| 43 | -0.009909 | -0.0835 | 0.466847 |
| 44 | 0.022712 | 0.1914 | 0.424388 |
| 45 | -0.013602 | -0.1146 | 0.454537 |
| 46 | -0.101596 | -0.8561 | 0.197422 |
| 47 | 0.152795 | 1.2875 | 0.101055 |
| 48 | -0.00082 | -0.0069 | 0.497252 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.391076 | -3.2953 | 0.000768 |
| 2 | -0.091082 | -0.7675 | 0.222674 |
| 3 | 0.011364 | 0.0958 | 0.461993 |
| 4 | -0.198232 | -1.6703 | 0.049628 |
| 5 | 0.008574 | 0.0722 | 0.471305 |
| 6 | -0.102762 | -0.8659 | 0.194734 |
| 7 | -0.143085 | -1.2057 | 0.115977 |
| 8 | -0.131175 | -1.1053 | 0.136381 |
| 9 | -0.058252 | -0.4908 | 0.312527 |
| 10 | -0.018609 | -0.1568 | 0.437922 |
| 11 | -0.092808 | -0.782 | 0.218404 |
| 12 | 0.047134 | 0.3972 | 0.346222 |
| 13 | 0.116865 | 0.9847 | 0.164053 |
| 14 | -0.069618 | -0.5866 | 0.279662 |
| 15 | -0.133686 | -1.1265 | 0.131882 |
| 16 | -0.13107 | -1.1044 | 0.136571 |
| 17 | -0.081847 | -0.6897 | 0.24633 |
| 18 | 0.042052 | 0.3543 | 0.36207 |
| 19 | -0.144526 | -1.2178 | 0.113666 |
| 20 | -0.190754 | -1.6073 | 0.056211 |
| 21 | 0.03758 | 0.3167 | 0.376217 |
| 22 | -0.017416 | -0.1468 | 0.441872 |
| 23 | -0.144656 | -1.2189 | 0.113459 |
| 24 | -0.087856 | -0.7403 | 0.230784 |
| 25 | -0.002051 | -0.0173 | 0.493131 |
| 26 | -0.091951 | -0.7748 | 0.220518 |
| 27 | 0.105456 | 0.8886 | 0.188613 |
| 28 | 0.032883 | 0.2771 | 0.391262 |
| 29 | -0.058166 | -0.4901 | 0.312782 |
| 30 | -0.031562 | -0.2659 | 0.395525 |
| 31 | -0.025003 | -0.2107 | 0.416871 |
| 32 | -0.024332 | -0.205 | 0.41907 |
| 33 | -0.07107 | -0.5988 | 0.275591 |
| 34 | -0.010221 | -0.0861 | 0.465804 |
| 35 | -0.065739 | -0.5539 | 0.290685 |
| 36 | 0.124529 | 1.0493 | 0.148799 |
| 37 | 0.081241 | 0.6846 | 0.247928 |
| 38 | 0.023319 | 0.1965 | 0.422396 |
| 39 | -0.038471 | -0.3242 | 0.373385 |
| 40 | -0.093071 | -0.7842 | 0.217757 |
| 41 | -0.054685 | -0.4608 | 0.323182 |
| 42 | -0.030053 | -0.2532 | 0.40041 |
| 43 | -0.003163 | -0.0267 | 0.489405 |
| 44 | -0.002829 | -0.0238 | 0.490526 |
| 45 | -0.025514 | -0.215 | 0.415198 |
| 46 | -0.192664 | -1.6234 | 0.054466 |
| 47 | 0.00826 | 0.0696 | 0.472352 |
| 48 | -0.03486 | -0.2937 | 0.384907 |
