| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.336663 | 3.4987 | 0.00034 |
| 2 | 0.169057 | 1.7569 | 0.040885 |
| 3 | -0.231794 | -2.4089 | 0.008847 |
| 4 | -0.382786 | -3.978 | 6.3e-05 |
| 5 | -0.131504 | -1.3666 | 0.087291 |
| 6 | -0.338556 | -3.5184 | 0.000318 |
| 7 | -0.077437 | -0.8048 | 0.211365 |
| 8 | -0.354641 | -3.6855 | 0.000179 |
| 9 | -0.217904 | -2.2645 | 0.012769 |
| 10 | 0.133267 | 1.385 | 0.084461 |
| 11 | 0.291638 | 3.0308 | 0.001527 |
| 12 | 0.822222 | 8.5448 | 0 |
| 13 | 0.319663 | 3.322 | 0.00061 |
| 14 | 0.190796 | 1.9828 | 0.024964 |
| 15 | -0.211977 | -2.2029 | 0.014862 |
| 16 | -0.378625 | -3.9348 | 7.4e-05 |
| 17 | -0.123426 | -1.2827 | 0.101174 |
| 18 | -0.302499 | -3.1437 | 0.001077 |
| 19 | -0.043995 | -0.4572 | 0.324218 |
| 20 | -0.271734 | -2.8239 | 0.002825 |
| 21 | -0.181085 | -1.8819 | 0.031272 |
| 22 | 0.087358 | 0.9079 | 0.182989 |
| 23 | 0.216487 | 2.2498 | 0.013245 |
| 24 | 0.665669 | 6.9178 | 0 |
| 25 | 0.316377 | 3.2879 | 0.000681 |
| 26 | 0.192462 | 2.0001 | 0.023999 |
| 27 | -0.183063 | -1.9024 | 0.029888 |
| 28 | -0.350358 | -3.641 | 0.000209 |
| 29 | -0.149914 | -1.558 | 0.061085 |
| 30 | -0.275068 | -2.8586 | 0.002554 |
| 31 | -0.051083 | -0.5309 | 0.2983 |
| 32 | -0.201543 | -2.0945 | 0.019277 |
| 33 | -0.129517 | -1.346 | 0.090563 |
| 34 | 0.078783 | 0.8187 | 0.207368 |
| 35 | 0.158586 | 1.6481 | 0.051122 |
| 36 | 0.556523 | 5.7836 | 0 |
| 37 | 0.277276 | 2.8815 | 0.002387 |
| 38 | 0.135925 | 1.4126 | 0.080328 |
| 39 | -0.145191 | -1.5089 | 0.067126 |
| 40 | -0.305425 | -3.1741 | 0.000979 |
| 41 | -0.164851 | -1.7132 | 0.044774 |
| 42 | -0.271741 | -2.824 | 0.002824 |
| 43 | -0.027706 | -0.2879 | 0.386977 |
| 44 | -0.12626 | -1.3121 | 0.096129 |
| 45 | -0.073662 | -0.7655 | 0.222816 |
| 46 | 0.070882 | 0.7366 | 0.231473 |
| 47 | 0.10835 | 1.126 | 0.131329 |
| 48 | 0.422187 | 4.3875 | 1.3e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.336663 | 3.4987 | 0.00034 |
| 2 | 0.062838 | 0.653 | 0.257563 |
| 3 | -0.34681 | -3.6042 | 0.000238 |
| 4 | -0.279258 | -2.9021 | 0.002247 |
| 5 | 0.207078 | 2.152 | 0.016812 |
| 6 | -0.405723 | -4.2164 | 2.6e-05 |
| 7 | -0.104224 | -1.0831 | 0.140582 |
| 8 | -0.444314 | -4.6174 | 5e-06 |
| 9 | -0.286191 | -2.9742 | 0.001812 |
| 10 | 0.159992 | 1.6627 | 0.049637 |
| 11 | 0.123631 | 1.2848 | 0.100804 |
| 12 | 0.571132 | 5.9354 | 0 |
| 13 | -0.098578 | -1.0245 | 0.153955 |
| 14 | -0.005205 | -0.0541 | 0.47848 |
| 15 | 0.026664 | 0.2771 | 0.391115 |
| 16 | -0.017876 | -0.1858 | 0.426486 |
| 17 | 0.12199 | 1.2678 | 0.103805 |
| 18 | 0.01868 | 0.1941 | 0.423221 |
| 19 | -0.015145 | -0.1574 | 0.437615 |
| 20 | 0.166723 | 1.7326 | 0.043007 |
| 21 | -0.017057 | -0.1773 | 0.429819 |
| 22 | -0.054664 | -0.5681 | 0.285579 |
| 23 | -0.002629 | -0.0273 | 0.489128 |
| 24 | -0.055508 | -0.5769 | 0.28262 |
| 25 | 0.129475 | 1.3455 | 0.090634 |
| 26 | -0.016448 | -0.1709 | 0.432298 |
| 27 | -0.066876 | -0.695 | 0.244274 |
| 28 | 0.058532 | 0.6083 | 0.272138 |
| 29 | -0.089156 | -0.9265 | 0.178116 |
| 30 | -0.00381 | -0.0396 | 0.484244 |
| 31 | -0.113289 | -1.1773 | 0.120826 |
| 32 | -0.012498 | -0.1299 | 0.448449 |
| 33 | 0.110422 | 1.1475 | 0.126846 |
| 34 | 0.001265 | 0.0131 | 0.494768 |
| 35 | -0.085369 | -0.8872 | 0.188478 |
| 36 | 0.075844 | 0.7882 | 0.216155 |
| 37 | -0.152474 | -1.5846 | 0.057996 |
| 38 | -0.135011 | -1.4031 | 0.081732 |
| 39 | 0.083281 | 0.8655 | 0.194348 |
| 40 | -0.003349 | -0.0348 | 0.486149 |
| 41 | -0.017896 | -0.186 | 0.426406 |
| 42 | -0.100266 | -1.042 | 0.14987 |
| 43 | 0.062625 | 0.6508 | 0.258273 |
| 44 | 0.056929 | 0.5916 | 0.27767 |
| 45 | -0.027336 | -0.2841 | 0.388446 |
| 46 | -0.106976 | -1.1117 | 0.134362 |
| 47 | -0.058908 | -0.6122 | 0.270851 |
| 48 | -0.030833 | -0.3204 | 0.374634 |
