| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.802737 | 6.218 | 0 |
| 2 | 0.601403 | 4.6584 | 9e-06 |
| 3 | 0.565803 | 4.3827 | 2.4e-05 |
| 4 | 0.571483 | 4.4267 | 2.1e-05 |
| 5 | 0.510843 | 3.957 | 0.000102 |
| 6 | 0.374847 | 2.9036 | 0.002578 |
| 7 | 0.262253 | 2.0314 | 0.023325 |
| 8 | 0.233181 | 1.8062 | 0.037951 |
| 9 | 0.218066 | 1.6891 | 0.048193 |
| 10 | 0.094258 | 0.7301 | 0.23408 |
| 11 | -0.066795 | -0.5174 | 0.303392 |
| 12 | -0.147004 | -1.1387 | 0.12968 |
| 13 | -0.071401 | -0.5531 | 0.291135 |
| 14 | -0.055246 | -0.4279 | 0.335116 |
| 15 | -0.138635 | -1.0739 | 0.143591 |
| 16 | -0.195957 | -1.5179 | 0.067149 |
| 17 | -0.22156 | -1.7162 | 0.045643 |
| 18 | -0.212783 | -1.6482 | 0.052268 |
| 19 | -0.228172 | -1.7674 | 0.041122 |
| 20 | -0.275712 | -2.1357 | 0.018399 |
| 21 | -0.296519 | -2.2968 | 0.012567 |
| 22 | -0.261801 | -2.0279 | 0.023509 |
| 23 | -0.247255 | -1.9152 | 0.030117 |
| 24 | -0.275618 | -2.1349 | 0.01843 |
| 25 | -0.312229 | -2.4185 | 0.009318 |
| 26 | -0.31682 | -2.4541 | 0.008522 |
| 27 | -0.289448 | -2.2421 | 0.014333 |
| 28 | -0.293476 | -2.2733 | 0.013302 |
| 29 | -0.318077 | -2.4638 | 0.008315 |
| 30 | -0.339961 | -2.6333 | 0.005369 |
| 31 | -0.314997 | -2.44 | 0.00883 |
| 32 | -0.282375 | -2.1873 | 0.016316 |
| 33 | -0.278624 | -2.1582 | 0.017462 |
| 34 | -0.256092 | -1.9837 | 0.025936 |
| 35 | -0.202597 | -1.5693 | 0.060917 |
| 36 | -0.170144 | -1.3179 | 0.096268 |
| 37 | -0.165315 | -1.2805 | 0.102644 |
| 38 | -0.153016 | -1.1853 | 0.120294 |
| 39 | -0.137747 | -1.067 | 0.145127 |
| 40 | -0.093466 | -0.724 | 0.235943 |
| 41 | -0.026562 | -0.2057 | 0.418842 |
| 42 | 0.019334 | 0.1498 | 0.440729 |
| 43 | 0.029925 | 0.2318 | 0.408741 |
| 44 | 0.070015 | 0.5423 | 0.294798 |
| 45 | 0.115123 | 0.8917 | 0.188048 |
| 46 | 0.119208 | 0.9234 | 0.179753 |
| 47 | 0.117557 | 0.9106 | 0.183076 |
| 48 | 0.163253 | 1.2646 | 0.105461 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.802737 | 6.218 | 0 |
| 2 | -0.120873 | -0.9363 | 0.176442 |
| 3 | 0.34733 | 2.6904 | 0.004615 |
| 4 | 0.066416 | 0.5145 | 0.304412 |
| 5 | -0.032025 | -0.2481 | 0.402465 |
| 6 | -0.180299 | -1.3966 | 0.083841 |
| 7 | -0.069562 | -0.5388 | 0.296 |
| 8 | 0.028115 | 0.2178 | 0.41417 |
| 9 | -0.00571 | -0.0442 | 0.482433 |
| 10 | -0.237066 | -1.8363 | 0.035634 |
| 11 | -0.140842 | -1.091 | 0.139826 |
| 12 | -0.070908 | -0.5492 | 0.292436 |
| 13 | 0.309074 | 2.3941 | 0.009902 |
| 14 | -0.099449 | -0.7703 | 0.222065 |
| 15 | 0.053971 | 0.4181 | 0.338699 |
| 16 | -0.028395 | -0.2199 | 0.413329 |
| 17 | -0.166212 | -1.2875 | 0.101437 |
| 18 | -0.029969 | -0.2321 | 0.408609 |
| 19 | -0.053552 | -0.4148 | 0.339878 |
| 20 | -0.002706 | -0.021 | 0.491673 |
| 21 | -0.014445 | -0.1119 | 0.455643 |
| 22 | -0.082016 | -0.6353 | 0.263826 |
| 23 | -0.059877 | -0.4638 | 0.322234 |
| 24 | -0.029052 | -0.225 | 0.411357 |
| 25 | 0.040751 | 0.3157 | 0.37668 |
| 26 | -0.056209 | -0.4354 | 0.332419 |
| 27 | -0.026492 | -0.2052 | 0.419052 |
| 28 | -0.091116 | -0.7058 | 0.241528 |
| 29 | -0.136912 | -1.0605 | 0.146581 |
| 30 | -0.073534 | -0.5696 | 0.285539 |
| 31 | 0.043522 | 0.3371 | 0.368603 |
| 32 | -0.023727 | -0.1838 | 0.4274 |
| 33 | 0.019904 | 0.1542 | 0.438995 |
| 34 | 0.070819 | 0.5486 | 0.29267 |
| 35 | 0.023981 | 0.1858 | 0.42663 |
| 36 | -0.094027 | -0.7283 | 0.234623 |
| 37 | -0.049536 | -0.3837 | 0.351278 |
| 38 | -0.05509 | -0.4267 | 0.335552 |
| 39 | -0.07019 | -0.5437 | 0.294334 |
| 40 | -0.01562 | -0.121 | 0.452051 |
| 41 | 0.065373 | 0.5064 | 0.307223 |
| 42 | 0.031831 | 0.2466 | 0.403043 |
| 43 | -0.013331 | -0.1033 | 0.459051 |
| 44 | 0.088519 | 0.6857 | 0.247782 |
| 45 | -0.024712 | -0.1914 | 0.424423 |
| 46 | -0.007072 | -0.0548 | 0.478249 |
| 47 | -0.052075 | -0.4034 | 0.344054 |
| 48 | 0.042139 | 0.3264 | 0.372627 |
