| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.889647 | 7.5489 | 0 |
| 2 | 0.747803 | 6.3453 | 0 |
| 3 | 0.604358 | 5.1281 | 1e-06 |
| 4 | 0.517447 | 4.3907 | 1.9e-05 |
| 5 | 0.46231 | 3.9228 | 9.9e-05 |
| 6 | 0.42903 | 3.6404 | 0.000255 |
| 7 | 0.411651 | 3.493 | 0.00041 |
| 8 | 0.397305 | 3.3712 | 0.000603 |
| 9 | 0.352996 | 2.9953 | 0.001879 |
| 10 | 0.273501 | 2.3207 | 0.011569 |
| 11 | 0.195458 | 1.6585 | 0.050782 |
| 12 | 0.151747 | 1.2876 | 0.101002 |
| 13 | 0.129071 | 1.0952 | 0.138538 |
| 14 | 0.09381 | 0.796 | 0.214323 |
| 15 | 0.049997 | 0.4242 | 0.336328 |
| 16 | 0.006269 | 0.0532 | 0.478862 |
| 17 | -0.033461 | -0.2839 | 0.388641 |
| 18 | -0.077456 | -0.6572 | 0.256561 |
| 19 | -0.119256 | -1.0119 | 0.157482 |
| 20 | -0.140849 | -1.1951 | 0.117977 |
| 21 | -0.155358 | -1.3183 | 0.095798 |
| 22 | -0.165693 | -1.406 | 0.08202 |
| 23 | -0.197546 | -1.6762 | 0.049015 |
| 24 | -0.249398 | -2.1162 | 0.018892 |
| 25 | -0.294358 | -2.4977 | 0.007393 |
| 26 | -0.330765 | -2.8066 | 0.003218 |
| 27 | -0.349992 | -2.9698 | 0.002023 |
| 28 | -0.352821 | -2.9938 | 0.001887 |
| 29 | -0.344516 | -2.9233 | 0.002313 |
| 30 | -0.337853 | -2.8668 | 0.002717 |
| 31 | -0.327716 | -2.7808 | 0.003458 |
| 32 | -0.322789 | -2.739 | 0.003882 |
| 33 | -0.326632 | -2.7716 | 0.003548 |
| 34 | -0.332701 | -2.8231 | 0.003073 |
| 35 | -0.328647 | -2.7887 | 0.003383 |
| 36 | -0.326926 | -2.7741 | 0.003523 |
| 37 | -0.322987 | -2.7406 | 0.003864 |
| 38 | -0.309997 | -2.6304 | 0.005212 |
| 39 | -0.304988 | -2.5879 | 0.005837 |
| 40 | -0.301596 | -2.5591 | 0.006297 |
| 41 | -0.285543 | -2.4229 | 0.008957 |
| 42 | -0.254286 | -2.1577 | 0.017145 |
| 43 | -0.220485 | -1.8709 | 0.032713 |
| 44 | -0.178926 | -1.5182 | 0.066667 |
| 45 | -0.145485 | -1.2345 | 0.110519 |
| 46 | -0.119993 | -1.0182 | 0.156002 |
| 47 | -0.120584 | -1.0232 | 0.154821 |
| 48 | -0.12155 | -1.0314 | 0.152906 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.889647 | 7.5489 | 0 |
| 2 | -0.209418 | -1.777 | 0.039898 |
| 3 | -0.069902 | -0.5931 | 0.277473 |
| 4 | 0.194452 | 1.65 | 0.051652 |
| 5 | 0.02643 | 0.2243 | 0.411593 |
| 6 | 0.021967 | 0.1864 | 0.42633 |
| 7 | 0.084846 | 0.7199 | 0.236946 |
| 8 | 0.016294 | 0.1383 | 0.445211 |
| 9 | -0.140906 | -1.1956 | 0.117882 |
| 10 | -0.126764 | -1.0756 | 0.142842 |
| 11 | 0.038609 | 0.3276 | 0.37208 |
| 12 | 0.085747 | 0.7276 | 0.234612 |
| 13 | -0.046424 | -0.3939 | 0.347402 |
| 14 | -0.139129 | -1.1805 | 0.120834 |
| 15 | -0.021707 | -0.1842 | 0.427189 |
| 16 | -0.008433 | -0.0716 | 0.471578 |
| 17 | -0.045402 | -0.3852 | 0.350596 |
| 18 | -0.042993 | -0.3648 | 0.358163 |
| 19 | -0.003316 | -0.0281 | 0.488815 |
| 20 | 0.021302 | 0.1808 | 0.428535 |
| 21 | -0.089218 | -0.757 | 0.225748 |
| 22 | -0.004265 | -0.0362 | 0.485617 |
| 23 | -0.06007 | -0.5097 | 0.305907 |
| 24 | -0.124802 | -1.059 | 0.146575 |
| 25 | -0.01388 | -0.1178 | 0.453286 |
| 26 | -0.039135 | -0.3321 | 0.3704 |
| 27 | -0.005006 | -0.0425 | 0.483119 |
| 28 | 0.003161 | 0.0268 | 0.489337 |
| 29 | -0.031858 | -0.2703 | 0.393842 |
| 30 | -0.046934 | -0.3982 | 0.345814 |
| 31 | 0.050396 | 0.4276 | 0.3351 |
| 32 | 0.002738 | 0.0232 | 0.490764 |
| 33 | -0.070917 | -0.6017 | 0.274616 |
| 34 | -0.030259 | -0.2568 | 0.399049 |
| 35 | 0.012416 | 0.1054 | 0.458194 |
| 36 | -0.080462 | -0.6827 | 0.248481 |
| 37 | -0.034786 | -0.2952 | 0.384357 |
| 38 | 0.050366 | 0.4274 | 0.335192 |
| 39 | -0.094475 | -0.8016 | 0.212697 |
| 40 | -0.072359 | -0.614 | 0.270579 |
| 41 | 0.079975 | 0.6786 | 0.24978 |
| 42 | 0.044631 | 0.3787 | 0.353009 |
| 43 | -0.053922 | -0.4575 | 0.324329 |
| 44 | 0.045164 | 0.3832 | 0.351339 |
| 45 | -0.008625 | -0.0732 | 0.47093 |
| 46 | -0.021533 | -0.1827 | 0.427768 |
| 47 | -0.116865 | -0.9916 | 0.16235 |
| 48 | 0.024898 | 0.2113 | 0.416637 |
