| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 7.746 | 0 |
| 1 | 0.934735 | 7.2404 | 0 |
| 2 | 0.870588 | 6.7435 | 0 |
| 3 | 0.809725 | 6.2721 | 0 |
| 4 | 0.7553 | 5.8505 | 0 |
| 5 | 0.7019 | 5.4369 | 1e-06 |
| 6 | 0.649667 | 5.0323 | 2e-06 |
| 7 | 0.599657 | 4.6449 | 1e-05 |
| 8 | 0.550947 | 4.2676 | 3.6e-05 |
| 9 | 0.503972 | 3.9037 | 0.000121 |
| 10 | 0.45455 | 3.5209 | 0.000414 |
| 11 | 0.41086 | 3.1825 | 0.001157 |
| 12 | 0.367796 | 2.8489 | 0.003001 |
| 13 | 0.334942 | 2.5944 | 0.005945 |
| 14 | 0.298018 | 2.3084 | 0.012219 |
| 15 | 0.261525 | 2.0258 | 0.023621 |
| 16 | 0.225253 | 1.7448 | 0.04307 |
| 17 | 0.190265 | 1.4738 | 0.072883 |
| 18 | 0.150708 | 1.1674 | 0.123838 |
| 19 | 0.116929 | 0.9057 | 0.184352 |
| 20 | 0.080071 | 0.6202 | 0.268728 |
| 21 | 0.045084 | 0.3492 | 0.364074 |
| 22 | 0.010734 | 0.0831 | 0.467006 |
| 23 | -0.025678 | -0.1989 | 0.578495 |
| 24 | -0.059611 | -0.4617 | 0.677033 |
| 25 | -0.088545 | -0.6859 | 0.75228 |
| 26 | -0.112411 | -0.8707 | 0.806314 |
| 27 | -0.132817 | -1.0288 | 0.846147 |
| 28 | -0.159574 | -1.2361 | 0.889372 |
| 29 | -0.18724 | -1.4504 | 0.923917 |
| 30 | -0.212194 | -1.6436 | 0.94726 |
| 31 | -0.234088 | -1.8132 | 0.962601 |
| 32 | -0.251999 | -1.952 | 0.972194 |
| 33 | -0.269612 | -2.0884 | 0.979494 |
| 34 | -0.29384 | -2.2761 | 0.986788 |
| 35 | -0.314942 | -2.4395 | 0.99116 |
| 36 | -0.331518 | -2.5679 | 0.99363 |
| 37 | -0.342882 | -2.656 | 0.994942 |
| 38 | -0.350418 | -2.7143 | 0.995671 |
| 39 | -0.359334 | -2.7834 | 0.996408 |
| 40 | -0.365458 | -2.8308 | 0.996846 |
| 41 | -0.369196 | -2.8598 | 0.997088 |
| 42 | -0.375028 | -2.905 | 0.997432 |
| 43 | -0.374854 | -2.9036 | 0.997422 |
| 44 | -0.377277 | -2.9224 | 0.997554 |
| 45 | -0.377781 | -2.9263 | 0.997581 |
| 46 | -0.377408 | -2.9234 | 0.997561 |
| 47 | -0.377351 | -2.9229 | 0.997558 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.934735 | 7.2404 | 0 |
| 1 | -0.024873 | -0.1927 | 0.576064 |
| 2 | -0.008203 | -0.0635 | 0.525227 |
| 3 | 0.017766 | 0.1376 | 0.445503 |
| 4 | -0.021721 | -0.1682 | 0.566523 |
| 5 | -0.019817 | -0.1535 | 0.560742 |
| 6 | -0.011267 | -0.0873 | 0.534627 |
| 7 | -0.019665 | -0.1523 | 0.560279 |
| 8 | -0.015906 | -0.1232 | 0.548822 |
| 9 | -0.048472 | -0.3755 | 0.64568 |
| 10 | 0.013366 | 0.1035 | 0.458942 |
| 11 | -0.02511 | -0.1945 | 0.576779 |
| 12 | 0.050192 | 0.3888 | 0.349405 |
| 13 | -0.053959 | -0.418 | 0.661268 |
| 14 | -0.021589 | -0.1672 | 0.566124 |
| 15 | -0.022172 | -0.1717 | 0.567891 |
| 16 | -0.020479 | -0.1586 | 0.562753 |
| 17 | -0.065556 | -0.5078 | 0.69327 |
| 18 | 0.016034 | 0.1242 | 0.450788 |
| 19 | -0.05858 | -0.4538 | 0.67418 |
| 20 | -0.017346 | -0.1344 | 0.553218 |
| 21 | -0.030856 | -0.239 | 0.594044 |
| 22 | -0.045266 | -0.3506 | 0.636454 |
| 23 | -0.019975 | -0.1547 | 0.561223 |
| 24 | 0.009629 | 0.0746 | 0.470397 |
| 25 | -6e-04 | -0.0046 | 0.501846 |
| 26 | 0.003448 | 0.0267 | 0.489389 |
| 27 | -0.082317 | -0.6376 | 0.736929 |
| 28 | -0.032919 | -0.255 | 0.600199 |
| 29 | -0.023782 | -0.1842 | 0.572766 |
| 30 | -0.005023 | -0.0389 | 0.515453 |
| 31 | -0.008304 | -0.0643 | 0.525537 |
| 32 | -0.025546 | -0.1979 | 0.578097 |
| 33 | -0.087998 | -0.6816 | 0.750953 |
| 34 | -0.011252 | -0.0872 | 0.534581 |
| 35 | -0.004852 | -0.0376 | 0.514927 |
| 36 | 0.01742 | 0.1349 | 0.446558 |
| 37 | -0.003291 | -0.0255 | 0.510128 |
| 38 | -0.034851 | -0.27 | 0.605938 |
| 39 | -0.015943 | -0.1235 | 0.548936 |
| 40 | -0.0077 | -0.0596 | 0.523681 |
| 41 | -0.043728 | -0.3387 | 0.631997 |
| 42 | 0.027679 | 0.2144 | 0.415481 |
| 43 | -0.052378 | -0.4057 | 0.656804 |
| 44 | -0.00767 | -0.0594 | 0.523588 |
| 45 | -0.032602 | -0.2525 | 0.599255 |
| 46 | -0.022207 | -0.172 | 0.567996 |
| 47 | -0.050705 | -0.3928 | 0.652056 |
