| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 7.746 | 0 |
| 1 | 0.908469 | 7.037 | 0 |
| 2 | 0.816324 | 6.3232 | 0 |
| 3 | 0.726933 | 5.6308 | 0 |
| 4 | 0.668836 | 5.1808 | 1e-06 |
| 5 | 0.621959 | 4.8177 | 5e-06 |
| 6 | 0.588484 | 4.5584 | 1.3e-05 |
| 7 | 0.547411 | 4.2402 | 3.9e-05 |
| 8 | 0.510316 | 3.9529 | 0.000103 |
| 9 | 0.470121 | 3.6415 | 0.000283 |
| 10 | 0.434787 | 3.3678 | 0.000664 |
| 11 | 0.398311 | 3.0853 | 0.001537 |
| 12 | 0.357013 | 2.7654 | 0.003772 |
| 13 | 0.329714 | 2.554 | 0.006604 |
| 14 | 0.286879 | 2.2222 | 0.015027 |
| 15 | 0.251197 | 1.9458 | 0.028186 |
| 16 | 0.223159 | 1.7286 | 0.044513 |
| 17 | 0.201059 | 1.5574 | 0.062318 |
| 18 | 0.168809 | 1.3076 | 0.098001 |
| 19 | 0.133798 | 1.0364 | 0.152089 |
| 20 | 0.098708 | 0.7646 | 0.223755 |
| 21 | 0.065747 | 0.5093 | 0.306214 |
| 22 | 0.036186 | 0.2803 | 0.390109 |
| 23 | -1.4e-05 | -1e-04 | 0.500043 |
| 24 | -0.047821 | -0.3704 | 0.643814 |
| 25 | -0.083818 | -0.6493 | 0.740673 |
| 26 | -0.121695 | -0.9426 | 0.825179 |
| 27 | -0.158968 | -1.2314 | 0.888504 |
| 28 | -0.199258 | -1.5434 | 0.93601 |
| 29 | -0.233388 | -1.8078 | 0.962176 |
| 30 | -0.255952 | -1.9826 | 0.974002 |
| 31 | -0.2771 | -2.1464 | 0.982053 |
| 32 | -0.286261 | -2.2174 | 0.984801 |
| 33 | -0.27919 | -2.1626 | 0.982716 |
| 34 | -0.287187 | -2.2245 | 0.985058 |
| 35 | -0.300437 | -2.3272 | 0.988326 |
| 36 | -0.322258 | -2.4962 | 0.992341 |
| 37 | -0.32967 | -2.5536 | 0.99339 |
| 38 | -0.344441 | -2.668 | 0.995102 |
| 39 | -0.358467 | -2.7767 | 0.996342 |
| 40 | -0.356671 | -2.7628 | 0.996201 |
| 41 | -0.343029 | -2.6571 | 0.994958 |
| 42 | -0.330492 | -2.56 | 0.993498 |
| 43 | -0.318007 | -2.4633 | 0.991673 |
| 44 | -0.322929 | -2.5014 | 0.992442 |
| 45 | -0.319865 | -2.4777 | 0.991971 |
| 46 | -0.323547 | -2.5062 | 0.992533 |
| 47 | -0.328856 | -2.5473 | 0.993281 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.908469 | 7.037 | 0 |
| 1 | -0.051475 | -0.3987 | 0.654243 |
| 2 | -0.034907 | -0.2704 | 0.606105 |
| 3 | 0.127951 | 0.9911 | 0.162807 |
| 4 | 0.026962 | 0.2088 | 0.417639 |
| 5 | 0.04961 | 0.3843 | 0.351065 |
| 6 | -0.039534 | -0.3062 | 0.619754 |
| 7 | 0.017233 | 0.1335 | 0.447128 |
| 8 | -0.015969 | -0.1237 | 0.549015 |
| 9 | 0.001886 | 0.0146 | 0.494196 |
| 10 | -0.019348 | -0.1499 | 0.559315 |
| 11 | -0.055815 | -0.4323 | 0.66648 |
| 12 | 0.066236 | 0.5131 | 0.304897 |
| 13 | -0.116392 | -0.9016 | 0.814555 |
| 14 | 0.010349 | 0.0802 | 0.468186 |
| 15 | 0.034497 | 0.2672 | 0.395112 |
| 16 | -0.012062 | -0.0934 | 0.537065 |
| 17 | -0.066384 | -0.5142 | 0.695503 |
| 18 | -0.042424 | -0.3286 | 0.628205 |
| 19 | -0.000901 | -0.007 | 0.502771 |
| 20 | -0.03758 | -0.2911 | 0.614008 |
| 21 | -0.011807 | -0.0915 | 0.536282 |
| 22 | -0.081448 | -0.6309 | 0.734747 |
| 23 | -0.10337 | -0.8007 | 0.786767 |
| 24 | 0.047737 | 0.3698 | 0.356427 |
| 25 | -0.086897 | -0.6731 | 0.748267 |
| 26 | -0.052687 | -0.4081 | 0.657679 |
| 27 | -0.056466 | -0.4374 | 0.668297 |
| 28 | -0.018376 | -0.1423 | 0.556354 |
| 29 | 0.020105 | 0.1557 | 0.438383 |
| 30 | -0.043668 | -0.3383 | 0.631822 |
| 31 | 0.052957 | 0.4102 | 0.34156 |
| 32 | 0.070425 | 0.5455 | 0.293713 |
| 33 | -0.090691 | -0.7025 | 0.757455 |
| 34 | -0.033604 | -0.2603 | 0.602236 |
| 35 | -0.05295 | -0.4102 | 0.658423 |
| 36 | 0.084352 | 0.6534 | 0.258002 |
| 37 | -0.11554 | -0.895 | 0.81281 |
| 38 | -0.053624 | -0.4154 | 0.660323 |
| 39 | 0.101843 | 0.7889 | 0.216647 |
| 40 | 0.04208 | 0.3259 | 0.372799 |
| 41 | -0.015055 | -0.1166 | 0.546224 |
| 42 | -0.033929 | -0.2628 | 0.603202 |
| 43 | -0.058481 | -0.453 | 0.673905 |
| 44 | 0.070185 | 0.5437 | 0.294348 |
| 45 | -0.086552 | -0.6704 | 0.74742 |
| 46 | -0.049783 | -0.3856 | 0.649427 |
| 47 | -0.141034 | -1.0924 | 0.860497 |
