| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 8.6023 | 0 |
| 1 | 0.910391 | 7.8315 | 0 |
| 2 | 0.780211 | 6.7116 | 0 |
| 3 | 0.673363 | 5.7925 | 0 |
| 4 | 0.611032 | 5.2563 | 1e-06 |
| 5 | 0.579025 | 4.981 | 2e-06 |
| 6 | 0.540994 | 4.6538 | 7e-06 |
| 7 | 0.475794 | 4.0929 | 5.4e-05 |
| 8 | 0.400045 | 3.4413 | 0.000478 |
| 9 | 0.376503 | 3.2388 | 0.000899 |
| 10 | 0.400982 | 3.4494 | 0.000466 |
| 11 | 0.45619 | 3.9243 | 9.7e-05 |
| 12 | 0.479102 | 4.1214 | 4.9e-05 |
| 13 | 0.383895 | 3.3024 | 0.000739 |
| 14 | 0.261718 | 2.2514 | 0.013665 |
| 15 | 0.159268 | 1.3701 | 0.087403 |
| 16 | 0.102137 | 0.8786 | 0.191226 |
| 17 | 0.074522 | 0.6411 | 0.261731 |
| 18 | 0.041601 | 0.3579 | 0.36073 |
| 19 | -0.012624 | -0.1086 | 0.543093 |
| 20 | -0.07276 | -0.6259 | 0.733349 |
| 21 | -0.090084 | -0.7749 | 0.779575 |
| 22 | -0.06888 | -0.5925 | 0.722348 |
| 23 | -0.019767 | -0.17 | 0.56728 |
| 24 | 0.003085 | 0.0265 | 0.489451 |
| 25 | -0.066756 | -0.5743 | 0.716231 |
| 26 | -0.160907 | -1.3842 | 0.914767 |
| 27 | -0.236005 | -2.0302 | 0.977034 |
| 28 | -0.270945 | -2.3308 | 0.988753 |
| 29 | -0.28487 | -2.4505 | 0.991686 |
| 30 | -0.303436 | -2.6103 | 0.994527 |
| 31 | -0.335162 | -2.8832 | 0.997424 |
| 32 | -0.370529 | -3.1874 | 0.998948 |
| 33 | -0.37173 | -3.1977 | 0.998981 |
| 34 | -0.343276 | -2.953 | 0.997892 |
| 35 | -0.290826 | -2.5018 | 0.992716 |
| 36 | -0.251574 | -2.1641 | 0.983159 |
| 37 | -0.281275 | -2.4196 | 0.991003 |
| 38 | -0.328157 | -2.8229 | 0.996945 |
| 39 | -0.359698 | -3.0942 | 0.998608 |
| 40 | -0.358562 | -3.0845 | 0.998567 |
| 41 | -0.346396 | -2.9798 | 0.99805 |
| 42 | -0.338702 | -2.9136 | 0.997639 |
| 43 | -0.345226 | -2.9697 | 0.997992 |
| 44 | -0.357024 | -3.0712 | 0.998509 |
| 45 | -0.339689 | -2.9221 | 0.997696 |
| 46 | -0.300623 | -2.5861 | 0.994163 |
| 47 | -0.241366 | -2.0763 | 0.979331 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.910391 | 7.8315 | 0 |
| 1 | -0.283906 | -2.4422 | 0.991508 |
| 2 | 0.126271 | 1.0862 | 0.140452 |
| 3 | 0.139017 | 1.1959 | 0.117783 |
| 4 | 0.06181 | 0.5317 | 0.298261 |
| 5 | -0.073836 | -0.6352 | 0.73636 |
| 6 | -0.107784 | -0.9272 | 0.821579 |
| 7 | -0.01049 | -0.0902 | 0.535828 |
| 8 | 0.283508 | 2.4388 | 0.008567 |
| 9 | 0.101264 | 0.8711 | 0.193258 |
| 10 | 0.154537 | 1.3294 | 0.093904 |
| 11 | -0.132742 | -1.1419 | 0.87141 |
| 12 | -0.598544 | -5.1489 | 0.999999 |
| 13 | 0.103325 | 0.8888 | 0.188487 |
| 14 | -0.080224 | -0.6901 | 0.75386 |
| 15 | 0.029349 | 0.2525 | 0.400689 |
| 16 | 0.122006 | 1.0495 | 0.148673 |
| 17 | -0.072599 | -0.6245 | 0.732898 |
| 18 | 0.119858 | 1.0311 | 0.152935 |
| 19 | 0.001185 | 0.0102 | 0.495946 |
| 20 | -0.164311 | -1.4135 | 0.919142 |
| 21 | 0.009781 | 0.0841 | 0.466587 |
| 22 | -0.081939 | -0.7049 | 0.758447 |
| 23 | 0.010655 | 0.0917 | 0.463611 |
| 24 | -0.110937 | -0.9543 | 0.828484 |
| 25 | -0.052188 | -0.4489 | 0.672606 |
| 26 | 0.083268 | 0.7163 | 0.238032 |
| 27 | -0.059327 | -0.5104 | 0.694338 |
| 28 | -0.037454 | -0.3222 | 0.625893 |
| 29 | -0.011761 | -0.1012 | 0.540155 |
| 30 | -0.001207 | -0.0104 | 0.50413 |
| 31 | 0.022428 | 0.1929 | 0.42377 |
| 32 | -0.090044 | -0.7746 | 0.779475 |
| 33 | -0.056667 | -0.4875 | 0.686316 |
| 34 | 0.005002 | 0.043 | 0.482896 |
| 35 | 0.085056 | 0.7317 | 0.233339 |
| 36 | -0.03021 | -0.2599 | 0.60216 |
| 37 | 0.024367 | 0.2096 | 0.417274 |
| 38 | 0.009258 | 0.0796 | 0.468368 |
| 39 | -0.023989 | -0.2064 | 0.581462 |
| 40 | -0.042346 | -0.3643 | 0.641655 |
| 41 | -0.046128 | -0.3968 | 0.653674 |
| 42 | -0.075965 | -0.6535 | 0.742263 |
| 43 | 0.046053 | 0.3962 | 0.346561 |
| 44 | 0.016371 | 0.1408 | 0.444193 |
| 45 | 0.009958 | 0.0857 | 0.465983 |
| 46 | 0.038798 | 0.3338 | 0.369754 |
| 47 | -0.028101 | -0.2417 | 0.595174 |
