| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 7.746 | 0 |
| 1 | 0.820501 | 6.3556 | 0 |
| 2 | 0.670867 | 5.1965 | 1e-06 |
| 3 | 0.578588 | 4.4817 | 1.7e-05 |
| 4 | 0.520182 | 4.0293 | 8e-05 |
| 5 | 0.512611 | 3.9707 | 9.7e-05 |
| 6 | 0.445557 | 3.4513 | 0.000514 |
| 7 | 0.352084 | 2.7272 | 0.004181 |
| 8 | 0.329142 | 2.5495 | 0.00668 |
| 9 | 0.294163 | 2.2786 | 0.013133 |
| 10 | 0.198535 | 1.5378 | 0.064672 |
| 11 | 0.11994 | 0.929 | 0.178294 |
| 12 | -0.036255 | -0.2808 | 0.610096 |
| 13 | -0.043551 | -0.3373 | 0.631484 |
| 14 | -0.064435 | -0.4991 | 0.690237 |
| 15 | -0.141754 | -1.098 | 0.86171 |
| 16 | -0.182511 | -1.4137 | 0.918695 |
| 17 | -0.239614 | -1.856 | 0.96582 |
| 18 | -0.265617 | -2.0575 | 0.978002 |
| 19 | -0.236571 | -1.8325 | 0.964078 |
| 20 | -0.250057 | -1.9369 | 0.971267 |
| 21 | -0.304978 | -2.3623 | 0.98929 |
| 22 | -0.320729 | -2.4844 | 0.992106 |
| 23 | -0.393711 | -3.0497 | 0.998296 |
| 24 | -0.408885 | -3.1672 | 0.99879 |
| 25 | -0.400275 | -3.1005 | 0.998529 |
| 26 | -0.383169 | -2.968 | 0.997849 |
| 27 | -0.334963 | -2.5946 | 0.994058 |
| 28 | -0.332145 | -2.5728 | 0.99371 |
| 29 | -0.3471 | -2.6886 | 0.995363 |
| 30 | -0.342003 | -2.6491 | 0.99485 |
| 31 | -0.339376 | -2.6288 | 0.994567 |
| 32 | -0.333332 | -2.582 | 0.993859 |
| 33 | -0.304163 | -2.356 | 0.989122 |
| 34 | -0.300013 | -2.3239 | 0.988232 |
| 35 | -0.239263 | -1.8533 | 0.965623 |
| 36 | -0.157363 | -1.2189 | 0.886179 |
| 37 | -0.133834 | -1.0367 | 0.847977 |
| 38 | -0.095647 | -0.7409 | 0.769173 |
| 39 | -0.066931 | -0.5184 | 0.696972 |
| 40 | -0.016447 | -0.1274 | 0.550473 |
| 41 | 0.054062 | 0.4188 | 0.338444 |
| 42 | 0.092578 | 0.7171 | 0.238046 |
| 43 | 0.095808 | 0.7421 | 0.230453 |
| 44 | 0.120641 | 0.9345 | 0.176901 |
| 45 | 0.138351 | 1.0717 | 0.144082 |
| 46 | 0.147496 | 1.1425 | 0.128892 |
| 47 | 0.147199 | 1.1402 | 0.129367 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.820501 | 6.3556 | 0 |
| 1 | -0.007207 | -0.0558 | 0.522167 |
| 2 | 0.092077 | 0.7132 | 0.239236 |
| 3 | 0.067836 | 0.5255 | 0.300601 |
| 4 | 0.15741 | 1.2193 | 0.113752 |
| 5 | -0.134389 | -1.041 | 0.848968 |
| 6 | -0.084853 | -0.6573 | 0.743238 |
| 7 | 0.145277 | 1.1253 | 0.132469 |
| 8 | -0.052953 | -0.4102 | 0.658429 |
| 9 | -0.239309 | -1.8537 | 0.965649 |
| 10 | -0.012072 | -0.0935 | 0.537094 |
| 11 | -0.305169 | -2.3638 | 0.989329 |
| 12 | 0.284934 | 2.2071 | 0.015572 |
| 13 | -0.224622 | -1.7399 | 0.956499 |
| 14 | -0.062888 | -0.4871 | 0.686028 |
| 15 | 0.032021 | 0.248 | 0.402479 |
| 16 | -0.052337 | -0.4054 | 0.656688 |
| 17 | -0.000466 | -0.0036 | 0.501436 |
| 18 | 0.079121 | 0.6129 | 0.27114 |
| 19 | 0.003982 | 0.0308 | 0.487749 |
| 20 | -0.093202 | -0.7219 | 0.763431 |
| 21 | -0.110449 | -0.8555 | 0.80217 |
| 22 | -0.121941 | -0.9446 | 0.825662 |
| 23 | -0.13044 | -1.0104 | 0.841816 |
| 24 | 0.1486 | 1.151 | 0.12714 |
| 25 | 0.012931 | 0.1002 | 0.460274 |
| 26 | -0.053171 | -0.4119 | 0.659044 |
| 27 | -0.056263 | -0.4358 | 0.667731 |
| 28 | -0.088063 | -0.6821 | 0.75111 |
| 29 | -0.026886 | -0.2083 | 0.582133 |
| 30 | 0.029999 | 0.2324 | 0.408521 |
| 31 | -0.017885 | -0.1385 | 0.55486 |
| 32 | -0.066612 | -0.516 | 0.696117 |
| 33 | -0.006729 | -0.0521 | 0.520697 |
| 34 | 0.024206 | 0.1875 | 0.42595 |
| 35 | 0.069218 | 0.5362 | 0.296915 |
| 36 | -0.034523 | -0.2674 | 0.604966 |
| 37 | 0.08715 | 0.6751 | 0.251116 |
| 38 | -0.036221 | -0.2806 | 0.609997 |
| 39 | 0.044935 | 0.3481 | 0.364506 |
| 40 | -0.014689 | -0.1138 | 0.545103 |
| 41 | 0.035867 | 0.2778 | 0.391051 |
| 42 | -0.021916 | -0.1698 | 0.567115 |
| 43 | -0.001694 | -0.0131 | 0.505214 |
| 44 | -0.108931 | -0.8438 | 0.798928 |
| 45 | -0.14236 | -1.1027 | 0.862723 |
| 46 | -0.084925 | -0.6578 | 0.743417 |
| 47 | 0.008968 | 0.0695 | 0.472426 |
