| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 10.2956 | 0 |
| 1 | 0.355025 | 3.6552 | 0.000201 |
| 2 | 0.165759 | 1.7066 | 0.045412 |
| 3 | -0.009376 | -0.0965 | 0.538359 |
| 4 | -0.191351 | -1.9701 | 0.974281 |
| 5 | -0.306745 | -3.1581 | 0.998966 |
| 6 | -0.481276 | -4.955 | 0.999999 |
| 7 | -0.317863 | -3.2726 | 0.99928 |
| 8 | -0.169151 | -1.7415 | 0.957753 |
| 9 | -0.013264 | -0.1366 | 0.55418 |
| 10 | 0.096465 | 0.9932 | 0.161445 |
| 11 | 0.279812 | 2.8808 | 0.0024 |
| 12 | 0.782513 | 8.0565 | 0 |
| 13 | 0.283946 | 2.9234 | 0.002117 |
| 14 | 0.12345 | 1.271 | 0.103257 |
| 15 | -0.033347 | -0.3433 | 0.633984 |
| 16 | -0.170302 | -1.7534 | 0.958785 |
| 17 | -0.280462 | -2.8875 | 0.997646 |
| 18 | -0.41858 | -4.3095 | 0.999982 |
| 19 | -0.267128 | -2.7503 | 0.996498 |
| 20 | -0.16157 | -1.6635 | 0.950414 |
| 21 | -0.013457 | -0.1385 | 0.554963 |
| 22 | 0.066101 | 0.6805 | 0.248821 |
| 23 | 0.243302 | 2.5049 | 0.006885 |
| 24 | 0.658367 | 6.7783 | 0 |
| 25 | 0.237365 | 2.4438 | 0.008092 |
| 26 | 0.090323 | 0.9299 | 0.17726 |
| 27 | -0.042381 | -0.4363 | 0.66826 |
| 28 | -0.164272 | -1.6913 | 0.95314 |
| 29 | -0.246476 | -2.5376 | 0.993692 |
| 30 | -0.375689 | -3.868 | 0.999905 |
| 31 | -0.25094 | -2.5836 | 0.99443 |
| 32 | -0.151568 | -1.5605 | 0.939187 |
| 33 | -0.043664 | -0.4495 | 0.673022 |
| 34 | 0.030985 | 0.319 | 0.375175 |
| 35 | 0.173316 | 1.7844 | 0.03861 |
| 36 | 0.519471 | 5.3483 | 0 |
| 37 | 0.184068 | 1.8951 | 0.030402 |
| 38 | 0.041994 | 0.4323 | 0.333183 |
| 39 | -0.059616 | -0.6138 | 0.729663 |
| 40 | -0.171179 | -1.7624 | 0.959558 |
| 41 | -0.220963 | -2.275 | 0.98754 |
| 42 | -0.316816 | -3.2618 | 0.999255 |
| 43 | -0.21328 | -2.1959 | 0.984859 |
| 44 | -0.105799 | -1.0893 | 0.860746 |
| 45 | -0.035029 | -0.3606 | 0.640458 |
| 46 | 0.025837 | 0.266 | 0.395373 |
| 47 | 0.145003 | 1.4929 | 0.069217 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.355025 | 3.6552 | 0.000201 |
| 1 | 0.045445 | 0.4679 | 0.320415 |
| 2 | -0.093658 | -0.9643 | 0.831447 |
| 3 | -0.193958 | -1.9969 | 0.975801 |
| 4 | -0.204745 | -2.108 | 0.981305 |
| 5 | -0.35562 | -3.6613 | 0.999803 |
| 6 | -0.089919 | -0.9258 | 0.821667 |
| 7 | -0.049775 | -0.5125 | 0.695305 |
| 8 | -0.019328 | -0.199 | 0.578675 |
| 9 | -0.05945 | -0.6121 | 0.729102 |
| 10 | 0.097401 | 1.0028 | 0.159121 |
| 11 | 0.700366 | 7.2107 | 0 |
| 12 | -0.274416 | -2.8253 | 0.997177 |
| 13 | -0.149042 | -1.5345 | 0.936054 |
| 14 | 0.018068 | 0.186 | 0.42639 |
| 15 | 0.086871 | 0.8944 | 0.18657 |
| 16 | -0.067936 | -0.6994 | 0.757096 |
| 17 | 0.068546 | 0.7057 | 0.240955 |
| 18 | 0.059257 | 0.6101 | 0.271554 |
| 19 | -0.16493 | -1.6981 | 0.953785 |
| 20 | -0.020579 | -0.2119 | 0.583693 |
| 21 | 0.104635 | 1.0773 | 0.1419 |
| 22 | 0.029784 | 0.3066 | 0.379856 |
| 23 | 0.031618 | 0.3255 | 0.372713 |
| 24 | -0.041403 | -0.4263 | 0.664612 |
| 25 | -0.064027 | -0.6592 | 0.744402 |
| 26 | -0.010697 | -0.1101 | 0.543743 |
| 27 | -0.000353 | -0.0036 | 0.501448 |
| 28 | 0.056677 | 0.5835 | 0.280391 |
| 29 | -0.058251 | -0.5997 | 0.725017 |
| 30 | -0.094579 | -0.9738 | 0.833802 |
| 31 | -0.00328 | -0.0338 | 0.513438 |
| 32 | -0.07539 | -0.7762 | 0.780317 |
| 33 | -0.00483 | -0.0497 | 0.519782 |
| 34 | -0.091865 | -0.9458 | 0.826802 |
| 35 | -0.057136 | -0.5883 | 0.721194 |
| 36 | -0.057123 | -0.5881 | 0.721149 |
| 37 | -0.086434 | -0.8899 | 0.81223 |
| 38 | -0.036629 | -0.3771 | 0.646579 |
| 39 | -0.082663 | -0.8511 | 0.801673 |
| 40 | -0.040963 | -0.4217 | 0.662965 |
| 41 | -0.015619 | -0.1608 | 0.563723 |
| 42 | -0.04671 | -0.4809 | 0.684215 |
| 43 | 0.016224 | 0.167 | 0.433831 |
| 44 | -0.057625 | -0.5933 | 0.722874 |
| 45 | -0.057977 | -0.5969 | 0.724081 |
| 46 | -0.020905 | -0.2152 | 0.585001 |
| 47 | 0.102081 | 1.051 | 0.147827 |
