| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.87134 | 7.646 | 0 |
| 2 | 0.663298 | 5.8204 | 0 |
| 3 | 0.378669 | 3.3228 | 0.000683 |
| 4 | 0.117824 | 1.0339 | 0.152209 |
| 5 | -0.066521 | -0.5837 | 0.280559 |
| 6 | -0.127973 | -1.123 | 0.132472 |
| 7 | -0.08949 | -0.7853 | 0.217351 |
| 8 | 0.059141 | 0.519 | 0.302638 |
| 9 | 0.262708 | 2.3053 | 0.011923 |
| 10 | 0.462196 | 4.0558 | 5.9e-05 |
| 11 | 0.617652 | 5.4199 | 0 |
| 12 | 0.675709 | 5.9293 | 0 |
| 13 | 0.574631 | 5.0424 | 1e-06 |
| 14 | 0.406975 | 3.5712 | 0.000308 |
| 15 | 0.190889 | 1.675 | 0.048991 |
| 16 | -0.014064 | -0.1234 | 0.451051 |
| 17 | -0.155537 | -1.3648 | 0.088141 |
| 18 | -0.213955 | -1.8774 | 0.032122 |
| 19 | -0.184952 | -1.6229 | 0.054344 |
| 20 | -0.077253 | -0.6779 | 0.249936 |
| 21 | 0.066485 | 0.5834 | 0.280662 |
| 22 | 0.224064 | 1.9662 | 0.026443 |
| 23 | 0.341263 | 2.9946 | 0.001847 |
| 24 | 0.395611 | 3.4715 | 0.000426 |
| 25 | 0.330531 | 2.9004 | 0.002428 |
| 26 | 0.214121 | 1.8789 | 0.032021 |
| 27 | 0.043538 | 0.382 | 0.351741 |
| 28 | -0.119831 | -1.0515 | 0.148155 |
| 29 | -0.250096 | -2.1946 | 0.015604 |
| 30 | -0.311668 | -2.7349 | 0.003871 |
| 31 | -0.314981 | -2.7639 | 0.003571 |
| 32 | -0.252562 | -2.2162 | 0.014814 |
| 33 | -0.153735 | -1.349 | 0.090642 |
| 34 | -0.02956 | -0.2594 | 0.398015 |
| 35 | 0.073082 | 0.6413 | 0.261618 |
| 36 | 0.13313 | 1.1682 | 0.123164 |
| 37 | 0.10651 | 0.9346 | 0.176453 |
| 38 | 0.03267 | 0.2867 | 0.387563 |
| 39 | -0.08413 | -0.7382 | 0.231306 |
| 40 | -0.210402 | -1.8463 | 0.034348 |
| 41 | -0.304486 | -2.6719 | 0.004601 |
| 42 | -0.359584 | -3.1553 | 0.001144 |
| 43 | -0.36777 | -3.2272 | 0.000919 |
| 44 | -0.331679 | -2.9105 | 0.002358 |
| 45 | -0.254169 | -2.2303 | 0.014319 |
| 46 | -0.157211 | -1.3795 | 0.085863 |
| 47 | -0.068863 | -0.6043 | 0.273721 |
| 48 | -0.008263 | -0.0725 | 0.471194 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.87134 | 7.646 | 0 |
| 2 | -0.398463 | -3.4965 | 0.000393 |
| 3 | -0.406771 | -3.5694 | 0.00031 |
| 4 | 0.045788 | 0.4018 | 0.344475 |
| 5 | 0.199712 | 1.7525 | 0.041837 |
| 6 | 0.238876 | 2.0961 | 0.019678 |
| 7 | 0.046184 | 0.4053 | 0.343203 |
| 8 | 0.231422 | 2.0307 | 0.022868 |
| 9 | 0.240988 | 2.1147 | 0.018847 |
| 10 | 0.070067 | 0.6148 | 0.270237 |
| 11 | 0.10624 | 0.9323 | 0.17706 |
| 12 | -0.001008 | -0.0088 | 0.496483 |
| 13 | -0.408889 | -3.588 | 0.000292 |
| 14 | 0.112704 | 0.989 | 0.162886 |
| 15 | 0.186159 | 1.6335 | 0.053219 |
| 16 | -0.131047 | -1.1499 | 0.126866 |
| 17 | -0.137231 | -1.2042 | 0.1161 |
| 18 | -0.055397 | -0.4861 | 0.314135 |
| 19 | 0.063678 | 0.5588 | 0.288969 |
| 20 | -0.071203 | -0.6248 | 0.266972 |
| 21 | -0.105721 | -0.9277 | 0.178232 |
| 22 | 0.182203 | 1.5988 | 0.056978 |
| 23 | -0.084839 | -0.7445 | 0.229432 |
| 24 | 0.049594 | 0.4352 | 0.332323 |
| 25 | -0.088062 | -0.7727 | 0.221021 |
| 26 | -0.037951 | -0.333 | 0.370013 |
| 27 | -0.023757 | -0.2085 | 0.417706 |
| 28 | -0.021444 | -0.1882 | 0.42562 |
| 29 | -0.03413 | -0.2995 | 0.382686 |
| 30 | -0.045725 | -0.4012 | 0.344679 |
| 31 | -0.16206 | -1.4221 | 0.079522 |
| 32 | 0.016242 | 0.1425 | 0.443519 |
| 33 | 0.012294 | 0.1079 | 0.457186 |
| 34 | -0.011024 | -0.0967 | 0.461595 |
| 35 | -0.065111 | -0.5713 | 0.284714 |
| 36 | -0.029047 | -0.2549 | 0.399746 |
| 37 | -0.004137 | -0.0363 | 0.485568 |
| 38 | -0.020096 | -0.1763 | 0.430244 |
| 39 | 0.026376 | 0.2314 | 0.40879 |
| 40 | -0.019978 | -0.1753 | 0.430651 |
| 41 | 0.037717 | 0.331 | 0.370785 |
| 42 | -0.046672 | -0.4095 | 0.341639 |
| 43 | -0.033117 | -0.2906 | 0.386068 |
| 44 | -0.037505 | -0.3291 | 0.371486 |
| 45 | 0.05446 | 0.4779 | 0.317045 |
| 46 | -0.029257 | -0.2567 | 0.399035 |
| 47 | -0.072015 | -0.6319 | 0.264651 |
| 48 | 0.035255 | 0.3094 | 0.378942 |
