| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.943467 | 6.3989 | 0 |
| 2 | 0.820912 | 5.5677 | 1e-06 |
| 3 | 0.645749 | 4.3797 | 3.4e-05 |
| 4 | 0.451732 | 3.0638 | 0.001824 |
| 5 | 0.251353 | 1.7048 | 0.047493 |
| 6 | 0.063189 | 0.4286 | 0.335118 |
| 7 | -0.10901 | -0.7393 | 0.231727 |
| 8 | -0.268423 | -1.8205 | 0.037594 |
| 9 | -0.41225 | -2.796 | 0.003762 |
| 10 | -0.527866 | -3.5802 | 0.000412 |
| 11 | -0.603666 | -4.0943 | 8.5e-05 |
| 12 | -0.636477 | -4.3168 | 4.2e-05 |
| 13 | -0.608917 | -4.1299 | 7.6e-05 |
| 14 | -0.536146 | -3.6363 | 0.000348 |
| 15 | -0.430771 | -2.9216 | 0.002691 |
| 16 | -0.321058 | -2.1775 | 0.017304 |
| 17 | -0.209198 | -1.4188 | 0.081342 |
| 18 | -0.107425 | -0.7286 | 0.234972 |
| 19 | -0.020473 | -0.1389 | 0.445084 |
| 20 | 0.043967 | 0.2982 | 0.383448 |
| 21 | 0.09697 | 0.6577 | 0.25701 |
| 22 | 0.13096 | 0.8882 | 0.189523 |
| 23 | 0.151226 | 1.0257 | 0.155206 |
| 24 | 0.155129 | 1.0521 | 0.149116 |
| 25 | 0.152918 | 1.0371 | 0.152546 |
| 26 | 0.137827 | 0.9348 | 0.17739 |
| 27 | 0.115749 | 0.785 | 0.218225 |
| 28 | 0.091268 | 0.619 | 0.269483 |
| 29 | 0.066835 | 0.4533 | 0.326233 |
| 30 | 0.044141 | 0.2994 | 0.383 |
| 31 | 0.018561 | 0.1259 | 0.450184 |
| 32 | 0.00303 | 0.0206 | 0.491846 |
| 33 | -0.009375 | -0.0636 | 0.474788 |
| 34 | -0.013858 | -0.094 | 0.462762 |
| 35 | -0.016622 | -0.1127 | 0.455366 |
| 36 | -0.014492 | -0.0983 | 0.461065 |
| 37 | -0.012608 | -0.0855 | 0.466112 |
| 38 | -0.0103 | -0.0699 | 0.472305 |
| 39 | -0.008241 | -0.0559 | 0.477836 |
| 40 | -0.00353 | -0.0239 | 0.490501 |
| 41 | -0.001312 | -0.0089 | 0.49647 |
| 42 | -0.001673 | -0.0113 | 0.495498 |
| 43 | -0.000481 | -0.0033 | 0.498707 |
| 44 | -0.000903 | -0.0061 | 0.497569 |
| 45 | 9.3e-05 | 6e-04 | 0.499751 |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.943467 | 6.3989 | 0 |
| 2 | -0.630015 | -4.273 | 4.8e-05 |
| 3 | -0.336621 | -2.2831 | 0.013547 |
| 4 | 0.092154 | 0.625 | 0.267523 |
| 5 | -0.103298 | -0.7006 | 0.243539 |
| 6 | -0.051003 | -0.3459 | 0.365491 |
| 7 | -0.121837 | -0.8263 | 0.206438 |
| 8 | -0.279298 | -1.8943 | 0.032242 |
| 9 | -0.123277 | -0.8361 | 0.203709 |
| 10 | 0.094404 | 0.6403 | 0.262583 |
| 11 | 0.067975 | 0.461 | 0.323475 |
| 12 | -0.072162 | -0.4894 | 0.313434 |
| 13 | 0.267446 | 1.8139 | 0.038109 |
| 14 | -0.125495 | -0.8511 | 0.199548 |
| 15 | -0.175532 | -1.1905 | 0.119975 |
| 16 | -0.145215 | -0.9849 | 0.164913 |
| 17 | 0.075956 | 0.5152 | 0.304455 |
| 18 | -0.022119 | -0.15 | 0.440703 |
| 19 | -0.122916 | -0.8337 | 0.204391 |
| 20 | -0.227605 | -1.5437 | 0.064758 |
| 21 | 0.034805 | 0.2361 | 0.407218 |
| 22 | -0.063718 | -0.4322 | 0.333823 |
| 23 | 0.097841 | 0.6636 | 0.255133 |
| 24 | -0.012553 | -0.0851 | 0.466259 |
| 25 | 0.131597 | 0.8925 | 0.188377 |
| 26 | -0.170431 | -1.1559 | 0.126841 |
| 27 | -0.002936 | -0.0199 | 0.4921 |
| 28 | -0.075202 | -0.51 | 0.306228 |
| 29 | -0.032715 | -0.2219 | 0.412693 |
| 30 | 0.014882 | 0.1009 | 0.460022 |
| 31 | -0.143365 | -0.9724 | 0.167981 |
| 32 | -0.049747 | -0.3374 | 0.368675 |
| 33 | -0.035782 | -0.2427 | 0.404663 |
| 34 | 0.00076 | 0.0052 | 0.497954 |
| 35 | 0.05133 | 0.3481 | 0.364662 |
| 36 | -0.081318 | -0.5515 | 0.291972 |
| 37 | 0.110125 | 0.7469 | 0.229462 |
| 38 | -0.078339 | -0.5313 | 0.298877 |
| 39 | 0.007563 | 0.0513 | 0.479657 |
| 40 | -0.07404 | -0.5022 | 0.308973 |
| 41 | -0.033125 | -0.2247 | 0.411618 |
| 42 | -0.079184 | -0.5371 | 0.296909 |
| 43 | 0.00132 | 0.009 | 0.496448 |
| 44 | -0.077104 | -0.5229 | 0.30176 |
| 45 | 0.057044 | 0.3869 | 0.350309 |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
