| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.832723 | 5.6478 | 0 |
| 2 | 0.662421 | 4.4928 | 2.4e-05 |
| 3 | 0.515356 | 3.4953 | 0.00053 |
| 4 | 0.368941 | 2.5023 | 0.007979 |
| 5 | 0.254731 | 1.7277 | 0.045379 |
| 6 | 0.196711 | 1.3342 | 0.09436 |
| 7 | 0.175576 | 1.1908 | 0.119917 |
| 8 | 0.144935 | 0.983 | 0.165375 |
| 9 | 0.106345 | 0.7213 | 0.237198 |
| 10 | 0.032533 | 0.2207 | 0.41317 |
| 11 | -0.002949 | -0.02 | 0.492063 |
| 12 | 0.00189 | 0.0128 | 0.494913 |
| 13 | 0.024953 | 0.1692 | 0.433176 |
| 14 | 0.020701 | 0.1404 | 0.444477 |
| 15 | 0.049185 | 0.3336 | 0.370103 |
| 16 | 0.038352 | 0.2601 | 0.397967 |
| 17 | -0.004496 | -0.0305 | 0.487902 |
| 18 | -0.034624 | -0.2348 | 0.40769 |
| 19 | -0.060422 | -0.4098 | 0.341926 |
| 20 | -0.063316 | -0.4294 | 0.334807 |
| 21 | -0.054629 | -0.3705 | 0.356352 |
| 22 | -0.032195 | -0.2184 | 0.414058 |
| 23 | -0.02124 | -0.1441 | 0.443042 |
| 24 | -0.051805 | -0.3514 | 0.363462 |
| 25 | -0.054668 | -0.3708 | 0.356253 |
| 26 | -0.025795 | -0.1749 | 0.430944 |
| 27 | -0.028904 | -0.196 | 0.422723 |
| 28 | -0.044701 | -0.3032 | 0.38156 |
| 29 | -0.045706 | -0.31 | 0.378984 |
| 30 | -0.054817 | -0.3718 | 0.35588 |
| 31 | -0.104332 | -0.7076 | 0.241377 |
| 32 | -0.164569 | -1.1162 | 0.135075 |
| 33 | -0.225645 | -1.5304 | 0.066383 |
| 34 | -0.281782 | -1.9111 | 0.031115 |
| 35 | -0.326814 | -2.2166 | 0.015819 |
| 36 | -0.358236 | -2.4297 | 0.009537 |
| 37 | -0.369203 | -2.5041 | 0.007943 |
| 38 | -0.331447 | -2.248 | 0.014707 |
| 39 | -0.298341 | -2.0234 | 0.02443 |
| 40 | -0.28399 | -1.9261 | 0.030141 |
| 41 | -0.221263 | -1.5007 | 0.070136 |
| 42 | -0.160392 | -1.0878 | 0.141168 |
| 43 | -0.108609 | -0.7366 | 0.232546 |
| 44 | -0.07582 | -0.5142 | 0.304775 |
| 45 | -0.034645 | -0.235 | 0.407636 |
| 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 | 0.832723 | 5.6478 | 0 |
| 2 | -0.101141 | -0.686 | 0.248086 |
| 3 | -0.025791 | -0.1749 | 0.430953 |
| 4 | -0.097148 | -0.6589 | 0.256627 |
| 5 | 0.004246 | 0.0288 | 0.488576 |
| 6 | 0.088262 | 0.5986 | 0.27618 |
| 7 | 0.065556 | 0.4446 | 0.329339 |
| 8 | -0.058088 | -0.394 | 0.347712 |
| 9 | -0.055356 | -0.3754 | 0.354529 |
| 10 | -0.148332 | -1.006 | 0.159831 |
| 11 | 0.101494 | 0.6884 | 0.247341 |
| 12 | 0.109502 | 0.7427 | 0.230727 |
| 13 | 0.06348 | 0.4305 | 0.334405 |
| 14 | -0.128265 | -0.8699 | 0.194426 |
| 15 | 0.071002 | 0.4816 | 0.3162 |
| 16 | -0.11985 | -0.8129 | 0.210243 |
| 17 | -0.019267 | -0.1307 | 0.448302 |
| 18 | 0.027173 | 0.1843 | 0.427294 |
| 19 | -0.007229 | -0.049 | 0.480555 |
| 20 | 0.008547 | 0.058 | 0.477013 |
| 21 | -0.006236 | -0.0423 | 0.483222 |
| 22 | 0.015387 | 0.1044 | 0.458668 |
| 23 | 0.012484 | 0.0847 | 0.466446 |
| 24 | -0.156494 | -1.0614 | 0.147026 |
| 25 | 0.128027 | 0.8683 | 0.194863 |
| 26 | 0.107882 | 0.7317 | 0.234035 |
| 27 | -0.10526 | -0.7139 | 0.239446 |
| 28 | -0.118073 | -0.8008 | 0.213678 |
| 29 | 0.018699 | 0.1268 | 0.449818 |
| 30 | -0.021828 | -0.148 | 0.441478 |
| 31 | -0.100166 | -0.6794 | 0.250157 |
| 32 | -0.054158 | -0.3673 | 0.357532 |
| 33 | -0.087733 | -0.595 | 0.277369 |
| 34 | -0.119396 | -0.8098 | 0.211117 |
| 35 | -0.084945 | -0.5761 | 0.28367 |
| 36 | 0.00573 | 0.0389 | 0.484583 |
| 37 | 0.020348 | 0.138 | 0.44542 |
| 38 | 0.009561 | 0.0648 | 0.474288 |
| 39 | -0.037943 | -0.2573 | 0.39903 |
| 40 | -0.02716 | -0.1842 | 0.427331 |
| 41 | 0.091761 | 0.6224 | 0.268391 |
| 42 | 0.003176 | 0.0215 | 0.491453 |
| 43 | 0.056684 | 0.3845 | 0.351208 |
| 44 | -0.04414 | -0.2994 | 0.383003 |
| 45 | 0.008062 | 0.0547 | 0.478316 |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
