| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.89423 | 5.9987 | 0 |
| 2 | 0.780912 | 5.2385 | 2e-06 |
| 3 | 0.669271 | 4.4896 | 2.5e-05 |
| 4 | 0.560118 | 3.7574 | 0.000246 |
| 5 | 0.460335 | 3.088 | 0.001723 |
| 6 | 0.379481 | 2.5456 | 0.007202 |
| 7 | 0.312159 | 2.094 | 0.020961 |
| 8 | 0.256636 | 1.7216 | 0.046008 |
| 9 | 0.218593 | 1.4664 | 0.074751 |
| 10 | 0.179958 | 1.2072 | 0.116832 |
| 11 | 0.130372 | 0.8746 | 0.193229 |
| 12 | 0.098502 | 0.6608 | 0.256064 |
| 13 | 0.081032 | 0.5436 | 0.294707 |
| 14 | 0.073507 | 0.4931 | 0.31217 |
| 15 | 0.083247 | 0.5584 | 0.289658 |
| 16 | 0.082183 | 0.5513 | 0.292078 |
| 17 | 0.065197 | 0.4374 | 0.331974 |
| 18 | 0.034128 | 0.2289 | 0.409977 |
| 19 | -0.005852 | -0.0393 | 0.48443 |
| 20 | -0.046244 | -0.3102 | 0.378914 |
| 21 | -0.088702 | -0.595 | 0.277401 |
| 22 | -0.119246 | -0.7999 | 0.213978 |
| 23 | -0.143846 | -0.9649 | 0.169864 |
| 24 | -0.155831 | -1.0453 | 0.150723 |
| 25 | -0.16203 | -1.0869 | 0.141428 |
| 26 | -0.16589 | -1.1128 | 0.135846 |
| 27 | -0.172257 | -1.1555 | 0.126986 |
| 28 | -0.18644 | -1.2507 | 0.108759 |
| 29 | -0.211225 | -1.4169 | 0.081693 |
| 30 | -0.242638 | -1.6277 | 0.055289 |
| 31 | -0.28089 | -1.8843 | 0.032999 |
| 32 | -0.309619 | -2.077 | 0.02177 |
| 33 | -0.330452 | -2.2167 | 0.015869 |
| 34 | -0.341915 | -2.2936 | 0.013267 |
| 35 | -0.353103 | -2.3687 | 0.011102 |
| 36 | -0.363441 | -2.438 | 0.00939 |
| 37 | -0.375197 | -2.5169 | 0.007736 |
| 38 | -0.378767 | -2.5408 | 0.007288 |
| 39 | -0.366274 | -2.457 | 0.008964 |
| 40 | -0.331106 | -2.2211 | 0.015709 |
| 41 | -0.280761 | -1.8834 | 0.033059 |
| 42 | -0.220623 | -1.48 | 0.072922 |
| 43 | -0.152498 | -1.023 | 0.15589 |
| 44 | -0.075011 | -0.5032 | 0.308642 |
| 45 | NA | NA | NA |
| 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 | 0.89423 | 5.9987 | 0 |
| 2 | -0.093516 | -0.6273 | 0.266807 |
| 3 | -0.053991 | -0.3622 | 0.359456 |
| 4 | -0.054911 | -0.3684 | 0.357169 |
| 5 | -0.023252 | -0.156 | 0.438374 |
| 6 | 0.024326 | 0.1632 | 0.435552 |
| 7 | 0.002195 | 0.0147 | 0.49416 |
| 8 | 0.001427 | 0.0096 | 0.496202 |
| 9 | 0.037141 | 0.2491 | 0.402191 |
| 10 | -0.043075 | -0.289 | 0.386972 |
| 11 | -0.086283 | -0.5788 | 0.282804 |
| 12 | 0.056534 | 0.3792 | 0.353147 |
| 13 | 0.043446 | 0.2914 | 0.386024 |
| 14 | 0.032576 | 0.2185 | 0.414003 |
| 15 | 0.069222 | 0.4644 | 0.322316 |
| 16 | -0.068334 | -0.4584 | 0.324436 |
| 17 | -0.07838 | -0.5258 | 0.300809 |
| 18 | -0.076953 | -0.5162 | 0.304115 |
| 19 | -0.057725 | -0.3872 | 0.350205 |
| 20 | -0.002822 | -0.0189 | 0.492491 |
| 21 | -0.034574 | -0.2319 | 0.408822 |
| 22 | 0.006868 | 0.0461 | 0.481729 |
| 23 | -0.020943 | -0.1405 | 0.444449 |
| 24 | 0.005406 | 0.0363 | 0.485615 |
| 25 | -0.019544 | -0.1311 | 0.448139 |
| 26 | -0.000103 | -7e-04 | 0.499727 |
| 27 | -0.023478 | -0.1575 | 0.437778 |
| 28 | -0.058646 | -0.3934 | 0.347937 |
| 29 | -0.086568 | -0.5807 | 0.282164 |
| 30 | -0.089072 | -0.5975 | 0.276579 |
| 31 | -0.092749 | -0.6222 | 0.268482 |
| 32 | -0.012128 | -0.0814 | 0.467759 |
| 33 | -0.00946 | -0.0635 | 0.474842 |
| 34 | 0.003179 | 0.0213 | 0.491541 |
| 35 | -0.046469 | -0.3117 | 0.378346 |
| 36 | -0.044778 | -0.3004 | 0.382634 |
| 37 | -0.060338 | -0.4048 | 0.343787 |
| 38 | -0.000804 | -0.0054 | 0.497861 |
| 39 | 0.039837 | 0.2672 | 0.395254 |
| 40 | 0.084535 | 0.5671 | 0.28674 |
| 41 | 0.05264 | 0.3531 | 0.362823 |
| 42 | 0.019236 | 0.129 | 0.448952 |
| 43 | 0.03992 | 0.2678 | 0.395042 |
| 44 | 0.089896 | 0.603 | 0.274753 |
| 45 | NA | NA | NA |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
