| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.803317 | 10.4122 | 0 |
| 2 | 0.443069 | 5.7428 | 0 |
| 3 | -0.011396 | -0.1477 | 0.441375 |
| 4 | -0.45167 | -5.8543 | 0 |
| 5 | -0.757133 | -9.8136 | 0 |
| 6 | -0.868159 | -11.2526 | 0 |
| 7 | -0.748508 | -9.7018 | 0 |
| 8 | -0.433509 | -5.6189 | 0 |
| 9 | 0.001791 | 0.0232 | 0.490752 |
| 10 | 0.433734 | 5.6218 | 0 |
| 11 | 0.753782 | 9.7701 | 0 |
| 12 | 0.870128 | 11.2781 | 0 |
| 13 | 0.712437 | 9.2342 | 0 |
| 14 | 0.383594 | 4.9719 | 1e-06 |
| 15 | -0.039253 | -0.5088 | 0.305786 |
| 16 | -0.417872 | -5.4162 | 0 |
| 17 | -0.689482 | -8.9367 | 0 |
| 18 | -0.784875 | -10.1731 | 0 |
| 19 | -0.668 | -8.6583 | 0 |
| 20 | -0.38585 | -5.0012 | 1e-06 |
| 21 | 0.014363 | 0.1862 | 0.426272 |
| 22 | 0.41346 | 5.3591 | 0 |
| 23 | 0.681863 | 8.838 | 0 |
| 24 | 0.776447 | 10.0639 | 0 |
| 25 | 0.641142 | 8.3101 | 0 |
| 26 | 0.351356 | 4.5541 | 5e-06 |
| 27 | -0.027047 | -0.3506 | 0.363177 |
| 28 | -0.389988 | -5.0548 | 1e-06 |
| 29 | -0.638776 | -8.2795 | 0 |
| 30 | -0.725397 | -9.4022 | 0 |
| 31 | -0.61967 | -8.0318 | 0 |
| 32 | -0.363228 | -4.708 | 3e-06 |
| 33 | 0.005507 | 0.0714 | 0.47159 |
| 34 | 0.362332 | 4.6964 | 3e-06 |
| 35 | 0.616129 | 7.9859 | 0 |
| 36 | 0.709178 | 9.192 | 0 |
| 37 | 0.588139 | 7.6232 | 0 |
| 38 | 0.330991 | 4.2901 | 1.5e-05 |
| 39 | -0.01634 | -0.2118 | 0.416265 |
| 40 | -0.350123 | -4.5381 | 5e-06 |
| 41 | -0.580392 | -7.5227 | 0 |
| 42 | -0.66365 | -8.6019 | 0 |
| 43 | -0.568291 | -7.3659 | 0 |
| 44 | -0.339387 | -4.399 | 1e-05 |
| 45 | -0.011167 | -0.1447 | 0.442544 |
| 46 | 0.316942 | 4.108 | 3.1e-05 |
| 47 | 0.556793 | 7.2169 | 0 |
| 48 | 0.650699 | 8.434 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.803317 | 10.4122 | 0 |
| 2 | -0.570224 | -7.3909 | 0 |
| 3 | -0.468789 | -6.0762 | 0 |
| 4 | -0.391447 | -5.0737 | 1e-06 |
| 5 | -0.258879 | -3.3555 | 0.00049 |
| 6 | -0.26858 | -3.4812 | 0.000318 |
| 7 | -0.151482 | -1.9634 | 0.025624 |
| 8 | -0.0672 | -0.871 | 0.192494 |
| 9 | 0.085757 | 1.1115 | 0.133963 |
| 10 | 0.11087 | 1.437 | 0.076283 |
| 11 | 0.179701 | 2.3292 | 0.010519 |
| 12 | 0.138307 | 1.7927 | 0.037413 |
| 13 | -0.224426 | -2.9089 | 0.002059 |
| 14 | -0.017848 | -0.2313 | 0.408666 |
| 15 | -0.009822 | -0.1273 | 0.449423 |
| 16 | 0.221479 | 2.8707 | 0.002311 |
| 17 | 0.026657 | 0.3455 | 0.365069 |
| 18 | -0.023684 | -0.307 | 0.379617 |
| 19 | -0.026834 | -0.3478 | 0.36421 |
| 20 | -0.108289 | -1.4036 | 0.081143 |
| 21 | 0.043331 | 0.5616 | 0.287558 |
| 22 | 0.108563 | 1.4071 | 0.080617 |
| 23 | -0.052527 | -0.6808 | 0.248461 |
| 24 | 0.118047 | 1.5301 | 0.063941 |
| 25 | -0.023354 | -0.3027 | 0.381247 |
| 26 | 0.073707 | 0.9553 | 0.170387 |
| 27 | -0.030842 | -0.3998 | 0.344921 |
| 28 | -0.107584 | -1.3944 | 0.082513 |
| 29 | 0.066548 | 0.8626 | 0.194806 |
| 30 | -0.003937 | -0.051 | 0.47968 |
| 31 | 0.033707 | 0.4369 | 0.331376 |
| 32 | -0.102267 | -1.3255 | 0.093398 |
| 33 | -0.023523 | -0.3049 | 0.38041 |
| 34 | -0.071735 | -0.9298 | 0.176907 |
| 35 | 0.003334 | 0.0432 | 0.482793 |
| 36 | 0.06885 | 0.8924 | 0.186728 |
| 37 | -0.08188 | -1.0613 | 0.145041 |
| 38 | -0.03377 | -0.4377 | 0.331079 |
| 39 | -0.015721 | -0.2038 | 0.419392 |
| 40 | -0.02543 | -0.3296 | 0.371053 |
| 41 | 0.03925 | 0.5087 | 0.305801 |
| 42 | -0.021457 | -0.2781 | 0.390635 |
| 43 | -0.018735 | -0.2428 | 0.404214 |
| 44 | -0.073706 | -0.9553 | 0.170389 |
| 45 | -0.042674 | -0.5531 | 0.290461 |
| 46 | 0.017386 | 0.2253 | 0.410991 |
| 47 | -0.005416 | -0.0702 | 0.47206 |
| 48 | 0.055707 | 0.722 | 0.235634 |
