| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.970056 | 6.7904 | 0 |
| 2 | 0.927409 | 6.4919 | 0 |
| 3 | 0.881258 | 6.1688 | 0 |
| 4 | 0.826788 | 5.7875 | 0 |
| 5 | 0.761236 | 5.3286 | 1e-06 |
| 6 | 0.682464 | 4.7772 | 8e-06 |
| 7 | 0.600218 | 4.2015 | 5.6e-05 |
| 8 | 0.519003 | 3.633 | 0.000335 |
| 9 | 0.431717 | 3.022 | 0.001993 |
| 10 | 0.339374 | 2.3756 | 0.010738 |
| 11 | 0.250686 | 1.7548 | 0.042772 |
| 12 | 0.159923 | 1.1195 | 0.1342 |
| 13 | 0.072456 | 0.5072 | 0.307148 |
| 14 | -0.01217 | -0.0852 | 0.46623 |
| 15 | -0.094329 | -0.6603 | 0.256077 |
| 16 | -0.170869 | -1.1961 | 0.11871 |
| 17 | -0.234788 | -1.6435 | 0.053339 |
| 18 | -0.290021 | -2.0301 | 0.023894 |
| 19 | -0.336087 | -2.3526 | 0.011351 |
| 20 | -0.372497 | -2.6075 | 0.006027 |
| 21 | -0.399882 | -2.7992 | 0.003654 |
| 22 | -0.418667 | -2.9307 | 0.002563 |
| 23 | -0.43091 | -3.0164 | 0.002024 |
| 24 | -0.435758 | -3.0503 | 0.001842 |
| 25 | -0.433278 | -3.0329 | 0.001933 |
| 26 | -0.423215 | -2.9625 | 0.002349 |
| 27 | -0.408131 | -2.8569 | 0.00313 |
| 28 | -0.386143 | -2.703 | 0.004709 |
| 29 | -0.369097 | -2.5837 | 0.006404 |
| 30 | -0.352515 | -2.4676 | 0.008571 |
| 31 | -0.327896 | -2.2953 | 0.013019 |
| 32 | -0.301325 | -2.1093 | 0.020027 |
| 33 | -0.272496 | -1.9075 | 0.031165 |
| 34 | -0.242829 | -1.6998 | 0.047754 |
| 35 | -0.216875 | -1.5181 | 0.067704 |
| 36 | -0.187122 | -1.3099 | 0.098177 |
| 37 | -0.15944 | -1.1161 | 0.134916 |
| 38 | -0.135102 | -0.9457 | 0.174467 |
| 39 | -0.11219 | -0.7853 | 0.218021 |
| 40 | -0.091275 | -0.6389 | 0.262923 |
| 41 | -0.074101 | -0.5187 | 0.303149 |
| 42 | -0.059751 | -0.4183 | 0.338793 |
| 43 | -0.049803 | -0.3486 | 0.364433 |
| 44 | -0.044234 | -0.3096 | 0.379075 |
| 45 | -0.035293 | -0.2471 | 0.40295 |
| 46 | -0.024933 | -0.1745 | 0.431082 |
| 47 | -0.01405 | -0.0983 | 0.461028 |
| 48 | -0.005516 | -0.0386 | 0.484677 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.970056 | 6.7904 | 0 |
| 2 | -0.230515 | -1.6136 | 0.056518 |
| 3 | -0.03846 | -0.2692 | 0.394446 |
| 4 | -0.158037 | -1.1063 | 0.137008 |
| 5 | -0.176549 | -1.2358 | 0.111204 |
| 6 | -0.219649 | -1.5375 | 0.065297 |
| 7 | -0.035097 | -0.2457 | 0.403478 |
| 8 | 0.000752 | 0.0053 | 0.497911 |
| 9 | -0.126403 | -0.8848 | 0.190287 |
| 10 | -0.081867 | -0.5731 | 0.284609 |
| 11 | 0.041006 | 0.287 | 0.387644 |
| 12 | -0.142902 | -1.0003 | 0.161036 |
| 13 | 0.007846 | 0.0549 | 0.478212 |
| 14 | -0.02988 | -0.2092 | 0.417595 |
| 15 | -0.045502 | -0.3185 | 0.375725 |
| 16 | -0.035626 | -0.2494 | 0.402053 |
| 17 | 0.138441 | 0.9691 | 0.168631 |
| 18 | 0.005435 | 0.038 | 0.484905 |
| 19 | 0.027431 | 0.192 | 0.424262 |
| 20 | 0.039257 | 0.2748 | 0.392314 |
| 21 | 0.007057 | 0.0494 | 0.480401 |
| 22 | -0.064959 | -0.4547 | 0.325661 |
| 23 | -0.014445 | -0.1011 | 0.459936 |
| 24 | -0.002789 | -0.0195 | 0.492253 |
| 25 | -0.036016 | -0.2521 | 0.401004 |
| 26 | 0.006182 | 0.0433 | 0.48283 |
| 27 | 0.004979 | 0.0349 | 0.486169 |
| 28 | 0.004435 | 0.031 | 0.487681 |
| 29 | -0.222969 | -1.5608 | 0.062506 |
| 30 | -0.052798 | -0.3696 | 0.356643 |
| 31 | 0.073384 | 0.5137 | 0.30489 |
| 32 | -0.055582 | -0.3891 | 0.349454 |
| 33 | 0.064655 | 0.4526 | 0.326424 |
| 34 | 0.069335 | 0.4853 | 0.314796 |
| 35 | -0.102876 | -0.7201 | 0.237432 |
| 36 | 0.049889 | 0.3492 | 0.364209 |
| 37 | -0.029814 | -0.2087 | 0.417774 |
| 38 | -0.006676 | -0.0467 | 0.481458 |
| 39 | -0.073362 | -0.5135 | 0.304942 |
| 40 | 0.05158 | 0.3611 | 0.359803 |
| 41 | -0.055393 | -0.3878 | 0.34994 |
| 42 | -0.050171 | -0.3512 | 0.363472 |
| 43 | -0.0078 | -0.0546 | 0.478339 |
| 44 | -0.036171 | -0.2532 | 0.400587 |
| 45 | 0.017026 | 0.1192 | 0.452809 |
| 46 | 0.060481 | 0.4234 | 0.33694 |
| 47 | 0.047004 | 0.329 | 0.371769 |
| 48 | -0.049312 | -0.3452 | 0.365716 |
