| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.970249 | 8.2898 | 0 |
| 2 | 0.938893 | 8.0219 | 0 |
| 3 | 0.902531 | 7.7112 | 0 |
| 4 | 0.86737 | 7.4108 | 0 |
| 5 | 0.832052 | 7.1091 | 0 |
| 6 | 0.792719 | 6.773 | 0 |
| 7 | 0.752071 | 6.4257 | 0 |
| 8 | 0.709108 | 6.0586 | 0 |
| 9 | 0.664411 | 5.6767 | 0 |
| 10 | 0.620427 | 5.3009 | 1e-06 |
| 11 | 0.573908 | 4.9035 | 3e-06 |
| 12 | 0.52558 | 4.4906 | 1.3e-05 |
| 13 | 0.479547 | 4.0973 | 5.4e-05 |
| 14 | 0.43638 | 3.7284 | 0.000189 |
| 15 | 0.390909 | 3.3399 | 0.000661 |
| 16 | 0.344675 | 2.9449 | 0.002166 |
| 17 | 0.29778 | 2.5442 | 0.006534 |
| 18 | 0.25247 | 2.1571 | 0.017145 |
| 19 | 0.209609 | 1.7909 | 0.038727 |
| 20 | 0.166204 | 1.42 | 0.079926 |
| 21 | 0.129273 | 1.1045 | 0.136499 |
| 22 | 0.091681 | 0.7833 | 0.217985 |
| 23 | 0.059516 | 0.5085 | 0.306316 |
| 24 | 0.029216 | 0.2496 | 0.401791 |
| 25 | -0.00243 | -0.0208 | 0.491746 |
| 26 | -0.031466 | -0.2688 | 0.394405 |
| 27 | -0.060968 | -0.5209 | 0.302004 |
| 28 | -0.086702 | -0.7408 | 0.2306 |
| 29 | -0.111867 | -0.9558 | 0.171167 |
| 30 | -0.135506 | -1.1578 | 0.125367 |
| 31 | -0.157225 | -1.3433 | 0.091663 |
| 32 | -0.178246 | -1.5229 | 0.066048 |
| 33 | -0.199121 | -1.7013 | 0.046572 |
| 34 | -0.220693 | -1.8856 | 0.031664 |
| 35 | -0.242341 | -2.0706 | 0.020968 |
| 36 | -0.264318 | -2.2583 | 0.013457 |
| 37 | -0.285505 | -2.4394 | 0.008572 |
| 38 | -0.305811 | -2.6129 | 0.005448 |
| 39 | -0.326146 | -2.7866 | 0.003392 |
| 40 | -0.345116 | -2.9487 | 0.002142 |
| 41 | -0.362691 | -3.0988 | 0.001379 |
| 42 | -0.378696 | -3.2356 | 0.000913 |
| 43 | -0.391921 | -3.3486 | 0.000644 |
| 44 | -0.402198 | -3.4364 | 0.000488 |
| 45 | -0.409233 | -3.4965 | 0.000403 |
| 46 | -0.415123 | -3.5468 | 0.000343 |
| 47 | -0.417152 | -3.5641 | 0.000324 |
| 48 | -0.419616 | -3.5852 | 0.000303 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.970249 | 8.2898 | 0 |
| 2 | -0.042478 | -0.3629 | 0.358853 |
| 3 | -0.101021 | -0.8631 | 0.195447 |
| 4 | 0.005681 | 0.0485 | 0.48071 |
| 5 | -0.01562 | -0.1335 | 0.447098 |
| 6 | -0.092404 | -0.7895 | 0.216188 |
| 7 | -0.041234 | -0.3523 | 0.362813 |
| 8 | -0.050995 | -0.4357 | 0.332171 |
| 9 | -0.054674 | -0.4671 | 0.320898 |
| 10 | -0.009848 | -0.0841 | 0.466588 |
| 11 | -0.065282 | -0.5578 | 0.289353 |
| 12 | -0.062561 | -0.5345 | 0.297303 |
| 13 | 0.020811 | 0.1778 | 0.429684 |
| 14 | 0.024855 | 0.2124 | 0.416209 |
| 15 | -0.082923 | -0.7085 | 0.240447 |
| 16 | -0.044416 | -0.3795 | 0.352712 |
| 17 | -0.029236 | -0.2498 | 0.401724 |
| 18 | -0.011683 | -0.0998 | 0.460382 |
| 19 | 0.001993 | 0.017 | 0.493232 |
| 20 | -0.049999 | -0.4272 | 0.335249 |
| 21 | 0.070971 | 0.6064 | 0.273073 |
| 22 | -0.037539 | -0.3207 | 0.374664 |
| 23 | 0.045054 | 0.3849 | 0.350699 |
| 24 | -0.006253 | -0.0534 | 0.478768 |
| 25 | -0.067848 | -0.5797 | 0.281952 |
| 26 | 0.009146 | 0.0781 | 0.468965 |
| 27 | -0.035876 | -0.3065 | 0.38004 |
| 28 | 0.003836 | 0.0328 | 0.486973 |
| 29 | -0.036831 | -0.3147 | 0.37695 |
| 30 | -0.008514 | -0.0727 | 0.471105 |
| 31 | -0.006866 | -0.0587 | 0.476692 |
| 32 | -0.025805 | -0.2205 | 0.413056 |
| 33 | -0.039961 | -0.3414 | 0.366882 |
| 34 | -0.048931 | -0.4181 | 0.338564 |
| 35 | -0.039871 | -0.3407 | 0.367171 |
| 36 | -0.03817 | -0.3261 | 0.372632 |
| 37 | -0.035975 | -0.3074 | 0.379719 |
| 38 | -0.030833 | -0.2634 | 0.396476 |
| 39 | -0.034258 | -0.2927 | 0.38529 |
| 40 | -0.015833 | -0.1353 | 0.446382 |
| 41 | 0.005922 | 0.0506 | 0.479893 |
| 42 | -0.026036 | -0.2224 | 0.412293 |
| 43 | 0.024651 | 0.2106 | 0.416887 |
| 44 | 0.022638 | 0.1934 | 0.423584 |
| 45 | 0.011664 | 0.0997 | 0.460446 |
| 46 | -0.008109 | -0.0693 | 0.472477 |
| 47 | 0.020923 | 0.1788 | 0.429308 |
| 48 | -0.030376 | -0.2595 | 0.397978 |
