| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.847469 | 7.8133 | 0 |
| 2 | 0.583797 | 5.3823 | 0 |
| 3 | 0.40528 | 3.7365 | 0.000169 |
| 4 | 0.416877 | 3.8434 | 0.000117 |
| 5 | 0.547095 | 5.044 | 1e-06 |
| 6 | 0.636269 | 5.8661 | 0 |
| 7 | 0.581391 | 5.3602 | 0 |
| 8 | 0.433124 | 3.9932 | 6.9e-05 |
| 9 | 0.3158 | 2.9115 | 0.002296 |
| 10 | 0.302077 | 2.785 | 0.003299 |
| 11 | 0.358587 | 3.306 | 0.000694 |
| 12 | 0.384402 | 3.544 | 0.000322 |
| 13 | 0.273114 | 2.518 | 0.006839 |
| 14 | 0.129941 | 1.198 | 0.117123 |
| 15 | 0.040855 | 0.3767 | 0.35368 |
| 16 | 0.032324 | 0.298 | 0.383211 |
| 17 | 0.060387 | 0.5567 | 0.289585 |
| 18 | 0.048926 | 0.4511 | 0.326541 |
| 19 | -0.04304 | -0.3968 | 0.34625 |
| 20 | -0.160153 | -1.4765 | 0.071747 |
| 21 | -0.235159 | -2.1681 | 0.016475 |
| 22 | -0.23683 | -2.1835 | 0.015879 |
| 23 | -0.193117 | -1.7805 | 0.039288 |
| 24 | -0.166847 | -1.5383 | 0.06385 |
| 25 | -0.228921 | -2.1105 | 0.018875 |
| 26 | -0.301664 | -2.7812 | 0.003334 |
| 27 | -0.34036 | -3.138 | 0.001169 |
| 28 | -0.327776 | -3.0219 | 0.001659 |
| 29 | -0.294399 | -2.7142 | 0.004021 |
| 30 | -0.278193 | -2.5648 | 0.00604 |
| 31 | -0.299409 | -2.7604 | 0.003535 |
| 32 | -0.336746 | -3.1046 | 0.001294 |
| 33 | -0.351756 | -3.243 | 0.000845 |
| 34 | -0.329331 | -3.0363 | 0.00159 |
| 35 | -0.282503 | -2.6045 | 0.005429 |
| 36 | -0.251499 | -2.3187 | 0.011406 |
| 37 | -0.27813 | -2.5642 | 0.006049 |
| 38 | -0.294401 | -2.7142 | 0.004021 |
| 39 | -0.272521 | -2.5125 | 0.006938 |
| 40 | -0.217113 | -2.0017 | 0.024254 |
| 41 | -0.170605 | -1.5729 | 0.059729 |
| 42 | -0.171644 | -1.5825 | 0.058627 |
| 43 | -0.223803 | -2.0634 | 0.021064 |
| 44 | -0.276766 | -2.5517 | 0.006255 |
| 45 | -0.260634 | -2.4029 | 0.00922 |
| 46 | -0.163427 | -1.5067 | 0.067795 |
| 47 | -0.055353 | -0.5103 | 0.305571 |
| 48 | -0.017624 | -0.1625 | 0.435656 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.847469 | 7.8133 | 0 |
| 2 | -0.476964 | -4.3974 | 1.6e-05 |
| 3 | 0.361821 | 3.3358 | 0.000631 |
| 4 | 0.400998 | 3.697 | 0.000193 |
| 5 | 0.138126 | 1.2735 | 0.103163 |
| 6 | -0.048013 | -0.4427 | 0.32957 |
| 7 | -0.099891 | -0.9209 | 0.179842 |
| 8 | 0.046358 | 0.4274 | 0.335083 |
| 9 | 0.047468 | 0.4376 | 0.33138 |
| 10 | -0.029334 | -0.2704 | 0.393735 |
| 11 | -0.051343 | -0.4734 | 0.318586 |
| 12 | -0.099663 | -0.9188 | 0.180387 |
| 13 | -0.382931 | -3.5304 | 0.000336 |
| 14 | 0.287919 | 2.6545 | 0.00474 |
| 15 | -0.158489 | -1.4612 | 0.073824 |
| 16 | -0.239412 | -2.2073 | 0.014995 |
| 17 | 0.005783 | 0.0533 | 0.478802 |
| 18 | -0.042882 | -0.3954 | 0.346786 |
| 19 | -0.136411 | -1.2576 | 0.105982 |
| 20 | -0.008921 | -0.0823 | 0.467321 |
| 21 | -0.085545 | -0.7887 | 0.216244 |
| 22 | 0.029433 | 0.2714 | 0.393386 |
| 23 | 0.047625 | 0.4391 | 0.330859 |
| 24 | 0.016226 | 0.1496 | 0.44072 |
| 25 | -0.050416 | -0.4648 | 0.321628 |
| 26 | 0.147164 | 1.3568 | 0.08922 |
| 27 | -0.027822 | -0.2565 | 0.39909 |
| 28 | 0.060982 | 0.5622 | 0.28772 |
| 29 | -0.035545 | -0.3277 | 0.37197 |
| 30 | 0.048837 | 0.4503 | 0.326835 |
| 31 | 0.074512 | 0.687 | 0.246986 |
| 32 | -0.14405 | -1.3281 | 0.093854 |
| 33 | 0.063418 | 0.5847 | 0.280153 |
| 34 | 0.022263 | 0.2053 | 0.418931 |
| 35 | -0.097122 | -0.8954 | 0.186546 |
| 36 | -0.059802 | -0.5513 | 0.291421 |
| 37 | -0.032539 | -0.3 | 0.382456 |
| 38 | 0.033329 | 0.3073 | 0.37969 |
| 39 | 0.018825 | 0.1736 | 0.431312 |
| 40 | -0.078602 | -0.7247 | 0.235321 |
| 41 | -0.06768 | -0.624 | 0.267155 |
| 42 | -0.112928 | -1.0411 | 0.150381 |
| 43 | -0.139548 | -1.2866 | 0.100869 |
| 44 | -0.016874 | -0.1556 | 0.43837 |
| 45 | 0.122984 | 1.1339 | 0.130021 |
| 46 | 0.04391 | 0.4048 | 0.343309 |
| 47 | -0.087267 | -0.8046 | 0.211658 |
| 48 | 0.012225 | 0.1127 | 0.455265 |
