| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.95017 | 7.1104 | 0 |
| 2 | 0.903542 | 6.7615 | 0 |
| 3 | 0.852769 | 6.3815 | 0 |
| 4 | 0.798983 | 5.979 | 0 |
| 5 | 0.745384 | 5.5779 | 0 |
| 6 | 0.694235 | 5.1952 | 1e-06 |
| 7 | 0.643651 | 4.8166 | 6e-06 |
| 8 | 0.594009 | 4.4452 | 2.1e-05 |
| 9 | 0.544932 | 4.0779 | 7.3e-05 |
| 10 | 0.498304 | 3.729 | 0.000225 |
| 11 | 0.448286 | 3.3547 | 0.000716 |
| 12 | 0.395629 | 2.9606 | 0.002248 |
| 13 | 0.348625 | 2.6089 | 0.005814 |
| 14 | 0.299359 | 2.2402 | 0.014532 |
| 15 | 0.251413 | 1.8814 | 0.03256 |
| 16 | 0.204032 | 1.5268 | 0.066216 |
| 17 | 0.159476 | 1.1934 | 0.11887 |
| 18 | 0.112283 | 0.8403 | 0.20217 |
| 19 | 0.062453 | 0.4674 | 0.32103 |
| 20 | 0.014318 | 0.1071 | 0.457528 |
| 21 | -0.031368 | -0.2347 | 0.407635 |
| 22 | -0.076112 | -0.5696 | 0.285625 |
| 23 | -0.118783 | -0.8889 | 0.188932 |
| 24 | -0.155426 | -1.1631 | 0.124861 |
| 25 | -0.193199 | -1.4458 | 0.076908 |
| 26 | -0.229653 | -1.7186 | 0.045609 |
| 27 | -0.262905 | -1.9674 | 0.027049 |
| 28 | -0.289751 | -2.1683 | 0.0172 |
| 29 | -0.318105 | -2.3805 | 0.010359 |
| 30 | -0.340053 | -2.5447 | 0.00686 |
| 31 | -0.359175 | -2.6878 | 0.004727 |
| 32 | -0.375471 | -2.8098 | 0.003408 |
| 33 | -0.392521 | -2.9374 | 0.002399 |
| 34 | -0.403165 | -3.017 | 0.001918 |
| 35 | -0.409853 | -3.0671 | 0.001663 |
| 36 | -0.413715 | -3.096 | 0.001531 |
| 37 | -0.414375 | -3.1009 | 0.001509 |
| 38 | -0.411831 | -3.0819 | 0.001594 |
| 39 | -0.409665 | -3.0656 | 0.00167 |
| 40 | -0.408252 | -3.0551 | 0.001721 |
| 41 | -0.403636 | -3.0205 | 0.001899 |
| 42 | -0.395441 | -2.9592 | 0.002257 |
| 43 | -0.383289 | -2.8683 | 0.002905 |
| 44 | -0.372645 | -2.7886 | 0.003609 |
| 45 | -0.353711 | -2.6469 | 0.005264 |
| 46 | -0.335531 | -2.5109 | 0.007478 |
| 47 | -0.317728 | -2.3777 | 0.010431 |
| 48 | -0.295968 | -2.2148 | 0.015429 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.95017 | 7.1104 | 0 |
| 2 | 0.007405 | 0.0554 | 0.478002 |
| 3 | -0.066143 | -0.495 | 0.31128 |
| 4 | -0.061176 | -0.4578 | 0.324434 |
| 5 | -0.028453 | -0.2129 | 0.416082 |
| 6 | -0.002663 | -0.0199 | 0.492085 |
| 7 | -0.021688 | -0.1623 | 0.435828 |
| 8 | -0.022735 | -0.1701 | 0.432759 |
| 9 | -0.026944 | -0.2016 | 0.420469 |
| 10 | -0.007092 | -0.0531 | 0.478931 |
| 11 | -0.065162 | -0.4876 | 0.313858 |
| 12 | -0.066383 | -0.4968 | 0.310651 |
| 13 | 0.021124 | 0.1581 | 0.437482 |
| 14 | -0.049763 | -0.3724 | 0.355502 |
| 15 | -0.026914 | -0.2014 | 0.420555 |
| 16 | -0.035121 | -0.2628 | 0.396825 |
| 17 | -0.010469 | -0.0783 | 0.468916 |
| 18 | -0.063763 | -0.4772 | 0.317554 |
| 19 | -0.075461 | -0.5647 | 0.287266 |
| 20 | -0.031211 | -0.2336 | 0.408087 |
| 21 | -0.015673 | -0.1173 | 0.453526 |
| 22 | -0.028954 | -0.2167 | 0.414625 |
| 23 | -0.033925 | -0.2539 | 0.400262 |
| 24 | 0.011126 | 0.0833 | 0.466973 |
| 25 | -0.051952 | -0.3888 | 0.349458 |
| 26 | -0.043093 | -0.3225 | 0.374145 |
| 27 | -0.019449 | -0.1455 | 0.442401 |
| 28 | 0.022288 | 0.1668 | 0.434069 |
| 29 | -0.048893 | -0.3659 | 0.357916 |
| 30 | 0.010651 | 0.0797 | 0.468378 |
| 31 | -0.014739 | -0.1103 | 0.456283 |
| 32 | -0.011987 | -0.0897 | 0.464423 |
| 33 | -0.048785 | -0.3651 | 0.358215 |
| 34 | 0.014077 | 0.1053 | 0.458241 |
| 35 | 0.009346 | 0.0699 | 0.472247 |
| 36 | 0.004075 | 0.0305 | 0.487891 |
| 37 | -0.004734 | -0.0354 | 0.485934 |
| 38 | -0.006087 | -0.0455 | 0.481916 |
| 39 | -0.032235 | -0.2412 | 0.405132 |
| 40 | -0.037549 | -0.281 | 0.389877 |
| 41 | -0.009292 | -0.0695 | 0.472406 |
| 42 | 0.016333 | 0.1222 | 0.451578 |
| 43 | 0.024648 | 0.1844 | 0.427164 |
| 44 | -0.037685 | -0.282 | 0.389487 |
| 45 | 0.045707 | 0.342 | 0.366802 |
| 46 | -0.016802 | -0.1257 | 0.450197 |
| 47 | -0.024477 | -0.1832 | 0.427664 |
| 48 | 0.016807 | 0.1258 | 0.450181 |
