| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.912179 | 9.1673 | 0 |
| 2 | 0.864473 | 8.6878 | 0 |
| 3 | 0.833177 | 8.3733 | 0 |
| 4 | 0.809601 | 8.1364 | 0 |
| 5 | 0.749525 | 7.5326 | 0 |
| 6 | 0.686157 | 6.8958 | 0 |
| 7 | 0.65384 | 6.571 | 0 |
| 8 | 0.637408 | 6.4059 | 0 |
| 9 | 0.621054 | 6.2415 | 0 |
| 10 | 0.568911 | 5.7175 | 0 |
| 11 | 0.528503 | 5.3114 | 0 |
| 12 | 0.498327 | 5.0081 | 1e-06 |
| 13 | 0.484136 | 4.8655 | 2e-06 |
| 14 | 0.377732 | 3.7962 | 0.000125 |
| 15 | 0.303719 | 3.0523 | 0.001451 |
| 16 | 0.242568 | 2.4378 | 0.008262 |
| 17 | 0.203535 | 2.0455 | 0.021703 |
| 18 | 0.13027 | 1.3092 | 0.096718 |
| 19 | 0.067164 | 0.675 | 0.250613 |
| 20 | 0.035089 | 0.3526 | 0.362546 |
| 21 | -0.002381 | -0.0239 | 0.490477 |
| 22 | -0.019988 | -0.2009 | 0.420599 |
| 23 | -0.067859 | -0.682 | 0.248408 |
| 24 | -0.102932 | -1.0345 | 0.151698 |
| 25 | -0.125627 | -1.2625 | 0.104833 |
| 26 | -0.135825 | -1.365 | 0.08764 |
| 27 | -0.204421 | -2.0544 | 0.021259 |
| 28 | -0.257948 | -2.5923 | 0.005473 |
| 29 | -0.296186 | -2.9766 | 0.001824 |
| 30 | -0.307896 | -3.0943 | 0.001276 |
| 31 | -0.357427 | -3.5921 | 0.000254 |
| 32 | -0.39276 | -3.9472 | 7.3e-05 |
| 33 | -0.397328 | -3.9931 | 6.2e-05 |
| 34 | -0.412083 | -4.1414 | 3.6e-05 |
| 35 | -0.401533 | -4.0354 | 5.3e-05 |
| 36 | -0.425921 | -4.2805 | 2.1e-05 |
| 37 | -0.428246 | -4.3038 | 1.9e-05 |
| 38 | -0.421509 | -4.2361 | 2.5e-05 |
| 39 | -0.403578 | -4.0559 | 4.9e-05 |
| 40 | -0.425899 | -4.2802 | 2.1e-05 |
| 41 | -0.445949 | -4.4817 | 1e-05 |
| 42 | -0.444124 | -4.4634 | 1.1e-05 |
| 43 | -0.421493 | -4.236 | 2.5e-05 |
| 44 | -0.433586 | -4.3575 | 1.6e-05 |
| 45 | -0.439882 | -4.4208 | 1.2e-05 |
| 46 | -0.415062 | -4.1713 | 3.2e-05 |
| 47 | -0.400005 | -4.02 | 5.6e-05 |
| 48 | -0.363809 | -3.6562 | 0.000204 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.912179 | 9.1673 | 0 |
| 2 | 0.192948 | 1.9391 | 0.02764 |
| 3 | 0.128461 | 1.291 | 0.099823 |
| 4 | 0.092214 | 0.9267 | 0.178134 |
| 5 | -0.188335 | -1.8927 | 0.030628 |
| 6 | -0.139908 | -1.4061 | 0.081388 |
| 7 | 0.0839 | 0.8432 | 0.200558 |
| 8 | 0.132691 | 1.3335 | 0.092679 |
| 9 | 0.134655 | 1.3533 | 0.089496 |
| 10 | -0.153455 | -1.5422 | 0.063076 |
| 11 | -0.113492 | -1.1406 | 0.12837 |
| 12 | -0.073187 | -0.7355 | 0.231863 |
| 13 | 0.098591 | 0.9908 | 0.162069 |
| 14 | -0.469912 | -4.7226 | 4e-06 |
| 15 | -0.060761 | -0.6106 | 0.271406 |
| 16 | -0.075974 | -0.7635 | 0.223465 |
| 17 | 0.101285 | 1.0179 | 0.155578 |
| 18 | -0.050877 | -0.5113 | 0.305127 |
| 19 | 0.059145 | 0.5944 | 0.276789 |
| 20 | 0.011813 | 0.1187 | 0.452868 |
| 21 | -0.135 | -1.3567 | 0.088946 |
| 22 | 0.09904 | 0.9953 | 0.160974 |
| 23 | 0.015043 | 0.1512 | 0.440068 |
| 24 | -0.012638 | -0.127 | 0.449591 |
| 25 | 0.054108 | 0.5438 | 0.293896 |
| 26 | 0.028667 | 0.2881 | 0.386929 |
| 27 | -0.104657 | -1.0518 | 0.147703 |
| 28 | -0.140422 | -1.4112 | 0.080625 |
| 29 | -0.068908 | -0.6925 | 0.2451 |
| 30 | 0.050233 | 0.5048 | 0.307388 |
| 31 | -0.089591 | -0.9004 | 0.185031 |
| 32 | 0.014081 | 0.1415 | 0.443872 |
| 33 | 0.048939 | 0.4918 | 0.311954 |
| 34 | -0.077383 | -0.7777 | 0.219285 |
| 35 | 0.044506 | 0.4473 | 0.327816 |
| 36 | -0.066404 | -0.6674 | 0.253034 |
| 37 | 0.022637 | 0.2275 | 0.410249 |
| 38 | 0.059038 | 0.5933 | 0.277145 |
| 39 | 0.037213 | 0.374 | 0.3546 |
| 40 | 0.028745 | 0.2889 | 0.386632 |
| 41 | -0.06061 | -0.6091 | 0.271905 |
| 42 | -0.047371 | -0.4761 | 0.317526 |
| 43 | 0.025127 | 0.2525 | 0.400576 |
| 44 | -0.048857 | -0.491 | 0.312242 |
| 45 | -0.053243 | -0.5351 | 0.296883 |
| 46 | 0.041661 | 0.4187 | 0.338167 |
| 47 | -0.045223 | -0.4545 | 0.325228 |
| 48 | 0.059996 | 0.603 | 0.273945 |
