| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.95675 | 8.0617 | 0 |
| 2 | 0.912426 | 7.6882 | 0 |
| 3 | 0.868108 | 7.3148 | 0 |
| 4 | 0.820264 | 6.9117 | 0 |
| 5 | 0.772441 | 6.5087 | 0 |
| 6 | 0.727012 | 6.1259 | 0 |
| 7 | 0.681728 | 5.7443 | 0 |
| 8 | 0.637309 | 5.3701 | 0 |
| 9 | 0.591931 | 4.9877 | 2e-06 |
| 10 | 0.547245 | 4.6112 | 9e-06 |
| 11 | 0.503106 | 4.2392 | 3.3e-05 |
| 12 | 0.46107 | 3.885 | 0.000114 |
| 13 | 0.420567 | 3.5438 | 0.000351 |
| 14 | 0.381194 | 3.212 | 0.000991 |
| 15 | 0.3435 | 2.8944 | 0.002522 |
| 16 | 0.305921 | 2.5777 | 0.006011 |
| 17 | 0.269105 | 2.2675 | 0.013202 |
| 18 | 0.234745 | 1.978 | 0.025905 |
| 19 | 0.202354 | 1.7051 | 0.046277 |
| 20 | 0.171103 | 1.4417 | 0.076886 |
| 21 | 0.14157 | 1.1929 | 0.118442 |
| 22 | 0.111726 | 0.9414 | 0.174841 |
| 23 | 0.082476 | 0.695 | 0.244677 |
| 24 | 0.054835 | 0.4621 | 0.322728 |
| 25 | 0.028131 | 0.237 | 0.406655 |
| 26 | 0.000799 | 0.0067 | 0.497322 |
| 27 | -0.02687 | -0.2264 | 0.410766 |
| 28 | -0.055499 | -0.4676 | 0.320735 |
| 29 | -0.084834 | -0.7148 | 0.238531 |
| 30 | -0.111622 | -0.9405 | 0.175065 |
| 31 | -0.136622 | -1.1512 | 0.126757 |
| 32 | -0.16209 | -1.3658 | 0.088157 |
| 33 | -0.186706 | -1.5732 | 0.060057 |
| 34 | -0.210146 | -1.7707 | 0.04045 |
| 35 | -0.232549 | -1.9595 | 0.026991 |
| 36 | -0.250665 | -2.1121 | 0.019097 |
| 37 | -0.265136 | -2.2341 | 0.014314 |
| 38 | -0.278603 | -2.3476 | 0.010844 |
| 39 | -0.290472 | -2.4476 | 0.008429 |
| 40 | -0.301689 | -2.5421 | 0.006602 |
| 41 | -0.312926 | -2.6368 | 0.005137 |
| 42 | -0.321348 | -2.7077 | 0.004241 |
| 43 | -0.327899 | -2.7629 | 0.003645 |
| 44 | -0.335154 | -2.8241 | 0.003075 |
| 45 | -0.342853 | -2.8889 | 0.002561 |
| 46 | -0.35122 | -2.9594 | 0.002093 |
| 47 | -0.360432 | -3.0371 | 0.00167 |
| 48 | -0.367953 | -3.1004 | 0.001385 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.95675 | 8.0617 | 0 |
| 2 | -0.034788 | -0.2931 | 0.385139 |
| 3 | -0.022949 | -0.1934 | 0.423609 |
| 4 | -0.065467 | -0.5516 | 0.291464 |
| 5 | -0.025138 | -0.2118 | 0.41643 |
| 6 | 0.001365 | 0.0115 | 0.495427 |
| 7 | -0.02356 | -0.1985 | 0.421603 |
| 8 | -0.016666 | -0.1404 | 0.44436 |
| 9 | -0.04101 | -0.3456 | 0.365348 |
| 10 | -0.020174 | -0.17 | 0.432752 |
| 11 | -0.022633 | -0.1907 | 0.424648 |
| 12 | -0.003303 | -0.0278 | 0.488937 |
| 13 | -0.011216 | -0.0945 | 0.462486 |
| 14 | -0.016732 | -0.141 | 0.444139 |
| 15 | -0.010581 | -0.0892 | 0.464604 |
| 16 | -0.028927 | -0.2437 | 0.404065 |
| 17 | -0.01951 | -0.1644 | 0.434943 |
| 18 | -0.001047 | -0.0088 | 0.496492 |
| 19 | -0.004814 | -0.0406 | 0.483879 |
| 20 | -0.015 | -0.1264 | 0.449889 |
| 21 | -0.010103 | -0.0851 | 0.466198 |
| 22 | -0.03295 | -0.2776 | 0.391047 |
| 23 | -0.020791 | -0.1752 | 0.430714 |
| 24 | -0.008986 | -0.0757 | 0.469927 |
| 25 | -0.015607 | -0.1315 | 0.447872 |
| 26 | -0.03516 | -0.2963 | 0.383947 |
| 27 | -0.035078 | -0.2956 | 0.384209 |
| 28 | -0.042091 | -0.3547 | 0.361946 |
| 29 | -0.038045 | -0.3206 | 0.374739 |
| 30 | 0.000135 | 0.0011 | 0.499548 |
| 31 | -0.00945 | -0.0796 | 0.46838 |
| 32 | -0.036247 | -0.3054 | 0.38047 |
| 33 | -0.025914 | -0.2184 | 0.41389 |
| 34 | -0.021352 | -0.1799 | 0.428866 |
| 35 | -0.018001 | -0.1517 | 0.439935 |
| 36 | 0.019817 | 0.167 | 0.433931 |
| 37 | 0.01232 | 0.1038 | 0.458807 |
| 38 | -0.018376 | -0.1548 | 0.438694 |
| 39 | -0.014841 | -0.1251 | 0.450419 |
| 40 | -0.024595 | -0.2072 | 0.418206 |
| 41 | -0.026069 | -0.2197 | 0.413384 |
| 42 | 0.007429 | 0.0626 | 0.475131 |
| 43 | -0.004042 | -0.0341 | 0.486461 |
| 44 | -0.034912 | -0.2942 | 0.384743 |
| 45 | -0.037265 | -0.314 | 0.37722 |
| 46 | -0.039736 | -0.3348 | 0.369375 |
| 47 | -0.034753 | -0.2928 | 0.385253 |
| 48 | -0.003784 | -0.0319 | 0.487326 |
