| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.84615 | 5.6761 | 0 |
| 2 | 0.790051 | 5.2998 | 2e-06 |
| 3 | 0.726753 | 4.8752 | 7e-06 |
| 4 | 0.523484 | 3.5116 | 0.000513 |
| 5 | 0.402536 | 2.7003 | 0.004864 |
| 6 | 0.238577 | 1.6004 | 0.058251 |
| 7 | 0.023368 | 0.1568 | 0.438068 |
| 8 | -0.087652 | -0.588 | 0.279741 |
| 9 | -0.24011 | -1.6107 | 0.057119 |
| 10 | -0.36673 | -2.4601 | 0.008898 |
| 11 | -0.442218 | -2.9665 | 0.002404 |
| 12 | -0.500995 | -3.3608 | 0.000796 |
| 13 | -0.513656 | -3.4457 | 0.000622 |
| 14 | -0.492758 | -3.3055 | 0.000934 |
| 15 | -0.466606 | -3.1301 | 0.001533 |
| 16 | -0.434039 | -2.9116 | 0.002788 |
| 17 | -0.370522 | -2.4855 | 0.008359 |
| 18 | -0.302841 | -2.0315 | 0.024067 |
| 19 | -0.248033 | -1.6639 | 0.051545 |
| 20 | -0.174608 | -1.1713 | 0.123821 |
| 21 | -0.130029 | -0.8723 | 0.193849 |
| 22 | -0.0923 | -0.6192 | 0.269463 |
| 23 | -0.025673 | -0.1722 | 0.432018 |
| 24 | -0.030544 | -0.2049 | 0.419288 |
| 25 | -0.000171 | -0.0011 | 0.499544 |
| 26 | 0.022959 | 0.154 | 0.439143 |
| 27 | 0.006715 | 0.045 | 0.482136 |
| 28 | 0.042137 | 0.2827 | 0.389365 |
| 29 | 0.056633 | 0.3799 | 0.3529 |
| 30 | 0.034874 | 0.2339 | 0.408046 |
| 31 | 0.067895 | 0.4555 | 0.325487 |
| 32 | 0.068468 | 0.4593 | 0.324115 |
| 33 | 0.062053 | 0.4163 | 0.339598 |
| 34 | 0.079833 | 0.5355 | 0.297458 |
| 35 | 0.085678 | 0.5747 | 0.284164 |
| 36 | 0.063185 | 0.4239 | 0.336844 |
| 37 | 0.065388 | 0.4386 | 0.331512 |
| 38 | 0.062615 | 0.42 | 0.33823 |
| 39 | 0.039618 | 0.2658 | 0.395818 |
| 40 | 0.03437 | 0.2306 | 0.409349 |
| 41 | 0.031607 | 0.212 | 0.416523 |
| 42 | 0.016411 | 0.1101 | 0.456415 |
| 43 | 0.017088 | 0.1146 | 0.454626 |
| 44 | 0.01104 | 0.0741 | 0.470646 |
| 45 | NA | NA | NA |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
| 49 | NA | NA | NA |
| 50 | NA | NA | NA |
| 51 | NA | NA | NA |
| 52 | NA | NA | NA |
| 53 | NA | NA | NA |
| 54 | NA | NA | NA |
| 55 | NA | NA | NA |
| 56 | NA | NA | NA |
| 57 | NA | NA | NA |
| 58 | NA | NA | NA |
| 59 | NA | NA | NA |
| 60 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.84615 | 5.6761 | 0 |
| 2 | 0.260822 | 1.7496 | 0.043498 |
| 3 | 0.04502 | 0.302 | 0.382022 |
| 4 | -0.546779 | -3.6679 | 0.000322 |
| 5 | -0.168405 | -1.1297 | 0.132295 |
| 6 | -0.190826 | -1.2801 | 0.103535 |
| 7 | -0.222761 | -1.4943 | 0.071035 |
| 8 | 0.066227 | 0.4443 | 0.32949 |
| 9 | 0.027588 | 0.1851 | 0.427004 |
| 10 | 0.066769 | 0.4479 | 0.328188 |
| 11 | -0.119499 | -0.8016 | 0.213492 |
| 12 | 0.080983 | 0.5432 | 0.29482 |
| 13 | 0.074515 | 0.4999 | 0.309804 |
| 14 | 0.052785 | 0.3541 | 0.362462 |
| 15 | -0.065774 | -0.4412 | 0.330581 |
| 16 | -0.264218 | -1.7724 | 0.041547 |
| 17 | -0.140762 | -0.9443 | 0.175039 |
| 18 | -0.069739 | -0.4678 | 0.321085 |
| 19 | 0.008909 | 0.0598 | 0.476303 |
| 20 | 0.045857 | 0.3076 | 0.379897 |
| 21 | -0.052665 | -0.3533 | 0.36276 |
| 22 | -0.084221 | -0.565 | 0.28745 |
| 23 | 0.051904 | 0.3482 | 0.364662 |
| 24 | -0.108962 | -0.7309 | 0.234302 |
| 25 | 0.068721 | 0.461 | 0.323512 |
| 26 | -0.043205 | -0.2898 | 0.386641 |
| 27 | -0.065536 | -0.4396 | 0.331154 |
| 28 | -0.030002 | -0.2013 | 0.420701 |
| 29 | 0.05409 | 0.3628 | 0.359208 |
| 30 | -0.040202 | -0.2697 | 0.394318 |
| 31 | -0.060076 | -0.403 | 0.344427 |
| 32 | -0.034284 | -0.23 | 0.409572 |
| 33 | -0.100382 | -0.6734 | 0.252075 |
| 34 | -0.075162 | -0.5042 | 0.30829 |
| 35 | 0.078933 | 0.5295 | 0.299531 |
| 36 | -0.103781 | -0.6962 | 0.244947 |
| 37 | -0.116682 | -0.7827 | 0.218943 |
| 38 | -0.011759 | -0.0789 | 0.468739 |
| 39 | 0.067469 | 0.4526 | 0.326507 |
| 40 | 0.048459 | 0.3251 | 0.373317 |
| 41 | 0.053479 | 0.3587 | 0.360731 |
| 42 | 0.033135 | 0.2223 | 0.412553 |
| 43 | -0.142286 | -0.9545 | 0.172469 |
| 44 | -0.114723 | -0.7696 | 0.222784 |
| 45 | NA | NA | NA |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
| 49 | NA | NA | NA |
| 50 | NA | NA | NA |
| 51 | NA | NA | NA |
| 52 | NA | NA | NA |
| 53 | NA | NA | NA |
| 54 | NA | NA | NA |
| 55 | NA | NA | NA |
| 56 | NA | NA | NA |
| 57 | NA | NA | NA |
| 58 | NA | NA | NA |
| 59 | NA | NA | NA |
| 60 | NA | NA | NA |
