| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.925585 | 7.744 | 0 |
| 2 | 0.853039 | 7.137 | 0 |
| 3 | 0.781903 | 6.5419 | 0 |
| 4 | 0.714606 | 5.9788 | 0 |
| 5 | 0.653025 | 5.4636 | 0 |
| 6 | 0.594843 | 4.9768 | 2e-06 |
| 7 | 0.540475 | 4.5219 | 1.2e-05 |
| 8 | 0.489047 | 4.0917 | 5.7e-05 |
| 9 | 0.440773 | 3.6878 | 0.000222 |
| 10 | 0.39359 | 3.293 | 0.000778 |
| 11 | 0.346745 | 2.9011 | 0.002483 |
| 12 | 0.303135 | 2.5362 | 0.00672 |
| 13 | 0.260966 | 2.1834 | 0.016181 |
| 14 | 0.220404 | 1.844 | 0.034706 |
| 15 | 0.1838 | 1.5378 | 0.064305 |
| 16 | 0.150645 | 1.2604 | 0.105857 |
| 17 | 0.122487 | 1.0248 | 0.154493 |
| 18 | 0.10043 | 0.8403 | 0.201812 |
| 19 | 0.08225 | 0.6881 | 0.246817 |
| 20 | 0.06581 | 0.5506 | 0.29183 |
| 21 | 0.051345 | 0.4296 | 0.33441 |
| 22 | 0.038751 | 0.3242 | 0.373372 |
| 23 | 0.02728 | 0.2282 | 0.410061 |
| 24 | 0.016467 | 0.1378 | 0.445407 |
| 25 | 0.005381 | 0.045 | 0.48211 |
| 26 | -0.005595 | -0.0468 | 0.4814 |
| 27 | -0.018092 | -0.1514 | 0.44006 |
| 28 | -0.029314 | -0.2453 | 0.403488 |
| 29 | -0.04003 | -0.3349 | 0.369344 |
| 30 | -0.051469 | -0.4306 | 0.334035 |
| 31 | -0.061616 | -0.5155 | 0.303907 |
| 32 | -0.072124 | -0.6034 | 0.274085 |
| 33 | -0.079432 | -0.6646 | 0.254252 |
| 34 | -0.087142 | -0.7291 | 0.234192 |
| 35 | -0.09506 | -0.7953 | 0.214554 |
| 36 | -0.104088 | -0.8709 | 0.193403 |
| 37 | -0.113738 | -0.9516 | 0.172288 |
| 38 | -0.123797 | -1.0358 | 0.151939 |
| 39 | -0.131672 | -1.1016 | 0.137194 |
| 40 | -0.140557 | -1.176 | 0.121793 |
| 41 | -0.149411 | -1.2501 | 0.10772 |
| 42 | -0.1596 | -1.3353 | 0.09305 |
| 43 | -0.170465 | -1.4262 | 0.079126 |
| 44 | -0.181596 | -1.5193 | 0.06659 |
| 45 | -0.195174 | -1.6329 | 0.053486 |
| 46 | -0.210981 | -1.7652 | 0.040947 |
| 47 | -0.22898 | -1.9158 | 0.029739 |
| 48 | -0.247559 | -2.0712 | 0.021013 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.925585 | 7.744 | 0 |
| 2 | -0.025612 | -0.2143 | 0.415474 |
| 3 | -0.029145 | -0.2438 | 0.404031 |
| 4 | -0.012863 | -0.1076 | 0.457302 |
| 5 | 0.00132 | 0.011 | 0.495609 |
| 6 | -0.012451 | -0.1042 | 0.458665 |
| 7 | -0.008475 | -0.0709 | 0.471838 |
| 8 | -0.012596 | -0.1054 | 0.458185 |
| 9 | -0.009954 | -0.0833 | 0.466934 |
| 10 | -0.02328 | -0.1948 | 0.423066 |
| 11 | -0.028732 | -0.2404 | 0.405366 |
| 12 | -0.009302 | -0.0778 | 0.469093 |
| 13 | -0.020785 | -0.1739 | 0.431222 |
| 14 | -0.020548 | -0.1719 | 0.432 |
| 15 | -0.003862 | -0.0323 | 0.487159 |
| 16 | -0.005247 | -0.0439 | 0.482553 |
| 17 | 0.006659 | 0.0557 | 0.477864 |
| 18 | 0.017764 | 0.1486 | 0.441138 |
| 19 | 0.0067 | 0.0561 | 0.477727 |
| 20 | -0.00512 | -0.0428 | 0.482978 |
| 21 | -0.0015 | -0.0125 | 0.495013 |
| 22 | -0.000484 | -0.0041 | 0.49839 |
| 23 | -0.004406 | -0.0369 | 0.48535 |
| 24 | -0.007689 | -0.0643 | 0.474444 |
| 25 | -0.014124 | -0.1182 | 0.453137 |
| 26 | -0.01182 | -0.0989 | 0.460753 |
| 27 | -0.024321 | -0.2035 | 0.419673 |
| 28 | -0.006485 | -0.0543 | 0.478443 |
| 29 | -0.010706 | -0.0896 | 0.464441 |
| 30 | -0.019653 | -0.1644 | 0.434935 |
| 31 | -0.006434 | -0.0538 | 0.478612 |
| 32 | -0.015888 | -0.1329 | 0.447315 |
| 33 | 0.008562 | 0.0716 | 0.471549 |
| 34 | -0.014009 | -0.1172 | 0.453517 |
| 35 | -0.012857 | -0.1076 | 0.457324 |
| 36 | -0.019343 | -0.1618 | 0.435952 |
| 37 | -0.016822 | -0.1407 | 0.444239 |
| 38 | -0.017624 | -0.1475 | 0.441599 |
| 39 | 0.000319 | 0.0027 | 0.498937 |
| 40 | -0.021967 | -0.1838 | 0.427355 |
| 41 | -0.016972 | -0.142 | 0.443746 |
| 42 | -0.026698 | -0.2234 | 0.411949 |
| 43 | -0.024058 | -0.2013 | 0.420531 |
| 44 | -0.022204 | -0.1858 | 0.42658 |
| 45 | -0.038135 | -0.3191 | 0.375316 |
| 46 | -0.039878 | -0.3336 | 0.369823 |
| 47 | -0.041789 | -0.3496 | 0.363831 |
| 48 | -0.034099 | -0.2853 | 0.388133 |
