| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.966214 | 8.6421 | 0 |
| 2 | 0.931863 | 8.3348 | 0 |
| 3 | 0.896715 | 8.0205 | 0 |
| 4 | 0.860903 | 7.7002 | 0 |
| 5 | 0.825061 | 7.3796 | 0 |
| 6 | 0.789111 | 7.058 | 0 |
| 7 | 0.752798 | 6.7332 | 0 |
| 8 | 0.715843 | 6.4027 | 0 |
| 9 | 0.67938 | 6.0766 | 0 |
| 10 | 0.644238 | 5.7622 | 0 |
| 11 | 0.609415 | 5.4508 | 0 |
| 12 | 0.575199 | 5.1447 | 1e-06 |
| 13 | 0.541768 | 4.8457 | 3e-06 |
| 14 | 0.507558 | 4.5397 | 1e-05 |
| 15 | 0.472835 | 4.2292 | 3.1e-05 |
| 16 | 0.437752 | 3.9154 | 9.4e-05 |
| 17 | 0.40281 | 3.6028 | 0.000272 |
| 18 | 0.366915 | 3.2818 | 0.000765 |
| 19 | 0.33098 | 2.9604 | 0.002021 |
| 20 | 0.293974 | 2.6294 | 0.005127 |
| 21 | 0.258716 | 2.314 | 0.011616 |
| 22 | 0.224433 | 2.0074 | 0.024042 |
| 23 | 0.190808 | 1.7066 | 0.045885 |
| 24 | 0.159362 | 1.4254 | 0.078969 |
| 25 | 0.128505 | 1.1494 | 0.12691 |
| 26 | 0.096607 | 0.8641 | 0.195064 |
| 27 | 0.064779 | 0.5794 | 0.281973 |
| 28 | 0.032796 | 0.2933 | 0.385014 |
| 29 | 0.001211 | 0.0108 | 0.495693 |
| 30 | -0.029471 | -0.2636 | 0.396384 |
| 31 | -0.060428 | -0.5405 | 0.295181 |
| 32 | -0.090993 | -0.8139 | 0.209069 |
| 33 | -0.119066 | -1.065 | 0.145049 |
| 34 | -0.145202 | -1.2987 | 0.098884 |
| 35 | -0.169969 | -1.5202 | 0.066196 |
| 36 | -0.193254 | -1.7285 | 0.043877 |
| 37 | -0.21444 | -1.918 | 0.029339 |
| 38 | -0.235842 | -2.1094 | 0.019017 |
| 39 | -0.256149 | -2.2911 | 0.012295 |
| 40 | -0.275613 | -2.4652 | 0.007918 |
| 41 | -0.295002 | -2.6386 | 0.005002 |
| 42 | -0.313408 | -2.8032 | 0.003173 |
| 43 | -0.33059 | -2.9569 | 0.002042 |
| 44 | -0.347725 | -3.1101 | 0.001296 |
| 45 | -0.362368 | -3.2411 | 0.000868 |
| 46 | -0.375136 | -3.3553 | 0.000607 |
| 47 | -0.386262 | -3.4548 | 0.000442 |
| 48 | -0.395026 | -3.5332 | 0.000343 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.966214 | 8.6421 | 0 |
| 2 | -0.02568 | -0.2297 | 0.409461 |
| 3 | -0.029714 | -0.2658 | 0.39555 |
| 4 | -0.028362 | -0.2537 | 0.400197 |
| 5 | -0.019423 | -0.1737 | 0.431261 |
| 6 | -0.021027 | -0.1881 | 0.425648 |
| 7 | -0.025468 | -0.2278 | 0.410195 |
| 8 | -0.030309 | -0.2711 | 0.39351 |
| 9 | -0.013836 | -0.1238 | 0.450911 |
| 10 | -0.001519 | -0.0136 | 0.494597 |
| 11 | -0.01682 | -0.1504 | 0.440396 |
| 12 | -0.013081 | -0.117 | 0.453576 |
| 13 | -0.010394 | -0.093 | 0.463081 |
| 14 | -0.033895 | -0.3032 | 0.381274 |
| 15 | -0.030775 | -0.2753 | 0.391915 |
| 16 | -0.029287 | -0.262 | 0.397015 |
| 17 | -0.022224 | -0.1988 | 0.421472 |
| 18 | -0.039116 | -0.3499 | 0.363679 |
| 19 | -0.026469 | -0.2367 | 0.406728 |
| 20 | -0.042807 | -0.3829 | 0.351414 |
| 21 | -0.000626 | -0.0056 | 0.497772 |
| 22 | -0.012549 | -0.1122 | 0.455456 |
| 23 | -0.018673 | -0.167 | 0.433888 |
| 24 | 0.003911 | 0.035 | 0.48609 |
| 25 | -0.019196 | -0.1717 | 0.432056 |
| 26 | -0.044945 | -0.402 | 0.344378 |
| 27 | -0.029517 | -0.264 | 0.396226 |
| 28 | -0.033408 | -0.2988 | 0.38293 |
| 29 | -0.02567 | -0.2296 | 0.409493 |
| 30 | -0.017913 | -0.1602 | 0.436558 |
| 31 | -0.03629 | -0.3246 | 0.373172 |
| 32 | -0.026444 | -0.2365 | 0.406815 |
| 33 | 0.007239 | 0.0647 | 0.474268 |
| 34 | -0.00292 | -0.0261 | 0.489613 |
| 35 | -0.012222 | -0.1093 | 0.456612 |
| 36 | -0.010615 | -0.0949 | 0.462298 |
| 37 | -0.001056 | -0.0094 | 0.496244 |
| 38 | -0.036442 | -0.3259 | 0.372657 |
| 39 | -0.016216 | -0.145 | 0.442521 |
| 40 | -0.021301 | -0.1905 | 0.42469 |
| 41 | -0.031371 | -0.2806 | 0.389875 |
| 42 | -0.016734 | -0.1497 | 0.4407 |
| 43 | -0.013596 | -0.1216 | 0.451757 |
| 44 | -0.029272 | -0.2618 | 0.397067 |
| 45 | 0.009238 | 0.0826 | 0.467178 |
| 46 | -0.002545 | -0.0228 | 0.490949 |
| 47 | -0.00652 | -0.0583 | 0.476821 |
| 48 | 0.005346 | 0.0478 | 0.480993 |
