| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.965417 | 8.8482 | 0 |
| 2 | 0.928431 | 8.5092 | 0 |
| 3 | 0.889161 | 8.1493 | 0 |
| 4 | 0.849889 | 7.7894 | 0 |
| 5 | 0.808937 | 7.414 | 0 |
| 6 | 0.764258 | 7.0045 | 0 |
| 7 | 0.719336 | 6.5928 | 0 |
| 8 | 0.669853 | 6.1393 | 0 |
| 9 | 0.618445 | 5.6681 | 0 |
| 10 | 0.562958 | 5.1596 | 1e-06 |
| 11 | 0.506512 | 4.6423 | 6e-06 |
| 12 | 0.453186 | 4.1535 | 3.9e-05 |
| 13 | 0.400105 | 3.667 | 0.000215 |
| 14 | 0.351346 | 3.2201 | 0.000911 |
| 15 | 0.308836 | 2.8305 | 0.002906 |
| 16 | 0.265726 | 2.4354 | 0.008495 |
| 17 | 0.222982 | 2.0437 | 0.02206 |
| 18 | 0.179397 | 1.6442 | 0.051936 |
| 19 | 0.13665 | 1.2524 | 0.106947 |
| 20 | 0.094629 | 0.8673 | 0.194128 |
| 21 | 0.062217 | 0.5702 | 0.285021 |
| 22 | 0.043391 | 0.3977 | 0.345934 |
| 23 | 0.024085 | 0.2207 | 0.412913 |
| 24 | 0.006822 | 0.0625 | 0.475145 |
| 25 | -0.010921 | -0.1001 | 0.460256 |
| 26 | -0.026981 | -0.2473 | 0.402647 |
| 27 | -0.041357 | -0.379 | 0.352805 |
| 28 | -0.055854 | -0.5119 | 0.305028 |
| 29 | -0.068788 | -0.6304 | 0.265056 |
| 30 | -0.081961 | -0.7512 | 0.227319 |
| 31 | -0.091774 | -0.8411 | 0.201332 |
| 32 | -0.103391 | -0.9476 | 0.173028 |
| 33 | -0.113204 | -1.0375 | 0.151233 |
| 34 | -0.12542 | -1.1495 | 0.126807 |
| 35 | -0.138237 | -1.267 | 0.104335 |
| 36 | -0.151293 | -1.3866 | 0.084613 |
| 37 | -0.162067 | -1.4854 | 0.070595 |
| 38 | -0.17284 | -1.5841 | 0.058464 |
| 39 | -0.18169 | -1.6652 | 0.049798 |
| 40 | -0.19066 | -1.7474 | 0.042109 |
| 41 | -0.19975 | -1.8307 | 0.035343 |
| 42 | -0.207637 | -1.903 | 0.030231 |
| 43 | -0.214684 | -1.9676 | 0.026206 |
| 44 | -0.221014 | -2.0256 | 0.022989 |
| 45 | -0.227104 | -2.0814 | 0.020219 |
| 46 | -0.233673 | -2.1417 | 0.017559 |
| 47 | -0.239286 | -2.1931 | 0.015533 |
| 48 | -0.244058 | -2.2368 | 0.013973 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.965417 | 8.8482 | 0 |
| 2 | -0.052953 | -0.4853 | 0.314354 |
| 3 | -0.051679 | -0.4737 | 0.318489 |
| 4 | -0.018692 | -0.1713 | 0.432193 |
| 5 | -0.045134 | -0.4137 | 0.34009 |
| 6 | -0.076478 | -0.7009 | 0.242641 |
| 7 | -0.024393 | -0.2236 | 0.411821 |
| 8 | -0.091174 | -0.8356 | 0.202869 |
| 9 | -0.055361 | -0.5074 | 0.306605 |
| 10 | -0.086947 | -0.7969 | 0.213884 |
| 11 | -0.045868 | -0.4204 | 0.337639 |
| 12 | 0.013237 | 0.1213 | 0.451866 |
| 13 | -0.029482 | -0.2702 | 0.393833 |
| 14 | 0.028712 | 0.2632 | 0.396539 |
| 15 | 0.066823 | 0.6124 | 0.27095 |
| 16 | -0.045577 | -0.4177 | 0.33861 |
| 17 | -0.027329 | -0.2505 | 0.401418 |
| 18 | -0.043458 | -0.3983 | 0.345711 |
| 19 | -0.036452 | -0.3341 | 0.369574 |
| 20 | -0.037003 | -0.3391 | 0.367675 |
| 21 | 0.095722 | 0.8773 | 0.191412 |
| 22 | 0.156453 | 1.4339 | 0.077654 |
| 23 | -0.049567 | -0.4543 | 0.325395 |
| 24 | -0.012344 | -0.1131 | 0.455096 |
| 25 | -0.028582 | -0.262 | 0.396998 |
| 26 | -0.016226 | -0.1487 | 0.441068 |
| 27 | -0.015077 | -0.1382 | 0.445213 |
| 28 | -0.03083 | -0.2826 | 0.389103 |
| 29 | -0.025365 | -0.2325 | 0.408368 |
| 30 | -0.054814 | -0.5024 | 0.308358 |
| 31 | -0.005854 | -0.0537 | 0.478668 |
| 32 | -0.048326 | -0.4429 | 0.329484 |
| 33 | 0.013053 | 0.1196 | 0.45253 |
| 34 | -0.053317 | -0.4887 | 0.313179 |
| 35 | 0.008173 | 0.0749 | 0.470234 |
| 36 | -0.006955 | -0.0637 | 0.474663 |
| 37 | 0.003381 | 0.031 | 0.487678 |
| 38 | -0.034438 | -0.3156 | 0.376534 |
| 39 | 0.001913 | 0.0175 | 0.493027 |
| 40 | -0.029656 | -0.2718 | 0.393221 |
| 41 | -0.011591 | -0.1062 | 0.457825 |
| 42 | 0.042501 | 0.3895 | 0.348935 |
| 43 | 0.019167 | 0.1757 | 0.430488 |
| 44 | -0.020658 | -0.1893 | 0.425144 |
| 45 | -0.015703 | -0.1439 | 0.442955 |
| 46 | -0.041535 | -0.3807 | 0.352201 |
| 47 | -0.001897 | -0.0174 | 0.493083 |
| 48 | -0.017548 | -0.1608 | 0.436305 |
