| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.966336 | 8.1996 | 0 |
| 2 | 0.92404 | 7.8407 | 0 |
| 3 | 0.874957 | 7.4243 | 0 |
| 4 | 0.819355 | 6.9525 | 0 |
| 5 | 0.75839 | 6.4352 | 0 |
| 6 | 0.698684 | 5.9285 | 0 |
| 7 | 0.641025 | 5.4393 | 0 |
| 8 | 0.586083 | 4.9731 | 2e-06 |
| 9 | 0.535578 | 4.5445 | 1.1e-05 |
| 10 | 0.493494 | 4.1874 | 3.9e-05 |
| 11 | 0.452369 | 3.8385 | 0.000132 |
| 12 | 0.412447 | 3.4997 | 0.000402 |
| 13 | 0.381102 | 3.2338 | 0.000923 |
| 14 | 0.349505 | 2.9656 | 0.002048 |
| 15 | 0.316785 | 2.688 | 0.004462 |
| 16 | 0.283662 | 2.407 | 0.009326 |
| 17 | 0.250685 | 2.1271 | 0.018418 |
| 18 | 0.21506 | 1.8248 | 0.036086 |
| 19 | 0.178813 | 1.5173 | 0.066787 |
| 20 | 0.142305 | 1.2075 | 0.115597 |
| 21 | 0.103972 | 0.8822 | 0.190293 |
| 22 | 0.063993 | 0.543 | 0.294403 |
| 23 | 0.02218 | 0.1882 | 0.425624 |
| 24 | -0.018554 | -0.1574 | 0.437672 |
| 25 | -0.054894 | -0.4658 | 0.321385 |
| 26 | -0.091475 | -0.7762 | 0.220089 |
| 27 | -0.124449 | -1.056 | 0.147254 |
| 28 | -0.155013 | -1.3153 | 0.096286 |
| 29 | -0.184327 | -1.5641 | 0.061094 |
| 30 | -0.211095 | -1.7912 | 0.038732 |
| 31 | -0.236386 | -2.0058 | 0.024318 |
| 32 | -0.260264 | -2.2084 | 0.0152 |
| 33 | -0.280347 | -2.3788 | 0.010011 |
| 34 | -0.29851 | -2.5329 | 0.006745 |
| 35 | -0.31257 | -2.6522 | 0.004915 |
| 36 | -0.324067 | -2.7498 | 0.003767 |
| 37 | -0.333614 | -2.8308 | 0.003007 |
| 38 | -0.341943 | -2.9015 | 0.002462 |
| 39 | -0.348426 | -2.9565 | 0.002103 |
| 40 | -0.355435 | -3.016 | 0.001769 |
| 41 | -0.362737 | -3.0779 | 0.001474 |
| 42 | -0.372103 | -3.1574 | 0.001163 |
| 43 | -0.382536 | -3.2459 | 0.000889 |
| 44 | -0.394082 | -3.3439 | 0.000657 |
| 45 | -0.405698 | -3.4425 | 0.000482 |
| 46 | -0.415659 | -3.527 | 0.000368 |
| 47 | -0.418759 | -3.5533 | 0.000338 |
| 48 | -0.419592 | -3.5604 | 0.00033 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.966336 | 8.1996 | 0 |
| 2 | -0.147533 | -1.2519 | 0.107337 |
| 3 | -0.110366 | -0.9365 | 0.176077 |
| 4 | -0.105556 | -0.8957 | 0.186707 |
| 5 | -0.088048 | -0.7471 | 0.228714 |
| 6 | 0.013181 | 0.1118 | 0.45563 |
| 7 | 0.008045 | 0.0683 | 0.472881 |
| 8 | 0.006245 | 0.053 | 0.478942 |
| 9 | 0.021 | 0.1782 | 0.429537 |
| 10 | 0.071881 | 0.6099 | 0.271914 |
| 11 | -0.056471 | -0.4792 | 0.316634 |
| 12 | -0.040497 | -0.3436 | 0.366063 |
| 13 | 0.083858 | 0.7116 | 0.239519 |
| 14 | -0.064736 | -0.5493 | 0.292248 |
| 15 | -0.048302 | -0.4099 | 0.341563 |
| 16 | -0.035655 | -0.3025 | 0.381556 |
| 17 | -0.026625 | -0.2259 | 0.410952 |
| 18 | -0.04922 | -0.4176 | 0.338725 |
| 19 | -0.014737 | -0.125 | 0.450418 |
| 20 | -0.028943 | -0.2456 | 0.403348 |
| 21 | -0.051707 | -0.4387 | 0.331079 |
| 22 | -0.03054 | -0.2591 | 0.398134 |
| 23 | -0.074538 | -0.6325 | 0.264539 |
| 24 | -0.01928 | -0.1636 | 0.435255 |
| 25 | 0.050377 | 0.4275 | 0.33516 |
| 26 | -0.062789 | -0.5328 | 0.297912 |
| 27 | -0.000976 | -0.0083 | 0.496708 |
| 28 | -0.021876 | -0.1856 | 0.426632 |
| 29 | -0.04292 | -0.3642 | 0.358393 |
| 30 | -0.019854 | -0.1685 | 0.433343 |
| 31 | -0.029904 | -0.2537 | 0.40021 |
| 32 | -0.028168 | -0.239 | 0.405886 |
| 33 | 0.019487 | 0.1654 | 0.434566 |
| 34 | -0.009195 | -0.078 | 0.469013 |
| 35 | 0.003557 | 0.0302 | 0.488001 |
| 36 | 0.00051 | 0.0043 | 0.498281 |
| 37 | -0.003502 | -0.0297 | 0.488189 |
| 38 | -0.039896 | -0.3385 | 0.367974 |
| 39 | -0.002747 | -0.0233 | 0.490734 |
| 40 | -0.044021 | -0.3735 | 0.354925 |
| 41 | -0.038114 | -0.3234 | 0.373663 |
| 42 | -0.051713 | -0.4388 | 0.33106 |
| 43 | -0.036642 | -0.3109 | 0.378381 |
| 44 | -0.035734 | -0.3032 | 0.381301 |
| 45 | -0.01592 | -0.1351 | 0.44646 |
| 46 | -0.002587 | -0.0219 | 0.491275 |
| 47 | 0.071273 | 0.6048 | 0.273615 |
| 48 | -0.012986 | -0.1102 | 0.456281 |
