| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.975298 | 10.3216 | 0 |
| 2 | 0.948826 | 10.0414 | 0 |
| 3 | 0.922394 | 9.7617 | 0 |
| 4 | 0.896766 | 9.4905 | 0 |
| 5 | 0.870919 | 9.2169 | 0 |
| 6 | 0.844295 | 8.9352 | 0 |
| 7 | 0.817382 | 8.6504 | 0 |
| 8 | 0.789816 | 8.3586 | 0 |
| 9 | 0.761987 | 8.0641 | 0 |
| 10 | 0.733761 | 7.7654 | 0 |
| 11 | 0.705433 | 7.4656 | 0 |
| 12 | 0.676927 | 7.1639 | 0 |
| 13 | 0.648772 | 6.866 | 0 |
| 14 | 0.621197 | 6.5741 | 0 |
| 15 | 0.594361 | 6.2901 | 0 |
| 16 | 0.568234 | 6.0136 | 0 |
| 17 | 0.542655 | 5.7429 | 0 |
| 18 | 0.517551 | 5.4772 | 0 |
| 19 | 0.493632 | 5.2241 | 0 |
| 20 | 0.469992 | 4.9739 | 1e-06 |
| 21 | 0.446218 | 4.7223 | 3e-06 |
| 22 | 0.422151 | 4.4676 | 9e-06 |
| 23 | 0.398479 | 4.2171 | 2.5e-05 |
| 24 | 0.374899 | 3.9676 | 6.4e-05 |
| 25 | 0.35156 | 3.7206 | 0.000156 |
| 26 | 0.328039 | 3.4716 | 0.000368 |
| 27 | 0.303963 | 3.2168 | 0.000847 |
| 28 | 0.279728 | 2.9604 | 0.001876 |
| 29 | 0.255029 | 2.699 | 0.004017 |
| 30 | 0.230555 | 2.44 | 0.008129 |
| 31 | 0.205739 | 2.1773 | 0.015777 |
| 32 | 0.182262 | 1.9289 | 0.028139 |
| 33 | 0.15855 | 1.6779 | 0.048074 |
| 34 | 0.13615 | 1.4409 | 0.076205 |
| 35 | 0.114235 | 1.209 | 0.114614 |
| 36 | 0.092887 | 0.983 | 0.163858 |
| 37 | 0.072023 | 0.7622 | 0.223767 |
| 38 | 0.051998 | 0.5503 | 0.291607 |
| 39 | 0.032573 | 0.3447 | 0.365475 |
| 40 | 0.013143 | 0.1391 | 0.444816 |
| 41 | -0.00552 | -0.0584 | 0.476758 |
| 42 | -0.024124 | -0.2553 | 0.399479 |
| 43 | -0.042428 | -0.449 | 0.327144 |
| 44 | -0.060618 | -0.6415 | 0.261248 |
| 45 | -0.079061 | -0.8367 | 0.20227 |
| 46 | -0.096975 | -1.0263 | 0.153483 |
| 47 | -0.114606 | -1.2129 | 0.113864 |
| 48 | -0.131401 | -1.3906 | 0.08355 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.975298 | 10.3216 | 0 |
| 2 | -0.048786 | -0.5163 | 0.303329 |
| 3 | -0.01151 | -0.1218 | 0.451634 |
| 4 | 0.002687 | 0.0284 | 0.488682 |
| 5 | -0.019162 | -0.2028 | 0.419835 |
| 6 | -0.029415 | -0.3113 | 0.378078 |
| 7 | -0.019021 | -0.2013 | 0.420415 |
| 8 | -0.028044 | -0.2968 | 0.383587 |
| 9 | -0.020416 | -0.2161 | 0.414667 |
| 10 | -0.023684 | -0.2506 | 0.401274 |
| 11 | -0.018046 | -0.191 | 0.424442 |
| 12 | -0.020098 | -0.2127 | 0.415977 |
| 13 | -0.009377 | -0.0992 | 0.460563 |
| 14 | -0.005365 | -0.0568 | 0.477411 |
| 15 | -0.002214 | -0.0234 | 0.490673 |
| 16 | -0.002655 | -0.0281 | 0.488815 |
| 17 | -0.005586 | -0.0591 | 0.476481 |
| 18 | -0.007162 | -0.0758 | 0.469858 |
| 19 | 0.007419 | 0.0785 | 0.468779 |
| 20 | -0.012375 | -0.131 | 0.44802 |
| 21 | -0.019816 | -0.2097 | 0.417137 |
| 22 | -0.022717 | -0.2404 | 0.405223 |
| 23 | -0.009606 | -0.1017 | 0.459605 |
| 24 | -0.017476 | -0.1849 | 0.426804 |
| 25 | -0.013645 | -0.1444 | 0.44272 |
| 26 | -0.022149 | -0.2344 | 0.407551 |
| 27 | -0.029338 | -0.3105 | 0.378386 |
| 28 | -0.021234 | -0.2247 | 0.411302 |
| 29 | -0.028255 | -0.299 | 0.38274 |
| 30 | -0.014623 | -0.1548 | 0.438648 |
| 31 | -0.026453 | -0.28 | 0.390015 |
| 32 | 0.008551 | 0.0905 | 0.464028 |
| 33 | -0.025242 | -0.2671 | 0.394926 |
| 34 | 0.008173 | 0.0865 | 0.465615 |
| 35 | -0.009989 | -0.1057 | 0.457998 |
| 36 | -0.008055 | -0.0852 | 0.466109 |
| 37 | -0.009579 | -0.1014 | 0.459716 |
| 38 | -0.002358 | -0.0249 | 0.49007 |
| 39 | -0.009622 | -0.1018 | 0.459536 |
| 40 | -0.021151 | -0.2238 | 0.411646 |
| 41 | -0.005267 | -0.0557 | 0.477824 |
| 42 | -0.020832 | -0.2205 | 0.412956 |
| 43 | -0.016276 | -0.1722 | 0.431778 |
| 44 | -0.019564 | -0.207 | 0.418176 |
| 45 | -0.027811 | -0.2943 | 0.384527 |
| 46 | -0.010767 | -0.1139 | 0.454741 |
| 47 | -0.016147 | -0.1709 | 0.432313 |
| 48 | -0.004143 | -0.0439 | 0.482551 |
