| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.967796 | 8.602 | 0 |
| 2 | 0.935734 | 8.317 | 0 |
| 3 | 0.903618 | 8.0315 | 0 |
| 4 | 0.87634 | 7.7891 | 0 |
| 5 | 0.848343 | 7.5402 | 0 |
| 6 | 0.819601 | 7.2848 | 0 |
| 7 | 0.786534 | 6.9909 | 0 |
| 8 | 0.751022 | 6.6752 | 0 |
| 9 | 0.720377 | 6.4029 | 0 |
| 10 | 0.686705 | 6.1036 | 0 |
| 11 | 0.652592 | 5.8004 | 0 |
| 12 | 0.609746 | 5.4195 | 0 |
| 13 | 0.5637 | 5.0103 | 2e-06 |
| 14 | 0.517509 | 4.5997 | 8e-06 |
| 15 | 0.473605 | 4.2095 | 3.4e-05 |
| 16 | 0.423379 | 3.7631 | 0.00016 |
| 17 | 0.378386 | 3.3632 | 0.000595 |
| 18 | 0.336582 | 2.9916 | 0.00185 |
| 19 | 0.299643 | 2.6633 | 0.004687 |
| 20 | 0.263671 | 2.3436 | 0.010808 |
| 21 | 0.226476 | 2.013 | 0.023763 |
| 22 | 0.178614 | 1.5876 | 0.058191 |
| 23 | 0.127121 | 1.1299 | 0.130973 |
| 24 | 0.078815 | 0.7005 | 0.242831 |
| 25 | 0.032331 | 0.2874 | 0.387292 |
| 26 | -0.01762 | -0.1566 | 0.437975 |
| 27 | -0.069542 | -0.6181 | 0.269143 |
| 28 | -0.117297 | -1.0426 | 0.150165 |
| 29 | -0.165461 | -1.4707 | 0.072679 |
| 30 | -0.202663 | -1.8013 | 0.037735 |
| 31 | -0.235343 | -2.0918 | 0.019836 |
| 32 | -0.263099 | -2.3385 | 0.010946 |
| 33 | -0.290146 | -2.5789 | 0.005884 |
| 34 | -0.318514 | -2.831 | 0.002941 |
| 35 | -0.344224 | -3.0595 | 0.001514 |
| 36 | -0.366144 | -3.2544 | 0.000837 |
| 37 | -0.387471 | -3.4439 | 0.00046 |
| 38 | -0.408104 | -3.6273 | 0.000253 |
| 39 | -0.42535 | -3.7806 | 0.000151 |
| 40 | -0.439015 | -3.902 | 1e-04 |
| 41 | -0.45159 | -4.0138 | 6.7e-05 |
| 42 | -0.456186 | -4.0547 | 5.8e-05 |
| 43 | -0.461452 | -4.1015 | 4.9e-05 |
| 44 | -0.46298 | -4.1151 | 4.7e-05 |
| 45 | -0.460957 | -4.0971 | 5e-05 |
| 46 | -0.452201 | -4.0193 | 6.6e-05 |
| 47 | -0.44677 | -3.971 | 7.8e-05 |
| 48 | -0.442081 | -3.9293 | 9.1e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.967796 | 8.602 | 0 |
| 2 | -0.014125 | -0.1255 | 0.450206 |
| 3 | -0.017421 | -0.1548 | 0.438672 |
| 4 | 0.059523 | 0.5291 | 0.299126 |
| 5 | -0.025788 | -0.2292 | 0.409649 |
| 6 | -0.027256 | -0.2423 | 0.404603 |
| 7 | -0.078771 | -0.7001 | 0.24295 |
| 8 | -0.059265 | -0.5268 | 0.299918 |
| 9 | 0.055928 | 0.4971 | 0.310251 |
| 10 | -0.075321 | -0.6695 | 0.252574 |
| 11 | -0.031873 | -0.2833 | 0.388845 |
| 12 | -0.148406 | -1.3191 | 0.09548 |
| 13 | -0.085319 | -0.7583 | 0.225253 |
| 14 | -0.030903 | -0.2747 | 0.392143 |
| 15 | -0.022642 | -0.2012 | 0.420511 |
| 16 | -0.142112 | -1.2631 | 0.105131 |
| 17 | 0.058061 | 0.5161 | 0.303628 |
| 18 | 0.031341 | 0.2786 | 0.390653 |
| 19 | 0.054357 | 0.4831 | 0.315169 |
| 20 | -0.010914 | -0.097 | 0.461483 |
| 21 | -0.037469 | -0.333 | 0.369998 |
| 22 | -0.182404 | -1.6212 | 0.054476 |
| 23 | -0.087901 | -0.7813 | 0.218485 |
| 24 | -0.019421 | -0.1726 | 0.431696 |
| 25 | -0.025669 | -0.2281 | 0.41006 |
| 26 | -0.129593 | -1.1518 | 0.126429 |
| 27 | -0.054427 | -0.4838 | 0.314947 |
| 28 | 0.019874 | 0.1766 | 0.430119 |
| 29 | -0.079347 | -0.7053 | 0.241364 |
| 30 | 0.075075 | 0.6673 | 0.253269 |
| 31 | 0.051352 | 0.4564 | 0.324668 |
| 32 | 0.049971 | 0.4442 | 0.329072 |
| 33 | 0.057456 | 0.5107 | 0.305499 |
| 34 | -0.030007 | -0.2667 | 0.395195 |
| 35 | 0.028331 | 0.2518 | 0.40092 |
| 36 | 0.02815 | 0.2502 | 0.401541 |
| 37 | -0.00946 | -0.0841 | 0.466604 |
| 38 | -0.012753 | -0.1134 | 0.455018 |
| 39 | -0.041661 | -0.3703 | 0.356078 |
| 40 | -0.008325 | -0.074 | 0.470602 |
| 41 | -0.047627 | -0.4233 | 0.336607 |
| 42 | 0.060242 | 0.5354 | 0.296925 |
| 43 | -0.05068 | -0.4505 | 0.32681 |
| 44 | 0.051143 | 0.4546 | 0.325332 |
| 45 | 0.018722 | 0.1664 | 0.434133 |
| 46 | 0.112108 | 0.9964 | 0.16104 |
| 47 | -0.035823 | -0.3184 | 0.375512 |
| 48 | 0.012169 | 0.1082 | 0.457071 |
