| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.969218 | 8.883 | 0 |
| 2 | 0.937979 | 8.5967 | 0 |
| 3 | 0.906358 | 8.3069 | 0 |
| 4 | 0.874266 | 8.0128 | 0 |
| 5 | 0.842075 | 7.7177 | 0 |
| 6 | 0.809407 | 7.4183 | 0 |
| 7 | 0.775964 | 7.1118 | 0 |
| 8 | 0.741984 | 6.8004 | 0 |
| 9 | 0.708722 | 6.4955 | 0 |
| 10 | 0.673526 | 6.173 | 0 |
| 11 | 0.637506 | 5.8428 | 0 |
| 12 | 0.601788 | 5.5155 | 0 |
| 13 | 0.564883 | 5.1772 | 1e-06 |
| 14 | 0.528633 | 4.845 | 3e-06 |
| 15 | 0.492627 | 4.515 | 1e-05 |
| 16 | 0.456336 | 4.1824 | 3.5e-05 |
| 17 | 0.418958 | 3.8398 | 0.000119 |
| 18 | 0.381614 | 3.4976 | 0.000377 |
| 19 | 0.344411 | 3.1566 | 0.001108 |
| 20 | 0.307369 | 2.8171 | 0.00302 |
| 21 | 0.272095 | 2.4938 | 0.0073 |
| 22 | 0.236782 | 2.1701 | 0.01641 |
| 23 | 0.201947 | 1.8509 | 0.033851 |
| 24 | 0.168507 | 1.5444 | 0.063127 |
| 25 | 0.138174 | 1.2664 | 0.104437 |
| 26 | 0.10879 | 0.9971 | 0.160794 |
| 27 | 0.081026 | 0.7426 | 0.229893 |
| 28 | 0.055094 | 0.5049 | 0.30746 |
| 29 | 0.029237 | 0.268 | 0.394691 |
| 30 | 0.00326 | 0.0299 | 0.488118 |
| 31 | -0.022369 | -0.205 | 0.419027 |
| 32 | -0.047803 | -0.4381 | 0.331212 |
| 33 | -0.071966 | -0.6596 | 0.255664 |
| 34 | -0.095136 | -0.8719 | 0.192864 |
| 35 | -0.116726 | -1.0698 | 0.143884 |
| 36 | -0.137581 | -1.261 | 0.105408 |
| 37 | -0.157107 | -1.4399 | 0.076805 |
| 38 | -0.175307 | -1.6067 | 0.055935 |
| 39 | -0.193833 | -1.7765 | 0.039635 |
| 40 | -0.211955 | -1.9426 | 0.027708 |
| 41 | -0.229921 | -2.1073 | 0.019039 |
| 42 | -0.248234 | -2.2751 | 0.012724 |
| 43 | -0.265918 | -2.4372 | 0.008457 |
| 44 | -0.283964 | -2.6026 | 0.005468 |
| 45 | -0.301824 | -2.7663 | 0.003486 |
| 46 | -0.319242 | -2.9259 | 0.002208 |
| 47 | -0.336982 | -3.0885 | 0.001363 |
| 48 | -0.353085 | -3.2361 | 0.000867 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.969218 | 8.883 | 0 |
| 2 | -0.023179 | -0.2124 | 0.41614 |
| 3 | -0.022378 | -0.2051 | 0.418995 |
| 4 | -0.024257 | -0.2223 | 0.412303 |
| 5 | -0.018629 | -0.1707 | 0.432421 |
| 6 | -0.025256 | -0.2315 | 0.408754 |
| 7 | -0.030689 | -0.2813 | 0.389598 |
| 8 | -0.027466 | -0.2517 | 0.400934 |
| 9 | -0.007279 | -0.0667 | 0.473483 |
| 10 | -0.051378 | -0.4709 | 0.31947 |
| 11 | -0.034293 | -0.3143 | 0.377035 |
| 12 | -0.016586 | -0.152 | 0.439769 |
| 13 | -0.041397 | -0.3794 | 0.352669 |
| 14 | -0.012404 | -0.1137 | 0.454879 |
| 15 | -0.019566 | -0.1793 | 0.429056 |
| 16 | -0.028165 | -0.2581 | 0.398467 |
| 17 | -0.042352 | -0.3882 | 0.349438 |
| 18 | -0.026184 | -0.24 | 0.405467 |
| 19 | -0.023826 | -0.2184 | 0.413835 |
| 20 | -0.024041 | -0.2203 | 0.41307 |
| 21 | 0.00027 | 0.0025 | 0.499015 |
| 22 | -0.027206 | -0.2494 | 0.401849 |
| 23 | -0.020407 | -0.187 | 0.426043 |
| 24 | -0.006544 | -0.06 | 0.476159 |
| 25 | 0.023338 | 0.2139 | 0.415572 |
| 26 | -0.011182 | -0.1025 | 0.45931 |
| 27 | -0.000446 | -0.0041 | 0.498372 |
| 28 | 0.003391 | 0.0311 | 0.487641 |
| 29 | -0.023831 | -0.2184 | 0.413819 |
| 30 | -0.031677 | -0.2903 | 0.386143 |
| 31 | -0.023333 | -0.2138 | 0.415592 |
| 32 | -0.024791 | -0.2272 | 0.410406 |
| 33 | -0.008639 | -0.0792 | 0.46854 |
| 34 | -0.014678 | -0.1345 | 0.446654 |
| 35 | -0.003225 | -0.0296 | 0.488246 |
| 36 | -0.016884 | -0.1547 | 0.438696 |
| 37 | -0.009879 | -0.0905 | 0.464035 |
| 38 | -0.00536 | -0.0491 | 0.480467 |
| 39 | -0.032939 | -0.3019 | 0.381741 |
| 40 | -0.023493 | -0.2153 | 0.415022 |
| 41 | -0.02661 | -0.2439 | 0.403958 |
| 42 | -0.036655 | -0.3359 | 0.368875 |
| 43 | -0.021789 | -0.1997 | 0.421098 |
| 44 | -0.038202 | -0.3501 | 0.363558 |
| 45 | -0.027185 | -0.2492 | 0.401925 |
| 46 | -0.024531 | -0.2248 | 0.411329 |
| 47 | -0.038279 | -0.3508 | 0.363296 |
| 48 | -0.002691 | -0.0247 | 0.490193 |
