| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.971014 | 7.5214 | 0 |
| 2 | 0.935249 | 7.2444 | 0 |
| 3 | 0.897715 | 6.9537 | 0 |
| 4 | 0.85758 | 6.6428 | 0 |
| 5 | 0.818205 | 6.3378 | 0 |
| 6 | 0.772106 | 5.9807 | 0 |
| 7 | 0.724466 | 5.6117 | 0 |
| 8 | 0.678544 | 5.256 | 1e-06 |
| 9 | 0.629489 | 4.876 | 4e-06 |
| 10 | 0.580558 | 4.497 | 1.6e-05 |
| 11 | 0.527928 | 4.0893 | 6.5e-05 |
| 12 | 0.473175 | 3.6652 | 0.000263 |
| 13 | 0.422491 | 3.2726 | 0.000885 |
| 14 | 0.370145 | 2.8671 | 0.002853 |
| 15 | 0.316028 | 2.4479 | 0.008655 |
| 16 | 0.255895 | 1.9822 | 0.026024 |
| 17 | 0.189461 | 1.4676 | 0.073723 |
| 18 | 0.125027 | 0.9685 | 0.168352 |
| 19 | 0.059532 | 0.4611 | 0.323186 |
| 20 | -0.005008 | -0.0388 | 0.484592 |
| 21 | -0.071318 | -0.5524 | 0.291354 |
| 22 | -0.131328 | -1.0173 | 0.156557 |
| 23 | -0.180259 | -1.3963 | 0.083888 |
| 24 | -0.227827 | -1.7647 | 0.041348 |
| 25 | -0.273254 | -2.1166 | 0.019224 |
| 26 | -0.314328 | -2.4348 | 0.008946 |
| 27 | -0.350676 | -2.7163 | 0.004306 |
| 28 | -0.375769 | -2.9107 | 0.002527 |
| 29 | -0.394739 | -3.0576 | 0.001665 |
| 30 | -0.418133 | -3.2388 | 0.000979 |
| 31 | -0.437633 | -3.3899 | 0.000621 |
| 32 | -0.460673 | -3.5684 | 0.000357 |
| 33 | -0.476564 | -3.6914 | 0.000242 |
| 34 | -0.481057 | -3.7263 | 0.000216 |
| 35 | -0.479834 | -3.7168 | 0.000223 |
| 36 | -0.473585 | -3.6684 | 0.00026 |
| 37 | -0.465053 | -3.6023 | 0.000321 |
| 38 | -0.455053 | -3.5248 | 0.000409 |
| 39 | -0.433478 | -3.3577 | 0.000685 |
| 40 | -0.404577 | -3.1338 | 0.001335 |
| 41 | -0.378684 | -2.9333 | 0.002372 |
| 42 | -0.352862 | -2.7333 | 0.004114 |
| 43 | -0.331464 | -2.5675 | 0.006377 |
| 44 | -0.307642 | -2.383 | 0.010178 |
| 45 | -0.287961 | -2.2305 | 0.014732 |
| 46 | -0.271996 | -2.1069 | 0.019659 |
| 47 | -0.256208 | -1.9846 | 0.025885 |
| 48 | -0.240881 | -1.8659 | 0.033476 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.971014 | 7.5214 | 0 |
| 2 | -0.133344 | -1.0329 | 0.152904 |
| 3 | -0.036368 | -0.2817 | 0.389571 |
| 4 | -0.060729 | -0.4704 | 0.319887 |
| 5 | 0.002046 | 0.0159 | 0.493703 |
| 6 | -0.144518 | -1.1194 | 0.133709 |
| 7 | -0.026351 | -0.2041 | 0.419478 |
| 8 | 0.008033 | 0.0622 | 0.475294 |
| 9 | -0.081652 | -0.6325 | 0.264739 |
| 10 | -0.022595 | -0.175 | 0.430828 |
| 11 | -0.088734 | -0.6873 | 0.247262 |
| 12 | -0.052037 | -0.4031 | 0.344161 |
| 13 | 0.032443 | 0.2513 | 0.401219 |
| 14 | -0.066979 | -0.5188 | 0.302899 |
| 15 | -0.067954 | -0.5264 | 0.300286 |
| 16 | -0.145408 | -1.1263 | 0.132257 |
| 17 | -0.131217 | -1.0164 | 0.15676 |
| 18 | -0.024005 | -0.1859 | 0.426559 |
| 19 | -0.079099 | -0.6127 | 0.271197 |
| 20 | -0.036179 | -0.2802 | 0.390128 |
| 21 | -0.107029 | -0.829 | 0.205183 |
| 22 | 0.079867 | 0.6186 | 0.269246 |
| 23 | 0.097525 | 0.7554 | 0.226475 |
| 24 | -0.064824 | -0.5021 | 0.308708 |
| 25 | -0.017941 | -0.139 | 0.444971 |
| 26 | 0.022795 | 0.1766 | 0.43022 |
| 27 | 0.027259 | 0.2111 | 0.416743 |
| 28 | 0.096282 | 0.7458 | 0.229351 |
| 29 | 0.041043 | 0.3179 | 0.375824 |
| 30 | -0.139457 | -1.0802 | 0.142182 |
| 31 | 0.029044 | 0.225 | 0.411382 |
| 32 | -0.115594 | -0.8954 | 0.18708 |
| 33 | 0.061512 | 0.4765 | 0.317735 |
| 34 | 0.140536 | 1.0886 | 0.140345 |
| 35 | 0.098464 | 0.7627 | 0.224315 |
| 36 | 0.005913 | 0.0458 | 0.48181 |
| 37 | -0.020664 | -0.1601 | 0.436686 |
| 38 | -0.075966 | -0.5884 | 0.279226 |
| 39 | 0.135157 | 1.0469 | 0.149667 |
| 40 | 0.136287 | 1.0557 | 0.147675 |
| 41 | -0.129189 | -1.0007 | 0.160497 |
| 42 | -0.099488 | -0.7706 | 0.221974 |
| 43 | -0.170422 | -1.3201 | 0.095911 |
| 44 | -0.018617 | -0.1442 | 0.442911 |
| 45 | -0.108727 | -0.8422 | 0.201511 |
| 46 | -0.042968 | -0.3328 | 0.370211 |
| 47 | -0.046313 | -0.3587 | 0.360526 |
| 48 | -0.021682 | -0.168 | 0.433593 |
