| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.950658 | 7.3638 | 0 |
| 2 | 0.900551 | 6.9756 | 0 |
| 3 | 0.852986 | 6.6072 | 0 |
| 4 | 0.806491 | 6.2471 | 0 |
| 5 | 0.759488 | 5.883 | 0 |
| 6 | 0.712051 | 5.5155 | 0 |
| 7 | 0.665761 | 5.157 | 1e-06 |
| 8 | 0.618201 | 4.7886 | 6e-06 |
| 9 | 0.571766 | 4.4289 | 2e-05 |
| 10 | 0.525106 | 4.0675 | 7e-05 |
| 11 | 0.478998 | 3.7103 | 0.000227 |
| 12 | 0.431407 | 3.3417 | 0.000719 |
| 13 | 0.384095 | 2.9752 | 0.002107 |
| 14 | 0.337079 | 2.611 | 0.005693 |
| 15 | 0.291979 | 2.2617 | 0.013677 |
| 16 | 0.247383 | 1.9162 | 0.030052 |
| 17 | 0.20534 | 1.5906 | 0.058482 |
| 18 | 0.163035 | 1.2629 | 0.105762 |
| 19 | 0.121533 | 0.9414 | 0.175139 |
| 20 | 0.080819 | 0.626 | 0.266838 |
| 21 | 0.038649 | 0.2994 | 0.382844 |
| 22 | -0.003732 | -0.0289 | 0.488516 |
| 23 | -0.043246 | -0.335 | 0.369403 |
| 24 | -0.082984 | -0.6428 | 0.261405 |
| 25 | -0.121041 | -0.9376 | 0.176111 |
| 26 | -0.159403 | -1.2347 | 0.110872 |
| 27 | -0.19637 | -1.5211 | 0.066747 |
| 28 | -0.22738 | -1.7613 | 0.041643 |
| 29 | -0.25259 | -1.9566 | 0.027529 |
| 30 | -0.27916 | -2.1624 | 0.017294 |
| 31 | -0.303642 | -2.352 | 0.010986 |
| 32 | -0.329905 | -2.5554 | 0.006579 |
| 33 | -0.350916 | -2.7182 | 0.004284 |
| 34 | -0.364681 | -2.8248 | 0.003207 |
| 35 | -0.375736 | -2.9104 | 0.002529 |
| 36 | -0.38656 | -2.9943 | 0.001996 |
| 37 | -0.395175 | -3.061 | 0.001649 |
| 38 | -0.403047 | -3.122 | 0.001382 |
| 39 | -0.406543 | -3.1491 | 0.001276 |
| 40 | -0.409024 | -3.1683 | 0.001206 |
| 41 | -0.411389 | -3.1866 | 0.001143 |
| 42 | -0.411874 | -3.1904 | 0.00113 |
| 43 | -0.410222 | -3.1776 | 0.001174 |
| 44 | -0.407368 | -3.1555 | 0.001253 |
| 45 | -0.400386 | -3.1014 | 0.001467 |
| 46 | -0.3911 | -3.0294 | 0.001805 |
| 47 | -0.377765 | -2.9262 | 0.00242 |
| 48 | -0.362694 | -2.8094 | 0.003345 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.950658 | 7.3638 | 0 |
| 2 | -0.033247 | -0.2575 | 0.398825 |
| 3 | 0.000135 | 0.001 | 0.499584 |
| 4 | -0.01497 | -0.116 | 0.454037 |
| 5 | -0.030572 | -0.2368 | 0.406807 |
| 6 | -0.030619 | -0.2372 | 0.406666 |
| 7 | -0.015813 | -0.1225 | 0.451462 |
| 8 | -0.041551 | -0.3219 | 0.374341 |
| 9 | -0.016891 | -0.1308 | 0.448172 |
| 10 | -0.032495 | -0.2517 | 0.401063 |
| 11 | -0.024562 | -0.1903 | 0.424874 |
| 12 | -0.046671 | -0.3615 | 0.359493 |
| 13 | -0.029657 | -0.2297 | 0.409545 |
| 14 | -0.032156 | -0.2491 | 0.402074 |
| 15 | -0.01481 | -0.1147 | 0.454525 |
| 16 | -0.03016 | -0.2336 | 0.408039 |
| 17 | -0.007596 | -0.0588 | 0.476639 |
| 18 | -0.038391 | -0.2974 | 0.383604 |
| 19 | -0.026239 | -0.2032 | 0.419814 |
| 20 | -0.029455 | -0.2282 | 0.410149 |
| 21 | -0.052889 | -0.4097 | 0.341752 |
| 22 | -0.043066 | -0.3336 | 0.369927 |
| 23 | -0.011775 | -0.0912 | 0.463814 |
| 24 | -0.0464 | -0.3594 | 0.360273 |
| 25 | -0.023597 | -0.1828 | 0.427792 |
| 26 | -0.048211 | -0.3734 | 0.355067 |
| 27 | -0.031241 | -0.242 | 0.404805 |
| 28 | 0.015327 | 0.1187 | 0.452946 |
| 29 | 0.018607 | 0.1441 | 0.442942 |
| 30 | -0.053115 | -0.4114 | 0.341112 |
| 31 | -0.014171 | -0.1098 | 0.456479 |
| 32 | -0.062364 | -0.4831 | 0.315402 |
| 33 | 0.012745 | 0.0987 | 0.460845 |
| 34 | 0.033161 | 0.2569 | 0.39908 |
| 35 | -0.006626 | -0.0513 | 0.479618 |
| 36 | -0.030578 | -0.2369 | 0.406789 |
| 37 | -0.008024 | -0.0622 | 0.475324 |
| 38 | -0.030539 | -0.2366 | 0.406904 |
| 39 | 0.014934 | 0.1157 | 0.454147 |
| 40 | -0.025414 | -0.1969 | 0.422301 |
| 41 | -0.026965 | -0.2089 | 0.41763 |
| 42 | -0.01098 | -0.0851 | 0.466251 |
| 43 | -0.005836 | -0.0452 | 0.482047 |
| 44 | -0.017498 | -0.1355 | 0.446321 |
| 45 | 0.018571 | 0.1439 | 0.44305 |
| 46 | -0.006353 | -0.0492 | 0.480459 |
| 47 | 0.026247 | 0.2033 | 0.41979 |
| 48 | -0.003343 | -0.0259 | 0.489713 |
