| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.919076 | 6.3675 | 0 |
| 2 | 0.840903 | 5.8259 | 0 |
| 3 | 0.756642 | 5.2422 | 2e-06 |
| 4 | 0.647078 | 4.4831 | 2.3e-05 |
| 5 | 0.545151 | 3.7769 | 0.000219 |
| 6 | 0.443092 | 3.0698 | 0.00176 |
| 7 | 0.317884 | 2.2024 | 0.016238 |
| 8 | 0.20092 | 1.392 | 0.085167 |
| 9 | 0.06591 | 0.4566 | 0.324995 |
| 10 | -0.051581 | -0.3574 | 0.361192 |
| 11 | -0.161648 | -1.1199 | 0.134158 |
| 12 | -0.253876 | -1.7589 | 0.042483 |
| 13 | -0.325725 | -2.2567 | 0.014309 |
| 14 | -0.383938 | -2.66 | 0.005296 |
| 15 | -0.43075 | -2.9843 | 0.00223 |
| 16 | -0.464565 | -3.2186 | 0.001155 |
| 17 | -0.489465 | -3.3911 | 0.000701 |
| 18 | -0.488666 | -3.3856 | 0.000712 |
| 19 | -0.490021 | -3.395 | 0.000693 |
| 20 | -0.479872 | -3.3246 | 0.000851 |
| 21 | -0.446941 | -3.0965 | 0.001633 |
| 22 | -0.411137 | -2.8484 | 0.003225 |
| 23 | -0.365798 | -2.5343 | 0.007292 |
| 24 | -0.31519 | -2.1837 | 0.016952 |
| 25 | -0.255933 | -1.7732 | 0.041274 |
| 26 | -0.206291 | -1.4292 | 0.079708 |
| 27 | -0.158953 | -1.1013 | 0.138138 |
| 28 | -0.108595 | -0.7524 | 0.227752 |
| 29 | -0.073061 | -0.5062 | 0.307523 |
| 30 | -0.056116 | -0.3888 | 0.349577 |
| 31 | -0.028791 | -0.1995 | 0.42137 |
| 32 | -0.007338 | -0.0508 | 0.479832 |
| 33 | 0.010332 | 0.0716 | 0.471615 |
| 34 | 0.024962 | 0.1729 | 0.431713 |
| 35 | 0.054805 | 0.3797 | 0.352922 |
| 36 | 0.077223 | 0.535 | 0.297555 |
| 37 | 0.104232 | 0.7221 | 0.236857 |
| 38 | 0.117804 | 0.8162 | 0.209218 |
| 39 | 0.11131 | 0.7712 | 0.222191 |
| 40 | 0.10114 | 0.7007 | 0.243431 |
| 41 | 0.105095 | 0.7281 | 0.235038 |
| 42 | 0.103901 | 0.7198 | 0.237555 |
| 43 | 0.115808 | 0.8023 | 0.213155 |
| 44 | 0.108554 | 0.7521 | 0.227837 |
| 45 | 0.084053 | 0.5823 | 0.281534 |
| 46 | 0.061643 | 0.4271 | 0.335617 |
| 47 | 0.036736 | 0.2545 | 0.400092 |
| 48 | NA | NA | NA |
| 49 | NA | NA | NA |
| 50 | NA | NA | NA |
| 51 | NA | NA | NA |
| 52 | NA | NA | NA |
| 53 | NA | NA | NA |
| 54 | NA | NA | NA |
| 55 | NA | NA | NA |
| 56 | NA | NA | NA |
| 57 | NA | NA | NA |
| 58 | NA | NA | NA |
| 59 | NA | NA | NA |
| 60 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.919076 | 6.3675 | 0 |
| 2 | -0.024451 | -0.1694 | 0.433096 |
| 3 | -0.081411 | -0.564 | 0.287678 |
| 4 | -0.213416 | -1.4786 | 0.072891 |
| 5 | -0.023861 | -0.1653 | 0.434695 |
| 6 | -0.054811 | -0.3797 | 0.352906 |
| 7 | -0.206802 | -1.4328 | 0.079203 |
| 8 | -0.065402 | -0.4531 | 0.326253 |
| 9 | -0.219488 | -1.5207 | 0.067453 |
| 10 | 0.023242 | 0.161 | 0.436376 |
| 11 | -0.088131 | -0.6106 | 0.272175 |
| 12 | 0.031504 | 0.2183 | 0.414074 |
| 13 | 0.007056 | 0.0489 | 0.480608 |
| 14 | -0.016435 | -0.1139 | 0.45491 |
| 15 | -0.007944 | -0.055 | 0.478168 |
| 16 | -0.067641 | -0.4686 | 0.320728 |
| 17 | -0.020129 | -0.1395 | 0.444835 |
| 18 | 0.021773 | 0.1508 | 0.440364 |
| 19 | -0.112552 | -0.7798 | 0.219674 |
| 20 | -0.056309 | -0.3901 | 0.349088 |
| 21 | 0.037189 | 0.2577 | 0.398888 |
| 22 | -0.008522 | -0.059 | 0.476582 |
| 23 | 0.006803 | 0.0471 | 0.481302 |
| 24 | -0.045925 | -0.3182 | 0.375865 |
| 25 | 0.077869 | 0.5395 | 0.29602 |
| 26 | -0.114005 | -0.7899 | 0.216749 |
| 27 | -0.02501 | -0.1733 | 0.431583 |
| 28 | -0.021826 | -0.1512 | 0.440219 |
| 29 | -0.109196 | -0.7565 | 0.226514 |
| 30 | -0.147982 | -1.0253 | 0.155192 |
| 31 | -0.008424 | -0.0584 | 0.47685 |
| 32 | 0.023948 | 0.1659 | 0.434459 |
| 33 | -0.023707 | -0.1642 | 0.435112 |
| 34 | -0.01679 | -0.1163 | 0.453942 |
| 35 | 0.158591 | 1.0988 | 0.138678 |
| 36 | 0.01156 | 0.0801 | 0.468249 |
| 37 | 0.073327 | 0.508 | 0.306881 |
| 38 | -0.086755 | -0.6011 | 0.275315 |
| 39 | -0.194921 | -1.3505 | 0.091601 |
| 40 | -0.084227 | -0.5835 | 0.281129 |
| 41 | 0.028883 | 0.2001 | 0.421121 |
| 42 | 0.009234 | 0.064 | 0.474629 |
| 43 | 0.012677 | 0.0878 | 0.46519 |
| 44 | -0.088626 | -0.614 | 0.271052 |
| 45 | -0.093452 | -0.6475 | 0.260211 |
| 46 | -0.012275 | -0.085 | 0.46629 |
| 47 | 0.022998 | 0.1593 | 0.437037 |
| 48 | NA | NA | NA |
| 49 | NA | NA | NA |
| 50 | NA | NA | NA |
| 51 | NA | NA | NA |
| 52 | NA | NA | NA |
| 53 | NA | NA | NA |
| 54 | NA | NA | NA |
| 55 | NA | NA | NA |
| 56 | NA | NA | NA |
| 57 | NA | NA | NA |
| 58 | NA | NA | NA |
| 59 | NA | NA | NA |
| 60 | NA | NA | NA |
