| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.924295 | 7.1596 | 0 |
| 2 | 0.849487 | 6.5801 | 0 |
| 3 | 0.778062 | 6.0268 | 0 |
| 4 | 0.696371 | 5.3941 | 1e-06 |
| 5 | 0.626306 | 4.8513 | 5e-06 |
| 6 | 0.547238 | 4.2389 | 3.9e-05 |
| 7 | 0.46295 | 3.586 | 0.000338 |
| 8 | 0.379813 | 2.942 | 0.002314 |
| 9 | 0.301638 | 2.3365 | 0.011412 |
| 10 | 0.252937 | 1.9592 | 0.027368 |
| 11 | 0.197606 | 1.5307 | 0.065556 |
| 12 | 0.150703 | 1.1673 | 0.123845 |
| 13 | 0.106928 | 0.8283 | 0.205403 |
| 14 | 0.055321 | 0.4285 | 0.334905 |
| 15 | 0.024334 | 0.1885 | 0.425565 |
| 16 | 0.010068 | 0.078 | 0.469048 |
| 17 | -0.013198 | -0.1022 | 0.459458 |
| 18 | -0.020766 | -0.1609 | 0.436375 |
| 19 | -0.039064 | -0.3026 | 0.381626 |
| 20 | -0.053925 | -0.4177 | 0.338829 |
| 21 | -0.07318 | -0.5669 | 0.286465 |
| 22 | -0.063382 | -0.491 | 0.312624 |
| 23 | -0.049364 | -0.3824 | 0.351768 |
| 24 | -0.03638 | -0.2818 | 0.389535 |
| 25 | -0.028575 | -0.2213 | 0.412788 |
| 26 | -0.016182 | -0.1253 | 0.450335 |
| 27 | -0.016493 | -0.1278 | 0.449387 |
| 28 | -0.019392 | -0.1502 | 0.440551 |
| 29 | -0.024911 | -0.193 | 0.423821 |
| 30 | -0.029808 | -0.2309 | 0.409094 |
| 31 | -0.029925 | -0.2318 | 0.408741 |
| 32 | -0.039784 | -0.3082 | 0.379513 |
| 33 | -0.058343 | -0.4519 | 0.326477 |
| 34 | -0.06718 | -0.5204 | 0.302359 |
| 35 | -0.096362 | -0.7464 | 0.229165 |
| 36 | -0.124557 | -0.9648 | 0.169255 |
| 37 | -0.148302 | -1.1487 | 0.127611 |
| 38 | -0.187382 | -1.4515 | 0.075931 |
| 39 | -0.227344 | -1.761 | 0.041667 |
| 40 | -0.24535 | -1.9005 | 0.031089 |
| 41 | -0.2732 | -2.1162 | 0.019243 |
| 42 | -0.288425 | -2.2341 | 0.014606 |
| 43 | -0.308973 | -2.3933 | 0.009921 |
| 44 | -0.324308 | -2.5121 | 0.007355 |
| 45 | -0.343522 | -2.6609 | 0.004992 |
| 46 | -0.359226 | -2.7826 | 0.0036 |
| 47 | -0.357698 | -2.7707 | 0.003718 |
| 48 | -0.359073 | -2.7814 | 0.003612 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.924295 | 7.1596 | 0 |
| 2 | -0.033182 | -0.257 | 0.399018 |
| 3 | -0.017167 | -0.133 | 0.447329 |
| 4 | -0.110529 | -0.8562 | 0.197659 |
| 5 | 0.032392 | 0.2509 | 0.401371 |
| 6 | -0.108756 | -0.8424 | 0.20145 |
| 7 | -0.079234 | -0.6137 | 0.270852 |
| 8 | -0.0635 | -0.4919 | 0.312305 |
| 9 | -0.012699 | -0.0984 | 0.460984 |
| 10 | 0.144463 | 1.119 | 0.133798 |
| 11 | -0.089024 | -0.6896 | 0.246559 |
| 12 | 0.022289 | 0.1726 | 0.431754 |
| 13 | -0.047305 | -0.3664 | 0.35767 |
| 14 | -0.066771 | -0.5172 | 0.303457 |
| 15 | 0.058952 | 0.4566 | 0.324788 |
| 16 | 0.073916 | 0.5726 | 0.284543 |
| 17 | -0.086409 | -0.6693 | 0.252929 |
| 18 | 0.070163 | 0.5435 | 0.294406 |
| 19 | -0.075113 | -0.5818 | 0.281434 |
| 20 | -0.001919 | -0.0149 | 0.494095 |
| 21 | -0.08843 | -0.685 | 0.247997 |
| 22 | 0.200836 | 1.5557 | 0.062523 |
| 23 | -0.025361 | -0.1964 | 0.422464 |
| 24 | 0.064185 | 0.4972 | 0.310443 |
| 25 | -0.0771 | -0.5972 | 0.276307 |
| 26 | 0.05148 | 0.3988 | 0.345742 |
| 27 | -0.098155 | -0.7603 | 0.225025 |
| 28 | -0.068098 | -0.5275 | 0.299901 |
| 29 | -0.043614 | -0.3378 | 0.368335 |
| 30 | 0.035957 | 0.2785 | 0.390786 |
| 31 | 0.081124 | 0.6284 | 0.266069 |
| 32 | -0.090179 | -0.6985 | 0.243774 |
| 33 | -0.035327 | -0.2736 | 0.392649 |
| 34 | 0.010348 | 0.0802 | 0.468189 |
| 35 | -0.155305 | -1.203 | 0.116853 |
| 36 | -0.044374 | -0.3437 | 0.366129 |
| 37 | 0.045861 | 0.3552 | 0.36183 |
| 38 | -0.159123 | -1.2326 | 0.111274 |
| 39 | 0.007059 | 0.0547 | 0.478288 |
| 40 | 0.11282 | 0.8739 | 0.192829 |
| 41 | -0.107181 | -0.8302 | 0.204852 |
| 42 | -0.020579 | -0.1594 | 0.436943 |
| 43 | -0.018223 | -0.1412 | 0.444111 |
| 44 | -0.043634 | -0.338 | 0.368277 |
| 45 | -0.043963 | -0.3405 | 0.367321 |
| 46 | -0.013131 | -0.1017 | 0.459663 |
| 47 | 0.031708 | 0.2456 | 0.403411 |
| 48 | -0.023983 | -0.1858 | 0.426624 |
