| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.957548 | 7.4171 | 0 |
| 2 | 0.914566 | 7.0842 | 0 |
| 3 | 0.871949 | 6.7541 | 0 |
| 4 | 0.830149 | 6.4303 | 0 |
| 5 | 0.785676 | 6.0858 | 0 |
| 6 | 0.739126 | 5.7252 | 0 |
| 7 | 0.689523 | 5.341 | 1e-06 |
| 8 | 0.638274 | 4.944 | 3e-06 |
| 9 | 0.589454 | 4.5659 | 1.3e-05 |
| 10 | 0.541045 | 4.1909 | 4.6e-05 |
| 11 | 0.493503 | 3.8227 | 0.000158 |
| 12 | 0.446535 | 3.4588 | 0.000502 |
| 13 | 0.397109 | 3.076 | 0.001579 |
| 14 | 0.346905 | 2.6871 | 0.004656 |
| 15 | 0.299022 | 2.3162 | 0.01199 |
| 16 | 0.254215 | 1.9691 | 0.02678 |
| 17 | 0.208124 | 1.6121 | 0.056092 |
| 18 | 0.161394 | 1.2502 | 0.108049 |
| 19 | 0.114235 | 0.8849 | 0.189882 |
| 20 | 0.067728 | 0.5246 | 0.30089 |
| 21 | 0.021024 | 0.1628 | 0.435592 |
| 22 | -0.02505 | -0.194 | 0.423401 |
| 23 | -0.068624 | -0.5316 | 0.298497 |
| 24 | -0.110169 | -0.8534 | 0.198425 |
| 25 | -0.151428 | -1.173 | 0.122724 |
| 26 | -0.187729 | -1.4541 | 0.075559 |
| 27 | -0.22223 | -1.7214 | 0.045167 |
| 28 | -0.251979 | -1.9518 | 0.027816 |
| 29 | -0.278473 | -2.157 | 0.017509 |
| 30 | -0.302911 | -2.3463 | 0.01114 |
| 31 | -0.328843 | -2.5472 | 0.00672 |
| 32 | -0.352394 | -2.7296 | 0.004155 |
| 33 | -0.373084 | -2.8899 | 0.002678 |
| 34 | -0.389115 | -3.0141 | 0.001887 |
| 35 | -0.403256 | -3.1236 | 0.001375 |
| 36 | -0.412597 | -3.196 | 0.001112 |
| 37 | -0.420601 | -3.258 | 0.000925 |
| 38 | -0.42526 | -3.2941 | 0.00083 |
| 39 | -0.426211 | -3.3014 | 0.000812 |
| 40 | -0.4254 | -3.2951 | 0.000827 |
| 41 | -0.422939 | -3.2761 | 0.000876 |
| 42 | -0.418209 | -3.2394 | 0.000977 |
| 43 | -0.412219 | -3.193 | 0.001122 |
| 44 | -0.404802 | -3.1356 | 0.001328 |
| 45 | -0.396989 | -3.0751 | 0.001583 |
| 46 | -0.384233 | -2.9763 | 0.002101 |
| 47 | -0.367403 | -2.8459 | 0.003026 |
| 48 | -0.349307 | -2.7057 | 0.00443 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.957548 | 7.4171 | 0 |
| 2 | -0.028051 | -0.2173 | 0.414362 |
| 3 | -0.018027 | -0.1396 | 0.444708 |
| 4 | -0.012974 | -0.1005 | 0.460141 |
| 5 | -0.055157 | -0.4272 | 0.335366 |
| 6 | -0.049538 | -0.3837 | 0.35127 |
| 7 | -0.06374 | -0.4937 | 0.311649 |
| 8 | -0.050179 | -0.3887 | 0.349443 |
| 9 | -0.001912 | -0.0148 | 0.494116 |
| 10 | -0.025646 | -0.1987 | 0.421604 |
| 11 | -0.018314 | -0.1419 | 0.443834 |
| 12 | -0.021281 | -0.1648 | 0.434813 |
| 13 | -0.06173 | -0.4782 | 0.317138 |
| 14 | -0.044625 | -0.3457 | 0.365401 |
| 15 | -0.011633 | -0.0901 | 0.464251 |
| 16 | -0.002648 | -0.0205 | 0.491851 |
| 17 | -0.050341 | -0.3899 | 0.348982 |
| 18 | -0.043847 | -0.3396 | 0.367659 |
| 19 | -0.043669 | -0.3383 | 0.368174 |
| 20 | -0.035558 | -0.2754 | 0.391966 |
| 21 | -0.049796 | -0.3857 | 0.350535 |
| 22 | -0.041094 | -0.3183 | 0.375676 |
| 23 | -0.015311 | -0.1186 | 0.452994 |
| 24 | -0.019581 | -0.1517 | 0.439978 |
| 25 | -0.041715 | -0.3231 | 0.373862 |
| 26 | 0.014765 | 0.1144 | 0.454664 |
| 27 | -0.026175 | -0.2028 | 0.420008 |
| 28 | 0.008374 | 0.0649 | 0.474249 |
| 29 | -0.004282 | -0.0332 | 0.486825 |
| 30 | -0.018768 | -0.1454 | 0.442449 |
| 31 | -0.060682 | -0.47 | 0.320014 |
| 32 | -0.022484 | -0.1742 | 0.431164 |
| 33 | -0.01644 | -0.1273 | 0.449546 |
| 34 | 0.011173 | 0.0865 | 0.465659 |
| 35 | -0.020137 | -0.156 | 0.438287 |
| 36 | 0.019835 | 0.1536 | 0.439203 |
| 37 | -0.015758 | -0.1221 | 0.45163 |
| 38 | 0.004031 | 0.0312 | 0.487598 |
| 39 | 0.006416 | 0.0497 | 0.480264 |
| 40 | -0.016826 | -0.1303 | 0.448371 |
| 41 | -0.013361 | -0.1035 | 0.458957 |
| 42 | -0.005295 | -0.041 | 0.48371 |
| 43 | -0.013453 | -0.1042 | 0.458676 |
| 44 | -0.011321 | -0.0877 | 0.465206 |
| 45 | -0.028349 | -0.2196 | 0.413467 |
| 46 | 0.027863 | 0.2158 | 0.414928 |
| 47 | 0.029164 | 0.2259 | 0.411022 |
| 48 | -0.001646 | -0.0128 | 0.494934 |
