| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.985357 | 8.361 | 0 |
| 2 | 0.95989 | 8.1449 | 0 |
| 3 | 0.926551 | 7.862 | 0 |
| 4 | 0.885654 | 7.515 | 0 |
| 5 | 0.839593 | 7.1242 | 0 |
| 6 | 0.788827 | 6.6934 | 0 |
| 7 | 0.734154 | 6.2295 | 0 |
| 8 | 0.678774 | 5.7596 | 0 |
| 9 | 0.622258 | 5.28 | 1e-06 |
| 10 | 0.564241 | 4.7877 | 4e-06 |
| 11 | 0.506074 | 4.2942 | 2.7e-05 |
| 12 | 0.447789 | 3.7996 | 0.00015 |
| 13 | 0.388845 | 3.2995 | 0.000754 |
| 14 | 0.329307 | 2.7943 | 0.003331 |
| 15 | 0.269725 | 2.2887 | 0.012517 |
| 16 | 0.210001 | 1.7819 | 0.039489 |
| 17 | 0.150654 | 1.2783 | 0.102618 |
| 18 | 0.092636 | 0.786 | 0.217211 |
| 19 | 0.036029 | 0.3057 | 0.38035 |
| 20 | -0.019168 | -0.1626 | 0.435625 |
| 21 | -0.072567 | -0.6157 | 0.270001 |
| 22 | -0.123997 | -1.0522 | 0.148124 |
| 23 | -0.17316 | -1.4693 | 0.073052 |
| 24 | -0.219709 | -1.8643 | 0.033178 |
| 25 | -0.262987 | -2.2315 | 0.01438 |
| 26 | -0.302737 | -2.5688 | 0.006139 |
| 27 | -0.338343 | -2.8709 | 0.002685 |
| 28 | -0.369254 | -3.1332 | 0.00125 |
| 29 | -0.394981 | -3.3515 | 0.000642 |
| 30 | -0.415644 | -3.5269 | 0.000368 |
| 31 | -0.432116 | -3.6666 | 0.000234 |
| 32 | -0.444284 | -3.7699 | 0.000166 |
| 33 | -0.451268 | -3.8291 | 0.000136 |
| 34 | -0.452743 | -3.8417 | 0.00013 |
| 35 | -0.450493 | -3.8226 | 0.000139 |
| 36 | -0.446336 | -3.7873 | 0.000157 |
| 37 | -0.439328 | -3.7278 | 0.000191 |
| 38 | -0.426267 | -3.617 | 0.000275 |
| 39 | -0.407653 | -3.4591 | 0.000457 |
| 40 | -0.386035 | -3.2756 | 0.000812 |
| 41 | -0.364173 | -3.0901 | 0.001422 |
| 42 | -0.3428 | -2.9088 | 0.002411 |
| 43 | -0.323359 | -2.7438 | 0.00383 |
| 44 | -0.303918 | -2.5788 | 0.005979 |
| 45 | -0.284477 | -2.4139 | 0.009164 |
| 46 | -0.265158 | -2.2499 | 0.013755 |
| 47 | -0.246119 | -2.0884 | 0.02015 |
| 48 | -0.227224 | -1.9281 | 0.028896 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.985357 | 8.361 | 0 |
| 2 | -0.379649 | -3.2214 | 0.000958 |
| 3 | -0.171933 | -1.4589 | 0.074471 |
| 4 | -0.165002 | -1.4001 | 0.08289 |
| 5 | -0.056078 | -0.4758 | 0.317816 |
| 6 | -0.080788 | -0.6855 | 0.247612 |
| 7 | -0.059275 | -0.503 | 0.308263 |
| 8 | 0.050497 | 0.4285 | 0.334791 |
| 9 | -0.038543 | -0.327 | 0.37229 |
| 10 | -0.063299 | -0.5371 | 0.296424 |
| 11 | -0.017145 | -0.1455 | 0.442368 |
| 12 | -0.034103 | -0.2894 | 0.386563 |
| 13 | -0.068858 | -0.5843 | 0.280428 |
| 14 | -0.067049 | -0.5689 | 0.285586 |
| 15 | -0.027671 | -0.2348 | 0.407515 |
| 16 | -0.048687 | -0.4131 | 0.340374 |
| 17 | -0.037316 | -0.3166 | 0.376217 |
| 18 | -0.001504 | -0.0128 | 0.494925 |
| 19 | -0.019508 | -0.1655 | 0.434496 |
| 20 | -0.041179 | -0.3494 | 0.363899 |
| 21 | -0.032746 | -0.2779 | 0.390958 |
| 22 | -0.027018 | -0.2293 | 0.40966 |
| 23 | -0.027088 | -0.2299 | 0.409429 |
| 24 | -0.024004 | -0.2037 | 0.41959 |
| 25 | 0.006782 | 0.0576 | 0.477133 |
| 26 | -0.00013 | -0.0011 | 0.49956 |
| 27 | 0.011498 | 0.0976 | 0.461275 |
| 28 | 0.022598 | 0.1918 | 0.424238 |
| 29 | 0.03238 | 0.2748 | 0.392145 |
| 30 | 0.007474 | 0.0634 | 0.474803 |
| 31 | -0.032345 | -0.2745 | 0.392259 |
| 32 | -0.002404 | -0.0204 | 0.49189 |
| 33 | 0.040767 | 0.3459 | 0.365207 |
| 34 | 0.045992 | 0.3903 | 0.34875 |
| 35 | -0.035459 | -0.3009 | 0.382188 |
| 36 | -0.076716 | -0.651 | 0.258573 |
| 37 | 0.01027 | 0.0871 | 0.465399 |
| 38 | 0.146853 | 1.2461 | 0.108385 |
| 39 | 0.068984 | 0.5854 | 0.280071 |
| 40 | -0.048359 | -0.4103 | 0.341387 |
| 41 | -0.131318 | -1.1143 | 0.134435 |
| 42 | -0.095184 | -0.8077 | 0.210972 |
| 43 | -0.128572 | -1.091 | 0.139463 |
| 44 | 0.027179 | 0.2306 | 0.409131 |
| 45 | 0.037427 | 0.3176 | 0.375861 |
| 46 | 0.026272 | 0.2229 | 0.412113 |
| 47 | -0.023072 | -0.1958 | 0.422671 |
| 48 | -0.01389 | -0.1179 | 0.453253 |
