| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.958712 | 8.1349 | 0 |
| 2 | 0.911197 | 7.7318 | 0 |
| 3 | 0.861232 | 7.3078 | 0 |
| 4 | 0.810875 | 6.8805 | 0 |
| 5 | 0.760273 | 6.4511 | 0 |
| 6 | 0.708545 | 6.0122 | 0 |
| 7 | 0.655242 | 5.5599 | 0 |
| 8 | 0.602504 | 5.1124 | 1e-06 |
| 9 | 0.553909 | 4.7001 | 6e-06 |
| 10 | 0.505875 | 4.2925 | 2.7e-05 |
| 11 | 0.457579 | 3.8827 | 0.000113 |
| 12 | 0.408391 | 3.4653 | 0.000448 |
| 13 | 0.35709 | 3.03 | 0.001698 |
| 14 | 0.302375 | 2.5657 | 0.006189 |
| 15 | 0.265252 | 2.2507 | 0.013728 |
| 16 | 0.237119 | 2.012 | 0.02398 |
| 17 | 0.213864 | 1.8147 | 0.036868 |
| 18 | 0.190236 | 1.6142 | 0.055429 |
| 19 | 0.166235 | 1.4105 | 0.081342 |
| 20 | 0.141415 | 1.1999 | 0.117047 |
| 21 | 0.119013 | 1.0099 | 0.157972 |
| 22 | 0.096983 | 0.8229 | 0.206632 |
| 23 | 0.074722 | 0.634 | 0.264032 |
| 24 | 0.051441 | 0.4365 | 0.331894 |
| 25 | 0.026782 | 0.2273 | 0.410435 |
| 26 | 0.003627 | 0.0308 | 0.487767 |
| 27 | -0.01984 | -0.1683 | 0.433391 |
| 28 | -0.038751 | -0.3288 | 0.371625 |
| 29 | -0.055161 | -0.4681 | 0.320579 |
| 30 | -0.070901 | -0.6016 | 0.27466 |
| 31 | -0.086798 | -0.7365 | 0.231909 |
| 32 | -0.103417 | -0.8775 | 0.19156 |
| 33 | -0.121177 | -1.0282 | 0.153643 |
| 34 | -0.13954 | -1.184 | 0.120147 |
| 35 | -0.157045 | -1.3326 | 0.093437 |
| 36 | -0.174776 | -1.483 | 0.071217 |
| 37 | -0.193403 | -1.6411 | 0.052571 |
| 38 | -0.213885 | -1.8149 | 0.036854 |
| 39 | -0.234929 | -1.9934 | 0.025002 |
| 40 | -0.253504 | -2.1511 | 0.017414 |
| 41 | -0.271342 | -2.3024 | 0.012103 |
| 42 | -0.288618 | -2.449 | 0.00838 |
| 43 | -0.305498 | -2.5922 | 0.00577 |
| 44 | -0.321851 | -2.731 | 0.003968 |
| 45 | -0.336701 | -2.857 | 0.002793 |
| 46 | -0.348189 | -2.9545 | 0.002115 |
| 47 | -0.358723 | -3.0439 | 0.00163 |
| 48 | -0.363356 | -3.0832 | 0.001451 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.958712 | 8.1349 | 0 |
| 2 | -0.098066 | -0.8321 | 0.204047 |
| 3 | -0.049872 | -0.4232 | 0.336713 |
| 4 | -0.027862 | -0.2364 | 0.406891 |
| 5 | -0.02979 | -0.2528 | 0.40058 |
| 6 | -0.042406 | -0.3598 | 0.360016 |
| 7 | -0.048083 | -0.408 | 0.342244 |
| 8 | -0.021935 | -0.1861 | 0.426435 |
| 9 | 0.019001 | 0.1612 | 0.436184 |
| 10 | -0.031624 | -0.2683 | 0.394603 |
| 11 | -0.038132 | -0.3236 | 0.373603 |
| 12 | -0.043719 | -0.371 | 0.355877 |
| 13 | -0.059916 | -0.5084 | 0.306362 |
| 14 | -0.078782 | -0.6685 | 0.25298 |
| 15 | 0.18731 | 1.5894 | 0.058178 |
| 16 | 0.058257 | 0.4943 | 0.311289 |
| 17 | 0.014898 | 0.1264 | 0.44988 |
| 18 | -0.042148 | -0.3576 | 0.360829 |
| 19 | -0.032621 | -0.2768 | 0.391363 |
| 20 | -0.043344 | -0.3678 | 0.357056 |
| 21 | -0.006314 | -0.0536 | 0.478709 |
| 22 | -0.028901 | -0.2452 | 0.403488 |
| 23 | -0.007275 | -0.0617 | 0.475476 |
| 24 | -0.028721 | -0.2437 | 0.404076 |
| 25 | -0.041312 | -0.3505 | 0.363476 |
| 26 | -0.012623 | -0.1071 | 0.457501 |
| 27 | -0.04904 | -0.4161 | 0.33928 |
| 28 | -0.000833 | -0.0071 | 0.497191 |
| 29 | 0.037575 | 0.3188 | 0.375387 |
| 30 | 0.014066 | 0.1194 | 0.452664 |
| 31 | -0.000389 | -0.0033 | 0.498689 |
| 32 | -0.035373 | -0.3002 | 0.382463 |
| 33 | -0.048831 | -0.4143 | 0.339926 |
| 34 | -0.047824 | -0.4058 | 0.343048 |
| 35 | -0.010292 | -0.0873 | 0.465326 |
| 36 | -0.024402 | -0.2071 | 0.418275 |
| 37 | -0.028607 | -0.2427 | 0.404449 |
| 38 | -0.054626 | -0.4635 | 0.322196 |
| 39 | -0.048428 | -0.4109 | 0.341173 |
| 40 | -0.001539 | -0.0131 | 0.49481 |
| 41 | -0.04123 | -0.3498 | 0.363736 |
| 42 | -0.018217 | -0.1546 | 0.438793 |
| 43 | -0.003449 | -0.0293 | 0.488365 |
| 44 | -0.005569 | -0.0473 | 0.481222 |
| 45 | -0.005033 | -0.0427 | 0.483025 |
| 46 | 0.006276 | 0.0533 | 0.478839 |
| 47 | -0.039502 | -0.3352 | 0.369229 |
| 48 | 0.034444 | 0.2923 | 0.385461 |
