| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.965378 | 8.1915 | 0 |
| 2 | 0.930564 | 7.8961 | 0 |
| 3 | 0.89508 | 7.595 | 0 |
| 4 | 0.859078 | 7.2895 | 0 |
| 5 | 0.822673 | 6.9806 | 0 |
| 6 | 0.781539 | 6.6316 | 0 |
| 7 | 0.739293 | 6.2731 | 0 |
| 8 | 0.701899 | 5.9558 | 0 |
| 9 | 0.663582 | 5.6307 | 0 |
| 10 | 0.624425 | 5.2984 | 1e-06 |
| 11 | 0.585465 | 4.9678 | 2e-06 |
| 12 | 0.543084 | 4.6082 | 9e-06 |
| 13 | 0.504401 | 4.28 | 2.8e-05 |
| 14 | 0.467925 | 3.9705 | 8.4e-05 |
| 15 | 0.431183 | 3.6587 | 0.00024 |
| 16 | 0.392711 | 3.3323 | 0.000681 |
| 17 | 0.351994 | 2.9868 | 0.001926 |
| 18 | 0.311195 | 2.6406 | 0.005071 |
| 19 | 0.269575 | 2.2874 | 0.012556 |
| 20 | 0.227519 | 1.9306 | 0.028738 |
| 21 | 0.185297 | 1.5723 | 0.060133 |
| 22 | 0.142057 | 1.2054 | 0.116 |
| 23 | 0.102669 | 0.8712 | 0.193278 |
| 24 | 0.061068 | 0.5182 | 0.302961 |
| 25 | 0.027718 | 0.2352 | 0.407362 |
| 26 | -0.005712 | -0.0485 | 0.480738 |
| 27 | -0.040511 | -0.3437 | 0.366019 |
| 28 | -0.075987 | -0.6448 | 0.260562 |
| 29 | -0.112876 | -0.9578 | 0.170688 |
| 30 | -0.146495 | -1.243 | 0.108942 |
| 31 | -0.180556 | -1.5321 | 0.064944 |
| 32 | -0.215037 | -1.8246 | 0.036101 |
| 33 | -0.241889 | -2.0525 | 0.021879 |
| 34 | -0.270882 | -2.2985 | 0.012219 |
| 35 | -0.300011 | -2.5457 | 0.006524 |
| 36 | -0.321016 | -2.7239 | 0.004045 |
| 37 | -0.342758 | -2.9084 | 0.002414 |
| 38 | -0.356612 | -3.026 | 0.001718 |
| 39 | -0.372203 | -3.1582 | 0.00116 |
| 40 | -0.387788 | -3.2905 | 0.000775 |
| 41 | -0.394685 | -3.349 | 0.000647 |
| 42 | -0.40242 | -3.4146 | 0.000526 |
| 43 | -0.41038 | -3.4822 | 0.000425 |
| 44 | -0.416343 | -3.5328 | 0.000361 |
| 45 | -0.420699 | -3.5697 | 0.000321 |
| 46 | -0.425202 | -3.608 | 0.000283 |
| 47 | -0.429902 | -3.6478 | 0.000248 |
| 48 | -0.435356 | -3.6941 | 0.000213 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.965378 | 8.1915 | 0 |
| 2 | -0.020426 | -0.1733 | 0.431442 |
| 3 | -0.027881 | -0.2366 | 0.406829 |
| 4 | -0.026292 | -0.2231 | 0.412048 |
| 5 | -0.025188 | -0.2137 | 0.415683 |
| 6 | -0.089479 | -0.7593 | 0.225091 |
| 7 | -0.03946 | -0.3348 | 0.369363 |
| 8 | 0.048835 | 0.4144 | 0.339915 |
| 9 | -0.034627 | -0.2938 | 0.384869 |
| 10 | -0.036138 | -0.3066 | 0.380001 |
| 11 | -0.016807 | -0.1426 | 0.443499 |
| 12 | -0.073677 | -0.6252 | 0.266917 |
| 13 | 0.018606 | 0.1579 | 0.437496 |
| 14 | 0.007857 | 0.0667 | 0.473515 |
| 15 | -0.022669 | -0.1924 | 0.424004 |
| 16 | -0.054438 | -0.4619 | 0.322765 |
| 17 | -0.057352 | -0.4867 | 0.313992 |
| 18 | -0.035215 | -0.2988 | 0.382973 |
| 19 | -0.055453 | -0.4705 | 0.319698 |
| 20 | -0.031761 | -0.2695 | 0.394159 |
| 21 | -0.028058 | -0.2381 | 0.406249 |
| 22 | -0.048995 | -0.4157 | 0.33942 |
| 23 | 0.020627 | 0.175 | 0.430776 |
| 24 | -0.074817 | -0.6348 | 0.263772 |
| 25 | 0.087101 | 0.7391 | 0.231131 |
| 26 | -0.033394 | -0.2834 | 0.388857 |
| 27 | -0.052223 | -0.4431 | 0.329501 |
| 28 | -0.053101 | -0.4506 | 0.326825 |
| 29 | -0.065928 | -0.5594 | 0.288807 |
| 30 | 0.002725 | 0.0231 | 0.490807 |
| 31 | -0.058277 | -0.4945 | 0.311232 |
| 32 | -0.029585 | -0.251 | 0.401251 |
| 33 | 0.078112 | 0.6628 | 0.254787 |
| 34 | -0.083655 | -0.7098 | 0.24005 |
| 35 | -0.037956 | -0.3221 | 0.374169 |
| 36 | 0.069958 | 0.5936 | 0.277316 |
| 37 | -0.033439 | -0.2837 | 0.388713 |
| 38 | 0.077977 | 0.6617 | 0.255151 |
| 39 | -0.066539 | -0.5646 | 0.287051 |
| 40 | -0.021706 | -0.1842 | 0.427196 |
| 41 | 0.064236 | 0.5451 | 0.293697 |
| 42 | -0.052714 | -0.4473 | 0.328004 |
| 43 | -0.024753 | -0.21 | 0.417115 |
| 44 | -0.017372 | -0.1474 | 0.44161 |
| 45 | 0.025251 | 0.2143 | 0.415473 |
| 46 | -0.054849 | -0.4654 | 0.321522 |
| 47 | -0.039964 | -0.3391 | 0.367757 |
| 48 | -0.021587 | -0.1832 | 0.427588 |
