| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.961008 | 8.1544 | 0 |
| 2 | 0.92176 | 7.8214 | 0 |
| 3 | 0.880818 | 7.474 | 0 |
| 4 | 0.841506 | 7.1404 | 0 |
| 5 | 0.804758 | 6.8286 | 0 |
| 6 | 0.766178 | 6.5012 | 0 |
| 7 | 0.725634 | 6.1572 | 0 |
| 8 | 0.682111 | 5.7879 | 0 |
| 9 | 0.638901 | 5.4213 | 0 |
| 10 | 0.59819 | 5.0758 | 1e-06 |
| 11 | 0.560306 | 4.7544 | 5e-06 |
| 12 | 0.521509 | 4.4251 | 1.7e-05 |
| 13 | 0.47967 | 4.0701 | 5.9e-05 |
| 14 | 0.438059 | 3.7171 | 0.000198 |
| 15 | 0.400774 | 3.4007 | 0.00055 |
| 16 | 0.364843 | 3.0958 | 0.001398 |
| 17 | 0.331089 | 2.8094 | 0.003193 |
| 18 | 0.295691 | 2.509 | 0.007179 |
| 19 | 0.258294 | 2.1917 | 0.015818 |
| 20 | 0.220593 | 1.8718 | 0.032649 |
| 21 | 0.182612 | 1.5495 | 0.062822 |
| 22 | 0.151798 | 1.288 | 0.100927 |
| 23 | 0.119144 | 1.011 | 0.157708 |
| 24 | 0.085058 | 0.7217 | 0.236395 |
| 25 | 0.048521 | 0.4117 | 0.340886 |
| 26 | 0.013868 | 0.1177 | 0.453327 |
| 27 | -0.020239 | -0.1717 | 0.432063 |
| 28 | -0.054637 | -0.4636 | 0.322161 |
| 29 | -0.087839 | -0.7453 | 0.229248 |
| 30 | -0.123085 | -1.0444 | 0.149895 |
| 31 | -0.159985 | -1.3575 | 0.089428 |
| 32 | -0.194924 | -1.654 | 0.051242 |
| 33 | -0.229434 | -1.9468 | 0.02773 |
| 34 | -0.256992 | -2.1806 | 0.016239 |
| 35 | -0.281098 | -2.3852 | 0.009852 |
| 36 | -0.30121 | -2.5559 | 0.006352 |
| 37 | -0.322709 | -2.7383 | 0.003889 |
| 38 | -0.340941 | -2.893 | 0.002522 |
| 39 | -0.356432 | -3.0244 | 0.001726 |
| 40 | -0.364885 | -3.0961 | 0.001397 |
| 41 | -0.372378 | -3.1597 | 0.001155 |
| 42 | -0.376879 | -3.1979 | 0.001029 |
| 43 | -0.382055 | -3.2418 | 9e-04 |
| 44 | -0.389086 | -3.3015 | 0.000749 |
| 45 | -0.394625 | -3.3485 | 0.000648 |
| 46 | -0.399804 | -3.3924 | 0.000564 |
| 47 | -0.403274 | -3.4219 | 0.000514 |
| 48 | -0.403271 | -3.4219 | 0.000514 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.961008 | 8.1544 | 0 |
| 2 | -0.02322 | -0.197 | 0.42218 |
| 3 | -0.042587 | -0.3614 | 0.359443 |
| 4 | -0.000277 | -0.0023 | 0.499067 |
| 5 | 0.012605 | 0.107 | 0.457562 |
| 6 | -0.045557 | -0.3866 | 0.350108 |
| 7 | -0.048559 | -0.412 | 0.340769 |
| 8 | -0.060097 | -0.5099 | 0.305826 |
| 9 | -0.020338 | -0.1726 | 0.431734 |
| 10 | 0.005666 | 0.0481 | 0.480895 |
| 11 | 0.008859 | 0.0752 | 0.470144 |
| 12 | -0.039171 | -0.3324 | 0.370284 |
| 13 | -0.063644 | -0.54 | 0.295418 |
| 14 | -0.019487 | -0.1654 | 0.434566 |
| 15 | 0.032245 | 0.2736 | 0.392584 |
| 16 | -0.014524 | -0.1232 | 0.451131 |
| 17 | -0.006462 | -0.0548 | 0.478213 |
| 18 | -0.046428 | -0.394 | 0.347389 |
| 19 | -0.047426 | -0.4024 | 0.344281 |
| 20 | -0.028423 | -0.2412 | 0.405051 |
| 21 | -0.035623 | -0.3023 | 0.381659 |
| 22 | 0.052639 | 0.4467 | 0.328231 |
| 23 | -0.057393 | -0.487 | 0.313871 |
| 24 | -0.049598 | -0.4209 | 0.337557 |
| 25 | -0.052396 | -0.4446 | 0.328974 |
| 26 | -0.000588 | -0.005 | 0.498018 |
| 27 | -0.034638 | -0.2939 | 0.384835 |
| 28 | -0.049143 | -0.417 | 0.338961 |
| 29 | -0.026733 | -0.2268 | 0.410595 |
| 30 | -0.055928 | -0.4746 | 0.318267 |
| 31 | -0.05333 | -0.4525 | 0.326129 |
| 32 | -0.011617 | -0.0986 | 0.460877 |
| 33 | -0.044944 | -0.3814 | 0.352029 |
| 34 | 0.035254 | 0.2991 | 0.382848 |
| 35 | 0.008671 | 0.0736 | 0.470777 |
| 36 | 0.029349 | 0.249 | 0.402021 |
| 37 | -0.051533 | -0.4373 | 0.331612 |
| 38 | 0.011034 | 0.0936 | 0.462831 |
| 39 | -0.004428 | -0.0376 | 0.485065 |
| 40 | 0.05573 | 0.4729 | 0.318864 |
| 41 | -0.026082 | -0.2213 | 0.412739 |
| 42 | 0.012334 | 0.1047 | 0.458469 |
| 43 | -0.023224 | -0.1971 | 0.422168 |
| 44 | -0.05212 | -0.4422 | 0.329817 |
| 45 | -0.01507 | -0.1279 | 0.449304 |
| 46 | -0.032689 | -0.2774 | 0.391143 |
| 47 | -0.012718 | -0.1079 | 0.45718 |
| 48 | 0.027165 | 0.2305 | 0.409178 |
