| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.936846 | 7.9494 | 0 |
| 2 | 0.886861 | 7.5253 | 0 |
| 3 | 0.836877 | 7.1011 | 0 |
| 4 | 0.786892 | 6.677 | 0 |
| 5 | 0.736907 | 6.2529 | 0 |
| 6 | 0.686923 | 5.8287 | 0 |
| 7 | 0.636938 | 5.4046 | 0 |
| 8 | 0.586953 | 4.9805 | 2e-06 |
| 9 | 0.536969 | 4.5563 | 1e-05 |
| 10 | 0.486984 | 4.1322 | 4.8e-05 |
| 11 | 0.436999 | 3.7081 | 0.000204 |
| 12 | 0.379537 | 3.2205 | 0.000961 |
| 13 | 0.352297 | 2.9893 | 0.001912 |
| 14 | 0.325058 | 2.7582 | 0.003681 |
| 15 | 0.297819 | 2.5271 | 0.006849 |
| 16 | 0.270579 | 2.2959 | 0.012297 |
| 17 | 0.24334 | 2.0648 | 0.021272 |
| 18 | 0.2161 | 1.8337 | 0.035418 |
| 19 | 0.188861 | 1.6025 | 0.056708 |
| 20 | 0.161621 | 1.3714 | 0.087254 |
| 21 | 0.134382 | 1.1403 | 0.128977 |
| 22 | 0.107143 | 0.9091 | 0.183156 |
| 23 | 0.079903 | 0.678 | 0.249972 |
| 24 | 0.052664 | 0.4469 | 0.328157 |
| 25 | 0.033484 | 0.2841 | 0.388567 |
| 26 | 0.014304 | 0.1214 | 0.451868 |
| 27 | -0.004876 | -0.0414 | 0.483555 |
| 28 | -0.024056 | -0.2041 | 0.419417 |
| 29 | -0.043236 | -0.3669 | 0.357396 |
| 30 | -0.062416 | -0.5296 | 0.299003 |
| 31 | -0.081596 | -0.6924 | 0.245468 |
| 32 | -0.100776 | -0.8551 | 0.197663 |
| 33 | -0.119956 | -1.0179 | 0.156076 |
| 34 | -0.139136 | -1.1806 | 0.120822 |
| 35 | -0.158316 | -1.3434 | 0.091688 |
| 36 | -0.180487 | -1.5315 | 0.065016 |
| 37 | -0.19518 | -1.6562 | 0.051021 |
| 38 | -0.209873 | -1.7808 | 0.039579 |
| 39 | -0.224567 | -1.9055 | 0.030353 |
| 40 | -0.23926 | -2.0302 | 0.023016 |
| 41 | -0.253953 | -2.1549 | 0.017259 |
| 42 | -0.268646 | -2.2795 | 0.0128 |
| 43 | -0.283339 | -2.4042 | 0.009391 |
| 44 | -0.298033 | -2.5289 | 0.006817 |
| 45 | -0.312726 | -2.6536 | 0.004897 |
| 46 | -0.327419 | -2.7782 | 0.003482 |
| 47 | -0.342112 | -2.9029 | 0.002452 |
| 48 | -0.362788 | -3.0784 | 0.001472 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.936846 | 7.9494 | 0 |
| 2 | 0.075057 | 0.6369 | 0.263112 |
| 3 | -0.015879 | -0.1347 | 0.446598 |
| 4 | -0.026112 | -0.2216 | 0.412637 |
| 5 | -0.027877 | -0.2365 | 0.406842 |
| 6 | -0.028789 | -0.2443 | 0.403855 |
| 7 | -0.029654 | -0.2516 | 0.401026 |
| 8 | -0.030561 | -0.2593 | 0.398064 |
| 9 | -0.031525 | -0.2675 | 0.394926 |
| 10 | -0.032551 | -0.2762 | 0.391591 |
| 11 | -0.033646 | -0.2855 | 0.388041 |
| 12 | -0.096763 | -0.8211 | 0.20716 |
| 13 | 0.198691 | 1.6859 | 0.048068 |
| 14 | 0.023632 | 0.2005 | 0.420819 |
| 15 | -0.016779 | -0.1424 | 0.443589 |
| 16 | -0.02362 | -0.2004 | 0.420858 |
| 17 | -0.025072 | -0.2127 | 0.416065 |
| 18 | -0.025823 | -0.2191 | 0.413592 |
| 19 | -0.026519 | -0.225 | 0.411302 |
| 20 | -0.027241 | -0.2311 | 0.408929 |
| 21 | -0.02799 | -0.2375 | 0.406469 |
| 22 | -0.028671 | -0.2433 | 0.40424 |
| 23 | -0.028323 | -0.2403 | 0.405378 |
| 24 | -0.055024 | -0.4669 | 0.320993 |
| 25 | 0.094365 | 0.8007 | 0.212965 |
| 26 | 0.006555 | 0.0556 | 0.477898 |
| 27 | -0.019508 | -0.1655 | 0.434496 |
| 28 | -0.024906 | -0.2113 | 0.416611 |
| 29 | -0.026313 | -0.2233 | 0.411978 |
| 30 | -0.027128 | -0.2302 | 0.4093 |
| 31 | -0.027897 | -0.2367 | 0.406775 |
| 32 | -0.0287 | -0.2435 | 0.404145 |
| 33 | -0.029551 | -0.2507 | 0.401361 |
| 34 | -0.030439 | -0.2583 | 0.398463 |
| 35 | -0.030926 | -0.2624 | 0.396876 |
| 36 | -0.07289 | -0.6185 | 0.269103 |
| 37 | 0.075163 | 0.6378 | 0.262821 |
| 38 | 0.000324 | 0.0027 | 0.498907 |
| 39 | -0.023528 | -0.1996 | 0.421161 |
| 40 | -0.028892 | -0.2452 | 0.403516 |
| 41 | -0.030515 | -0.2589 | 0.398215 |
| 42 | -0.03158 | -0.268 | 0.394746 |
| 43 | -0.032622 | -0.2768 | 0.39136 |
| 44 | -0.033722 | -0.2861 | 0.387796 |
| 45 | -0.034882 | -0.296 | 0.384049 |
| 46 | -0.035973 | -0.3052 | 0.38053 |
| 47 | -0.035688 | -0.3028 | 0.381448 |
| 48 | -0.119534 | -1.0143 | 0.156922 |
