| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.706686 | 5.474 | 0 |
| 2 | 0.620784 | 4.8086 | 5e-06 |
| 3 | 0.679309 | 5.2619 | 1e-06 |
| 4 | 0.572978 | 4.4383 | 2e-05 |
| 5 | 0.600332 | 4.6502 | 9e-06 |
| 6 | 0.664717 | 5.1489 | 2e-06 |
| 7 | 0.499374 | 3.8681 | 0.000136 |
| 8 | 0.40556 | 3.1415 | 0.001305 |
| 9 | 0.464304 | 3.5965 | 0.000327 |
| 10 | 0.30599 | 2.3702 | 0.010505 |
| 11 | 0.352486 | 2.7303 | 0.004147 |
| 12 | 0.473028 | 3.6641 | 0.000264 |
| 13 | 0.273478 | 2.1184 | 0.019148 |
| 14 | 0.225809 | 1.7491 | 0.042693 |
| 15 | 0.235101 | 1.8211 | 0.03679 |
| 16 | 0.146626 | 1.1358 | 0.130286 |
| 17 | 0.191813 | 1.4858 | 0.071286 |
| 18 | 0.224209 | 1.7367 | 0.043785 |
| 19 | 0.086328 | 0.6687 | 0.253129 |
| 20 | 0.017534 | 0.1358 | 0.446209 |
| 21 | 0.017155 | 0.1329 | 0.447367 |
| 22 | -0.111612 | -0.8645 | 0.195367 |
| 23 | -0.027879 | -0.216 | 0.414878 |
| 24 | 0.000176 | 0.0014 | 0.499458 |
| 25 | -0.114017 | -0.8832 | 0.190334 |
| 26 | -0.154784 | -1.199 | 0.11763 |
| 27 | -0.177556 | -1.3753 | 0.087069 |
| 28 | -0.222162 | -1.7209 | 0.045215 |
| 29 | -0.191082 | -1.4801 | 0.072037 |
| 30 | -0.160391 | -1.2424 | 0.109464 |
| 31 | -0.248948 | -1.9283 | 0.029274 |
| 32 | -0.266305 | -2.0628 | 0.021734 |
| 33 | -0.297492 | -2.3044 | 0.01234 |
| 34 | -0.345319 | -2.6748 | 0.004811 |
| 35 | -0.292606 | -2.2665 | 0.013519 |
| 36 | -0.252628 | -1.9568 | 0.027512 |
| 37 | -0.315185 | -2.4414 | 0.008798 |
| 38 | -0.349659 | -2.7084 | 0.004398 |
| 39 | -0.344736 | -2.6703 | 0.004869 |
| 40 | -0.339496 | -2.6297 | 0.00542 |
| 41 | -0.31168 | -2.4143 | 0.009417 |
| 42 | -0.272018 | -2.107 | 0.019651 |
| 43 | -0.298593 | -2.3129 | 0.012087 |
| 44 | -0.302947 | -2.3466 | 0.011132 |
| 45 | -0.315947 | -2.4473 | 0.008669 |
| 46 | -0.31459 | -2.4368 | 0.008901 |
| 47 | -0.294256 | -2.2793 | 0.01311 |
| 48 | -0.249004 | -1.9288 | 0.029247 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.706686 | 5.474 | 0 |
| 2 | 0.242469 | 1.8782 | 0.032611 |
| 3 | 0.372761 | 2.8874 | 0.002697 |
| 4 | -0.047697 | -0.3695 | 0.356544 |
| 5 | 0.231686 | 1.7946 | 0.038875 |
| 6 | 0.205464 | 1.5915 | 0.058375 |
| 7 | -0.217149 | -1.682 | 0.048881 |
| 8 | -0.224797 | -1.7413 | 0.043381 |
| 9 | 0.067336 | 0.5216 | 0.301942 |
| 10 | -0.280246 | -2.1708 | 0.016958 |
| 11 | 0.184169 | 1.4266 | 0.079444 |
| 12 | 0.271525 | 2.1032 | 0.019824 |
| 13 | -0.181048 | -1.4024 | 0.082975 |
| 14 | -0.040787 | -0.3159 | 0.376575 |
| 15 | -0.119554 | -0.9261 | 0.179062 |
| 16 | 0.006184 | 0.0479 | 0.480978 |
| 17 | 0.042484 | 0.3291 | 0.371621 |
| 18 | -0.122038 | -0.9453 | 0.174149 |
| 19 | 0.030204 | 0.234 | 0.407906 |
| 20 | -0.152528 | -1.1815 | 0.121038 |
| 21 | -0.142893 | -1.1068 | 0.13639 |
| 22 | -0.060293 | -0.467 | 0.321087 |
| 23 | 0.119342 | 0.9244 | 0.179486 |
| 24 | -0.027124 | -0.2101 | 0.417149 |
| 25 | 0.117865 | 0.913 | 0.182455 |
| 26 | -0.108134 | -0.8376 | 0.202789 |
| 27 | 0.023728 | 0.1838 | 0.427397 |
| 28 | -0.039415 | -0.3053 | 0.380593 |
| 29 | -0.139629 | -1.0816 | 0.141887 |
| 30 | 0.006334 | 0.0491 | 0.480517 |
| 31 | -0.023088 | -0.1788 | 0.429335 |
| 32 | -0.042398 | -0.3284 | 0.37187 |
| 33 | 0.004871 | 0.0377 | 0.485015 |
| 34 | -0.003789 | -0.0293 | 0.488343 |
| 35 | -0.053509 | -0.4145 | 0.340002 |
| 36 | 0.129925 | 1.0064 | 0.159133 |
| 37 | -0.109445 | -0.8478 | 0.199972 |
| 38 | 0.027723 | 0.2147 | 0.41535 |
| 39 | 0.052828 | 0.4092 | 0.341925 |
| 40 | -0.003718 | -0.0288 | 0.488561 |
| 41 | -0.03639 | -0.2819 | 0.389504 |
| 42 | -0.048055 | -0.3722 | 0.355515 |
| 43 | -0.019979 | -0.1548 | 0.438765 |
| 44 | 0.036355 | 0.2816 | 0.389607 |
| 45 | -0.079674 | -0.6171 | 0.269736 |
| 46 | 0.025169 | 0.195 | 0.423043 |
| 47 | -0.033459 | -0.2592 | 0.398193 |
| 48 | -0.072582 | -0.5622 | 0.288031 |

