| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.837406 | 7.0062 | 0 |
| 2 | 0.749217 | 6.2684 | 0 |
| 3 | 0.607372 | 5.0816 | 1e-06 |
| 4 | 0.500532 | 4.1878 | 4e-05 |
| 5 | 0.391808 | 3.2781 | 0.000815 |
| 6 | 0.282458 | 2.3632 | 0.01045 |
| 7 | 0.307461 | 2.5724 | 0.006111 |
| 8 | 0.317812 | 2.659 | 0.004853 |
| 9 | 0.314958 | 2.6351 | 0.005174 |
| 10 | 0.343061 | 2.8703 | 0.00271 |
| 11 | 0.321353 | 2.6886 | 0.00448 |
| 12 | 0.387309 | 3.2405 | 0.000914 |
| 13 | 0.276668 | 2.3148 | 0.011782 |
| 14 | 0.233426 | 1.953 | 0.02741 |
| 15 | 0.140905 | 1.1789 | 0.121216 |
| 16 | 0.079686 | 0.6667 | 0.253577 |
| 17 | -0.000287 | -0.0024 | 0.499044 |
| 18 | -0.110734 | -0.9265 | 0.178694 |
| 19 | -0.116431 | -0.9741 | 0.166674 |
| 20 | -0.107401 | -0.8986 | 0.185978 |
| 21 | -0.102678 | -0.8591 | 0.196617 |
| 22 | -0.06211 | -0.5196 | 0.302474 |
| 23 | -0.044538 | -0.3726 | 0.355274 |
| 24 | 0.021436 | 0.1793 | 0.429091 |
| 25 | -0.057163 | -0.4783 | 0.316979 |
| 26 | -0.099839 | -0.8353 | 0.203192 |
| 27 | -0.178521 | -1.4936 | 0.069885 |
| 28 | -0.237572 | -1.9877 | 0.025381 |
| 29 | -0.307811 | -2.5753 | 0.006065 |
| 30 | -0.365244 | -3.0558 | 0.001588 |
| 31 | -0.348659 | -2.9171 | 0.002373 |
| 32 | -0.319162 | -2.6703 | 0.004708 |
| 33 | -0.29071 | -2.4323 | 0.008783 |
| 34 | -0.237353 | -1.9858 | 0.025484 |
| 35 | -0.20483 | -1.7137 | 0.045502 |
| 36 | -0.146197 | -1.2232 | 0.112683 |
| 37 | -0.169667 | -1.4195 | 0.080091 |
| 38 | -0.174646 | -1.4612 | 0.074218 |
| 39 | -0.19652 | -1.6442 | 0.052309 |
| 40 | -0.210248 | -1.7591 | 0.041468 |
| 41 | -0.222444 | -1.8611 | 0.033465 |
| 42 | -0.244243 | -2.0435 | 0.022385 |
| 43 | -0.23962 | -2.0048 | 0.024426 |
| 44 | -0.225884 | -1.8899 | 0.031457 |
| 45 | -0.21756 | -1.8202 | 0.036499 |
| 46 | -0.192695 | -1.6122 | 0.055709 |
| 47 | -0.170429 | -1.4259 | 0.079169 |
| 48 | -0.144483 | -1.2088 | 0.115397 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.837406 | 7.0062 | 0 |
| 2 | 0.160562 | 1.3434 | 0.091747 |
| 3 | -0.184663 | -1.545 | 0.063428 |
| 4 | -0.026117 | -0.2185 | 0.413833 |
| 5 | -0.026873 | -0.2248 | 0.411382 |
| 6 | -0.093443 | -0.7818 | 0.218485 |
| 7 | 0.391926 | 3.2791 | 0.000812 |
| 8 | 0.133295 | 1.1152 | 0.134284 |
| 9 | -0.19661 | -1.645 | 0.052231 |
| 10 | 0.137699 | 1.1521 | 0.126606 |
| 11 | -0.120473 | -1.0079 | 0.158476 |
| 12 | 0.238333 | 1.994 | 0.025022 |
| 13 | -0.325321 | -2.7218 | 0.004093 |
| 14 | -0.028921 | -0.242 | 0.404754 |
| 15 | -0.086423 | -0.7231 | 0.236023 |
| 16 | 0.013097 | 0.1096 | 0.456531 |
| 17 | -0.11034 | -0.9232 | 0.179544 |
| 18 | -0.110482 | -0.9244 | 0.179239 |
| 19 | 0.043577 | 0.3646 | 0.358258 |
| 20 | 0.121543 | 1.0169 | 0.156351 |
| 21 | -0.015894 | -0.133 | 0.447295 |
| 22 | 0.026893 | 0.225 | 0.411315 |
| 23 | 0.053388 | 0.4467 | 0.328243 |
| 24 | -0.157538 | -1.3181 | 0.095891 |
| 25 | -0.131559 | -1.1007 | 0.137399 |
| 26 | -0.043256 | -0.3619 | 0.359258 |
| 27 | -0.022969 | -0.1922 | 0.42408 |
| 28 | -0.040938 | -0.3425 | 0.366497 |
| 29 | -0.051217 | -0.4285 | 0.334797 |
| 30 | 0.079686 | 0.6667 | 0.253578 |
| 31 | -0.007477 | -0.0626 | 0.475149 |
| 32 | -0.021444 | -0.1794 | 0.429065 |
| 33 | 0.020537 | 0.1718 | 0.432036 |
| 34 | 0.021511 | 0.18 | 0.428845 |
| 35 | -0.01787 | -0.1495 | 0.440789 |
| 36 | -0.06671 | -0.5581 | 0.289267 |
| 37 | 0.027582 | 0.2308 | 0.409083 |
| 38 | -0.011786 | -0.0986 | 0.460865 |
| 39 | 0.040198 | 0.3363 | 0.368816 |
| 40 | -0.030419 | -0.2545 | 0.399928 |
| 41 | 0.141396 | 1.183 | 0.120405 |
| 42 | -0.063653 | -0.5326 | 0.298014 |
| 43 | -0.155634 | -1.3021 | 0.09857 |
| 44 | -0.052339 | -0.4379 | 0.331405 |
| 45 | 0.005125 | 0.0429 | 0.482959 |
| 46 | -0.062364 | -0.5218 | 0.301736 |
| 47 | -0.005419 | -0.0453 | 0.481984 |
| 48 | -0.101207 | -0.8468 | 0.200008 |
