| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.962064 | 9.4263 | 0 |
| 2 | 0.919425 | 9.0085 | 0 |
| 3 | 0.875957 | 8.5826 | 0 |
| 4 | 0.841712 | 8.2471 | 0 |
| 5 | 0.811764 | 7.9536 | 0 |
| 6 | 0.787716 | 7.718 | 0 |
| 7 | 0.764274 | 7.4883 | 0 |
| 8 | 0.741386 | 7.2641 | 0 |
| 9 | 0.718138 | 7.0363 | 0 |
| 10 | 0.69576 | 6.817 | 0 |
| 11 | 0.670905 | 6.5735 | 0 |
| 12 | 0.6426 | 6.2962 | 0 |
| 13 | 0.604846 | 5.9263 | 0 |
| 14 | 0.563429 | 5.5205 | 0 |
| 15 | 0.521571 | 5.1103 | 1e-06 |
| 16 | 0.485603 | 4.7579 | 3e-06 |
| 17 | 0.456934 | 4.477 | 1e-05 |
| 18 | 0.429666 | 4.2098 | 2.9e-05 |
| 19 | 0.403146 | 3.95 | 7.5e-05 |
| 20 | 0.377182 | 3.6956 | 0.000182 |
| 21 | 0.350767 | 3.4368 | 0.000436 |
| 22 | 0.321511 | 3.1501 | 0.001088 |
| 23 | 0.289516 | 2.8367 | 0.002781 |
| 24 | 0.255664 | 2.505 | 0.006965 |
| 25 | 0.215999 | 2.1164 | 0.018451 |
| 26 | 0.172943 | 1.6945 | 0.046707 |
| 27 | 0.130186 | 1.2756 | 0.102596 |
| 28 | 0.093992 | 0.9209 | 0.179699 |
| 29 | 0.067458 | 0.661 | 0.255113 |
| 30 | 0.04194 | 0.4109 | 0.341021 |
| 31 | 0.017049 | 0.167 | 0.433843 |
| 32 | -0.008027 | -0.0786 | 0.468739 |
| 33 | -0.033482 | -0.3281 | 0.371791 |
| 34 | -0.060092 | -0.5888 | 0.278695 |
| 35 | -0.087875 | -0.861 | 0.195692 |
| 36 | -0.11651 | -1.1416 | 0.128238 |
| 37 | -0.147484 | -1.445 | 0.075851 |
| 38 | -0.182578 | -1.7889 | 0.038393 |
| 39 | -0.216911 | -2.1253 | 0.018065 |
| 40 | -0.245537 | -2.4058 | 0.009027 |
| 41 | -0.259823 | -2.5457 | 0.006248 |
| 42 | -0.273945 | -2.6841 | 0.004283 |
| 43 | -0.287499 | -2.8169 | 0.002943 |
| 44 | -0.301722 | -2.9563 | 0.001959 |
| 45 | -0.312774 | -3.0645 | 0.001415 |
| 46 | -0.324397 | -3.1784 | 0.000997 |
| 47 | -0.335976 | -3.2919 | 0.000697 |
| 48 | -0.348047 | -3.4102 | 0.000476 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.962064 | 9.4263 | 0 |
| 2 | -0.082517 | -0.8085 | 0.210402 |
| 3 | -0.029648 | -0.2905 | 0.386035 |
| 4 | 0.102773 | 1.007 | 0.158242 |
| 5 | 0.024709 | 0.2421 | 0.404609 |
| 6 | 0.054112 | 0.5302 | 0.298602 |
| 7 | -0.001542 | -0.0151 | 0.493988 |
| 8 | 0.001944 | 0.019 | 0.492421 |
| 9 | -0.000363 | -0.0036 | 0.498585 |
| 10 | 0.006625 | 0.0649 | 0.474188 |
| 11 | -0.040264 | -0.3945 | 0.347043 |
| 12 | -0.05558 | -0.5446 | 0.293656 |
| 13 | -0.135361 | -1.3263 | 0.093951 |
| 14 | -0.064552 | -0.6325 | 0.264289 |
| 15 | -0.035629 | -0.3491 | 0.363892 |
| 16 | 0.019861 | 0.1946 | 0.42306 |
| 17 | 0.043533 | 0.4265 | 0.335337 |
| 18 | -0.035188 | -0.3448 | 0.36551 |
| 19 | -0.007501 | -0.0735 | 0.470783 |
| 20 | 0.006361 | 0.0623 | 0.475216 |
| 21 | -0.012407 | -0.1216 | 0.451749 |
| 22 | -0.045702 | -0.4478 | 0.327657 |
| 23 | -0.044016 | -0.4313 | 0.333619 |
| 24 | -0.032498 | -0.3184 | 0.375433 |
| 25 | -0.092285 | -0.9042 | 0.184076 |
| 26 | -0.072512 | -0.7105 | 0.239569 |
| 27 | -0.041386 | -0.4055 | 0.343008 |
| 28 | 0.016366 | 0.1604 | 0.43647 |
| 29 | 0.056537 | 0.554 | 0.29045 |
| 30 | -0.046696 | -0.4575 | 0.324164 |
| 31 | -0.01401 | -0.1373 | 0.445551 |
| 32 | 0.004337 | 0.0425 | 0.483095 |
| 33 | -0.008499 | -0.0833 | 0.466904 |
| 34 | -0.017659 | -0.173 | 0.431499 |
| 35 | -0.024811 | -0.2431 | 0.404225 |
| 36 | -0.022494 | -0.2204 | 0.413014 |
| 37 | -0.046205 | -0.4527 | 0.325889 |
| 38 | -0.08769 | -0.8592 | 0.196189 |
| 39 | -0.035235 | -0.3452 | 0.365338 |
| 40 | 0.006829 | 0.0669 | 0.473397 |
| 41 | 0.10791 | 1.0573 | 0.146513 |
| 42 | -0.062122 | -0.6087 | 0.272091 |
| 43 | -0.015458 | -0.1515 | 0.439966 |
| 44 | 0.02323 | 0.2276 | 0.410217 |
| 45 | 0.051008 | 0.4998 | 0.309188 |
| 46 | -0.005759 | -0.0564 | 0.477558 |
| 47 | -0.007201 | -0.0706 | 0.471948 |
| 48 | -0.000838 | -0.0082 | 0.496734 |
