| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.965893 | 8.9051 | 0 |
| 2 | 0.928009 | 8.5558 | 0 |
| 3 | 0.887863 | 8.1857 | 0 |
| 4 | 0.847699 | 7.8154 | 0 |
| 5 | 0.807278 | 7.4427 | 0 |
| 6 | 0.761764 | 7.0231 | 0 |
| 7 | 0.715994 | 6.6011 | 0 |
| 8 | 0.667137 | 6.1507 | 0 |
| 9 | 0.614955 | 5.6696 | 0 |
| 10 | 0.561575 | 5.1775 | 1e-06 |
| 11 | 0.505853 | 4.6637 | 6e-06 |
| 12 | 0.451803 | 4.1654 | 3.7e-05 |
| 13 | 0.400821 | 3.6954 | 0.000194 |
| 14 | 0.351294 | 3.2388 | 0.000857 |
| 15 | 0.309359 | 2.8522 | 0.002725 |
| 16 | 0.266834 | 2.4601 | 0.007958 |
| 17 | 0.226099 | 2.0845 | 0.020057 |
| 18 | 0.18314 | 1.6885 | 0.047493 |
| 19 | 0.139592 | 1.287 | 0.100798 |
| 20 | 0.099584 | 0.9181 | 0.180577 |
| 21 | 0.066282 | 0.6111 | 0.271385 |
| 22 | 0.049264 | 0.4542 | 0.325423 |
| 23 | 0.030378 | 0.2801 | 0.390053 |
| 24 | 0.013517 | 0.1246 | 0.45056 |
| 25 | -0.003816 | -0.0352 | 0.486008 |
| 26 | -0.019478 | -0.1796 | 0.428957 |
| 27 | -0.033467 | -0.3086 | 0.379208 |
| 28 | -0.047575 | -0.4386 | 0.331025 |
| 29 | -0.060129 | -0.5544 | 0.290393 |
| 30 | -0.072919 | -0.6723 | 0.251613 |
| 31 | -0.083802 | -0.7726 | 0.220947 |
| 32 | -0.095077 | -0.8766 | 0.191595 |
| 33 | -0.104563 | -0.964 | 0.168884 |
| 34 | -0.116429 | -1.0734 | 0.14306 |
| 35 | -0.128884 | -1.1883 | 0.119021 |
| 36 | -0.141576 | -1.3053 | 0.097662 |
| 37 | -0.152006 | -1.4014 | 0.082364 |
| 38 | -0.162436 | -1.4976 | 0.068973 |
| 39 | -0.170958 | -1.5762 | 0.059352 |
| 40 | -0.179598 | -1.6558 | 0.050723 |
| 41 | -0.188357 | -1.7366 | 0.043044 |
| 42 | -0.195915 | -1.8063 | 0.037209 |
| 43 | -0.202648 | -1.8683 | 0.032581 |
| 44 | -0.210089 | -1.9369 | 0.028038 |
| 45 | -0.215897 | -1.9905 | 0.024876 |
| 46 | -0.222177 | -2.0484 | 0.021805 |
| 47 | -0.228929 | -2.1106 | 0.018872 |
| 48 | -0.233458 | -2.1524 | 0.017101 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.965893 | 8.9051 | 0 |
| 2 | -0.07367 | -0.6792 | 0.249426 |
| 3 | -0.050546 | -0.466 | 0.321201 |
| 4 | -0.0182 | -0.1678 | 0.433571 |
| 5 | -0.024749 | -0.2282 | 0.410029 |
| 6 | -0.098779 | -0.9107 | 0.182516 |
| 7 | -0.022072 | -0.2035 | 0.419619 |
| 8 | -0.069259 | -0.6385 | 0.26242 |
| 9 | -0.076804 | -0.7081 | 0.24041 |
| 10 | -0.044713 | -0.4122 | 0.340604 |
| 11 | -0.062585 | -0.577 | 0.282731 |
| 12 | -0.010552 | -0.0973 | 0.461366 |
| 13 | 0.013694 | 0.1263 | 0.449915 |
| 14 | -0.014201 | -0.1309 | 0.448071 |
| 15 | 0.080065 | 0.7382 | 0.231223 |
| 16 | -0.042439 | -0.3913 | 0.34829 |
| 17 | -0.009238 | -0.0852 | 0.466165 |
| 18 | -0.069409 | -0.6399 | 0.261973 |
| 19 | -0.044967 | -0.4146 | 0.33975 |
| 20 | -0.002017 | -0.0186 | 0.492605 |
| 21 | 0.059841 | 0.5517 | 0.291298 |
| 22 | 0.194758 | 1.7956 | 0.038058 |
| 23 | -0.081241 | -0.749 | 0.22796 |
| 24 | 0.001209 | 0.0111 | 0.495567 |
| 25 | -0.041034 | -0.3783 | 0.353071 |
| 26 | -0.00382 | -0.0352 | 0.485995 |
| 27 | -0.024619 | -0.227 | 0.410493 |
| 28 | -0.025978 | -0.2395 | 0.405646 |
| 29 | -0.015808 | -0.1457 | 0.442236 |
| 30 | -0.059818 | -0.5515 | 0.291372 |
| 31 | -0.003095 | -0.0285 | 0.48865 |
| 32 | -0.054532 | -0.5028 | 0.308216 |
| 33 | 0.02318 | 0.2137 | 0.415642 |
| 34 | -0.045249 | -0.4172 | 0.338802 |
| 35 | -0.010501 | -0.0968 | 0.461552 |
| 36 | 0.017239 | 0.1589 | 0.437047 |
| 37 | -0.008213 | -0.0757 | 0.469909 |
| 38 | -0.022764 | -0.2099 | 0.417133 |
| 39 | -0.018739 | -0.1728 | 0.431625 |
| 40 | -0.018095 | -0.1668 | 0.433949 |
| 41 | -0.009042 | -0.0834 | 0.466879 |
| 42 | 0.033622 | 0.31 | 0.378668 |
| 43 | 0.037329 | 0.3442 | 0.365788 |
| 44 | -0.067886 | -0.6259 | 0.266536 |
| 45 | 0.023709 | 0.2186 | 0.413749 |
| 46 | -0.052262 | -0.4818 | 0.315581 |
| 47 | -0.014068 | -0.1297 | 0.448554 |
| 48 | 0.003159 | 0.0291 | 0.488418 |
