| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.950666 | 8.1225 | 0 |
| 2 | 0.896984 | 7.6638 | 0 |
| 3 | 0.842689 | 7.1999 | 0 |
| 4 | 0.782461 | 6.6853 | 0 |
| 5 | 0.719835 | 6.1503 | 0 |
| 6 | 0.658468 | 5.626 | 0 |
| 7 | 0.598066 | 5.1099 | 1e-06 |
| 8 | 0.536048 | 4.58 | 9e-06 |
| 9 | 0.477852 | 4.0828 | 5.6e-05 |
| 10 | 0.443287 | 3.7874 | 0.000155 |
| 11 | 0.413709 | 3.5347 | 0.000356 |
| 12 | 0.383901 | 3.28 | 0.000796 |
| 13 | 0.351951 | 3.0071 | 0.001808 |
| 14 | 0.318033 | 2.7173 | 0.004108 |
| 15 | 0.287055 | 2.4526 | 0.008286 |
| 16 | 0.255791 | 2.1855 | 0.016031 |
| 17 | 0.229813 | 1.9635 | 0.026697 |
| 18 | 0.204887 | 1.7506 | 0.042112 |
| 19 | 0.181886 | 1.554 | 0.062251 |
| 20 | 0.156352 | 1.3359 | 0.09287 |
| 21 | 0.13233 | 1.1306 | 0.130956 |
| 22 | 0.111771 | 0.955 | 0.171372 |
| 23 | 0.09314 | 0.7958 | 0.214368 |
| 24 | 0.073267 | 0.626 | 0.266637 |
| 25 | 0.05153 | 0.4403 | 0.330521 |
| 26 | 0.029506 | 0.2521 | 0.400835 |
| 27 | 0.007952 | 0.0679 | 0.473008 |
| 28 | -0.014605 | -0.1248 | 0.450517 |
| 29 | -0.028281 | -0.2416 | 0.404872 |
| 30 | -0.040888 | -0.3493 | 0.363917 |
| 31 | -0.054116 | -0.4624 | 0.322595 |
| 32 | -0.066572 | -0.5688 | 0.285622 |
| 33 | -0.079027 | -0.6752 | 0.250838 |
| 34 | -0.091205 | -0.7793 | 0.219175 |
| 35 | -0.103573 | -0.8849 | 0.189551 |
| 36 | -0.116697 | -0.9971 | 0.161014 |
| 37 | -0.134217 | -1.1468 | 0.127614 |
| 38 | -0.152407 | -1.3022 | 0.098477 |
| 39 | -0.169983 | -1.4523 | 0.075346 |
| 40 | -0.187846 | -1.605 | 0.05641 |
| 41 | -0.204745 | -1.7493 | 0.042217 |
| 42 | -0.222457 | -1.9007 | 0.030647 |
| 43 | -0.240177 | -2.0521 | 0.021875 |
| 44 | -0.259617 | -2.2182 | 0.014827 |
| 45 | -0.276828 | -2.3652 | 0.010339 |
| 46 | -0.284812 | -2.4334 | 0.008702 |
| 47 | -0.293465 | -2.5074 | 0.007194 |
| 48 | -0.302684 | -2.5861 | 0.00585 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.950666 | 8.1225 | 0 |
| 2 | -0.070473 | -0.6021 | 0.274479 |
| 3 | -0.032804 | -0.2803 | 0.390028 |
| 4 | -0.091051 | -0.7779 | 0.219559 |
| 5 | -0.054186 | -0.463 | 0.322382 |
| 6 | -0.021303 | -0.182 | 0.428039 |
| 7 | -0.024465 | -0.209 | 0.417503 |
| 8 | -0.053232 | -0.4548 | 0.325297 |
| 9 | 0.000172 | 0.0015 | 0.499417 |
| 10 | 0.206542 | 1.7647 | 0.040899 |
| 11 | 0.011961 | 0.1022 | 0.459442 |
| 12 | -0.03555 | -0.3037 | 0.381094 |
| 13 | -0.080726 | -0.6897 | 0.246278 |
| 14 | -0.063692 | -0.5442 | 0.293988 |
| 15 | 0.009077 | 0.0776 | 0.469199 |
| 16 | -0.026661 | -0.2278 | 0.410221 |
| 17 | 0.026078 | 0.2228 | 0.412151 |
| 18 | -0.007488 | -0.064 | 0.474581 |
| 19 | 0.055631 | 0.4753 | 0.317993 |
| 20 | -0.038564 | -0.3295 | 0.371363 |
| 21 | -0.017046 | -0.1456 | 0.442303 |
| 22 | -0.018421 | -0.1574 | 0.437688 |
| 23 | -0.021282 | -0.1818 | 0.42811 |
| 24 | -0.026935 | -0.2301 | 0.409316 |
| 25 | -0.044502 | -0.3802 | 0.352442 |
| 26 | -0.003166 | -0.0271 | 0.489246 |
| 27 | -0.006092 | -0.0521 | 0.479315 |
| 28 | -0.012278 | -0.1049 | 0.458372 |
| 29 | 0.063328 | 0.5411 | 0.295052 |
| 30 | -0.017914 | -0.1531 | 0.439389 |
| 31 | -0.018542 | -0.1584 | 0.43728 |
| 32 | -0.0214 | -0.1828 | 0.427714 |
| 33 | -0.029601 | -0.2529 | 0.400525 |
| 34 | -0.033984 | -0.2904 | 0.386182 |
| 35 | -0.020476 | -0.1749 | 0.430802 |
| 36 | -0.028302 | -0.2418 | 0.4048 |
| 37 | -0.062113 | -0.5307 | 0.298621 |
| 38 | 0.01532 | 0.1309 | 0.448109 |
| 39 | -0.006071 | -0.0519 | 0.479387 |
| 40 | -0.022688 | -0.1938 | 0.423418 |
| 41 | -0.022221 | -0.1899 | 0.424976 |
| 42 | -0.051512 | -0.4401 | 0.330576 |
| 43 | -0.026985 | -0.2306 | 0.409152 |
| 44 | -0.052842 | -0.4515 | 0.326489 |
| 45 | -0.002938 | -0.0251 | 0.490021 |
| 46 | 0.053723 | 0.459 | 0.323797 |
| 47 | -0.020738 | -0.1772 | 0.429926 |
| 48 | -0.027479 | -0.2348 | 0.407518 |
