| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.958746 | 8.1915 | 0 |
| 2 | 0.915643 | 7.8233 | 0 |
| 3 | 0.871703 | 7.4478 | 0 |
| 4 | 0.828504 | 7.0787 | 0 |
| 5 | 0.786074 | 6.7162 | 0 |
| 6 | 0.743616 | 6.3535 | 0 |
| 7 | 0.702395 | 6.0013 | 0 |
| 8 | 0.662487 | 5.6603 | 0 |
| 9 | 0.62305 | 5.3233 | 1e-06 |
| 10 | 0.58395 | 4.9893 | 2e-06 |
| 11 | 0.545788 | 4.6632 | 7e-06 |
| 12 | 0.508367 | 4.3435 | 2.2e-05 |
| 13 | 0.470082 | 4.0164 | 7.1e-05 |
| 14 | 0.431198 | 3.6842 | 0.000219 |
| 15 | 0.392605 | 3.3544 | 0.000632 |
| 16 | 0.355115 | 3.0341 | 0.00167 |
| 17 | 0.319365 | 2.7287 | 0.003981 |
| 18 | 0.285397 | 2.4384 | 0.008592 |
| 19 | 0.254615 | 2.1754 | 0.016418 |
| 20 | 0.224912 | 1.9217 | 0.029277 |
| 21 | 0.195328 | 1.6689 | 0.049712 |
| 22 | 0.164178 | 1.4027 | 0.082467 |
| 23 | 0.132063 | 1.1283 | 0.131434 |
| 24 | 0.099622 | 0.8512 | 0.198728 |
| 25 | 0.0659 | 0.563 | 0.287563 |
| 26 | 0.029714 | 0.2539 | 0.400153 |
| 27 | -0.007108 | -0.0607 | 0.475871 |
| 28 | -0.046489 | -0.3972 | 0.346188 |
| 29 | -0.086916 | -0.7426 | 0.230049 |
| 30 | -0.126081 | -1.0772 | 0.14246 |
| 31 | -0.164361 | -1.4043 | 0.082235 |
| 32 | -0.200395 | -1.7122 | 0.045555 |
| 33 | -0.232519 | -1.9866 | 0.025358 |
| 34 | -0.260483 | -2.2256 | 0.014566 |
| 35 | -0.287013 | -2.4522 | 0.008294 |
| 36 | -0.311361 | -2.6603 | 0.004797 |
| 37 | -0.331699 | -2.834 | 0.00297 |
| 38 | -0.348627 | -2.9787 | 0.001964 |
| 39 | -0.36456 | -3.1148 | 0.001315 |
| 40 | -0.38004 | -3.2471 | 0.000881 |
| 41 | -0.391729 | -3.3469 | 0.000647 |
| 42 | -0.398904 | -3.4082 | 0.000534 |
| 43 | -0.402702 | -3.4407 | 0.000482 |
| 44 | -0.403882 | -3.4508 | 0.000466 |
| 45 | -0.402631 | -3.4401 | 0.000483 |
| 46 | -0.400655 | -3.4232 | 0.000509 |
| 47 | -0.398958 | -3.4087 | 0.000533 |
| 48 | -0.396409 | -3.3869 | 0.000571 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.958746 | 8.1915 | 0 |
| 2 | -0.043934 | -0.3754 | 0.354237 |
| 3 | -0.032387 | -0.2767 | 0.391389 |
| 4 | -0.013865 | -0.1185 | 0.453012 |
| 5 | -0.014371 | -0.1228 | 0.451308 |
| 6 | -0.024685 | -0.2109 | 0.416775 |
| 7 | -0.009078 | -0.0776 | 0.469194 |
| 8 | -0.008385 | -0.0716 | 0.471541 |
| 9 | -0.019135 | -0.1635 | 0.435294 |
| 10 | -0.020506 | -0.1752 | 0.430701 |
| 11 | -0.012848 | -0.1098 | 0.456446 |
| 12 | -0.015853 | -0.1354 | 0.446316 |
| 13 | -0.036034 | -0.3079 | 0.379527 |
| 14 | -0.03264 | -0.2789 | 0.390565 |
| 15 | -0.022335 | -0.1908 | 0.424593 |
| 16 | -0.013839 | -0.1182 | 0.453102 |
| 17 | -0.006611 | -0.0565 | 0.477555 |
| 18 | -0.005713 | -0.0488 | 0.480601 |
| 19 | 0.011897 | 0.1016 | 0.459659 |
| 20 | -0.013938 | -0.1191 | 0.452765 |
| 21 | -0.024694 | -0.211 | 0.416742 |
| 22 | -0.044438 | -0.3797 | 0.352644 |
| 23 | -0.037544 | -0.3208 | 0.374649 |
| 24 | -0.031399 | -0.2683 | 0.394622 |
| 25 | -0.044274 | -0.3783 | 0.353162 |
| 26 | -0.060539 | -0.5172 | 0.303274 |
| 27 | -0.040275 | -0.3441 | 0.365875 |
| 28 | -0.068261 | -0.5832 | 0.280771 |
| 29 | -0.053661 | -0.4585 | 0.323983 |
| 30 | -0.027413 | -0.2342 | 0.407737 |
| 31 | -0.035249 | -0.3012 | 0.382073 |
| 32 | -0.020175 | -0.1724 | 0.431809 |
| 33 | 0.002904 | 0.0248 | 0.490137 |
| 34 | 0.009031 | 0.0772 | 0.469353 |
| 35 | -0.023156 | -0.1978 | 0.421858 |
| 36 | -0.011768 | -0.1005 | 0.460092 |
| 37 | 0.013461 | 0.115 | 0.454375 |
| 38 | 0.00633 | 0.0541 | 0.478509 |
| 39 | -0.023102 | -0.1974 | 0.422038 |
| 40 | -0.027886 | -0.2383 | 0.406176 |
| 41 | 0.014364 | 0.1227 | 0.451329 |
| 42 | 0.022949 | 0.1961 | 0.422547 |
| 43 | 0.010818 | 0.0924 | 0.463304 |
| 44 | 0.004631 | 0.0396 | 0.484274 |
| 45 | 0.004987 | 0.0426 | 0.483066 |
| 46 | -0.016249 | -0.1388 | 0.444983 |
| 47 | -0.023986 | -0.2049 | 0.419096 |
| 48 | -0.005047 | -0.0431 | 0.48286 |
