| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.883299 | 6.1197 | 0 |
| 2 | 0.624826 | 4.3289 | 3.8e-05 |
| 3 | 0.366994 | 2.5426 | 0.007141 |
| 4 | 0.222647 | 1.5425 | 0.064755 |
| 5 | 0.203534 | 1.4101 | 0.082475 |
| 6 | 0.242521 | 1.6802 | 0.049705 |
| 7 | 0.246074 | 1.7049 | 0.047344 |
| 8 | 0.1649 | 1.1425 | 0.129464 |
| 9 | -0.001962 | -0.0136 | 0.494604 |
| 10 | -0.209218 | -1.4495 | 0.07685 |
| 11 | -0.391299 | -2.711 | 0.004639 |
| 12 | -0.491934 | -3.4082 | 0.000666 |
| 13 | -0.485306 | -3.3623 | 0.000762 |
| 14 | -0.404437 | -2.802 | 0.003651 |
| 15 | -0.317382 | -2.1989 | 0.016369 |
| 16 | -0.271059 | -1.878 | 0.033235 |
| 17 | -0.276916 | -1.9185 | 0.030501 |
| 18 | -0.310399 | -2.1505 | 0.01829 |
| 19 | -0.32757 | -2.2695 | 0.013886 |
| 20 | -0.302575 | -2.0963 | 0.020676 |
| 21 | -0.237338 | -1.6443 | 0.053322 |
| 22 | -0.154847 | -1.0728 | 0.14436 |
| 23 | -0.076957 | -0.5332 | 0.298187 |
| 24 | -0.023336 | -0.1617 | 0.436119 |
| 25 | 0.007957 | 0.0551 | 0.478134 |
| 26 | 0.017356 | 0.1202 | 0.452395 |
| 27 | 0.012348 | 0.0856 | 0.46609 |
| 28 | 0.001249 | 0.0087 | 0.496565 |
| 29 | 0.003615 | 0.025 | 0.490062 |
| 30 | 0.031702 | 0.2196 | 0.413542 |
| 31 | 0.080589 | 0.5583 | 0.289604 |
| 32 | 0.118784 | 0.823 | 0.2073 |
| 33 | 0.124072 | 0.8596 | 0.197141 |
| 34 | 0.09768 | 0.6767 | 0.250907 |
| 35 | 0.065102 | 0.451 | 0.326995 |
| 36 | 0.051213 | 0.3548 | 0.362143 |
| 37 | 0.058594 | 0.406 | 0.343291 |
| 38 | 0.068408 | 0.4739 | 0.318843 |
| 39 | 0.066927 | 0.4637 | 0.322486 |
| 40 | 0.051528 | 0.357 | 0.361329 |
| 41 | 0.028285 | 0.196 | 0.422732 |
| 42 | 0.006494 | 0.045 | 0.48215 |
| 43 | -0.010639 | -0.0737 | 0.470773 |
| 44 | -0.018891 | -0.1309 | 0.448209 |
| 45 | -0.019014 | -0.1317 | 0.447872 |
| 46 | -0.011935 | -0.0827 | 0.467223 |
| 47 | -0.003685 | -0.0255 | 0.489868 |
| 48 | NA | NA | NA |
| 49 | NA | NA | NA |
| 50 | NA | NA | NA |
| 51 | NA | NA | NA |
| 52 | NA | NA | NA |
| 53 | NA | NA | NA |
| 54 | NA | NA | NA |
| 55 | NA | NA | NA |
| 56 | NA | NA | NA |
| 57 | NA | NA | NA |
| 58 | NA | NA | NA |
| 59 | NA | NA | NA |
| 60 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.883299 | 6.1197 | 0 |
| 2 | -0.707017 | -4.8984 | 6e-06 |
| 3 | 0.449283 | 3.1127 | 0.00156 |
| 4 | 0.238265 | 1.6507 | 0.05266 |
| 5 | -0.138477 | -0.9594 | 0.171083 |
| 6 | -0.080097 | -0.5549 | 0.290761 |
| 7 | -0.149428 | -1.0353 | 0.152865 |
| 8 | -0.068684 | -0.4759 | 0.318167 |
| 9 | -0.287662 | -1.993 | 0.025983 |
| 10 | -0.194025 | -1.3442 | 0.092594 |
| 11 | -0.050794 | -0.3519 | 0.363222 |
| 12 | -0.012466 | -0.0864 | 0.465766 |
| 13 | 0.118497 | 0.821 | 0.20786 |
| 14 | -0.112725 | -0.781 | 0.219325 |
| 15 | -0.028224 | -0.1955 | 0.422896 |
| 16 | 0.200239 | 1.3873 | 0.08588 |
| 17 | -0.067082 | -0.4648 | 0.322103 |
| 18 | -0.092122 | -0.6382 | 0.263175 |
| 19 | 0.011899 | 0.0824 | 0.467321 |
| 20 | -0.09062 | -0.6278 | 0.266545 |
| 21 | -0.102755 | -0.7119 | 0.239983 |
| 22 | -0.138322 | -0.9583 | 0.171352 |
| 23 | 0.046812 | 0.3243 | 0.373551 |
| 24 | -0.091115 | -0.6313 | 0.265431 |
| 25 | 0.091718 | 0.6354 | 0.264079 |
| 26 | -0.119416 | -0.8273 | 0.206069 |
| 27 | -0.0914 | -0.6332 | 0.264793 |
| 28 | 0.06186 | 0.4286 | 0.335072 |
| 29 | 0.083207 | 0.5765 | 0.283495 |
| 30 | -0.038819 | -0.2689 | 0.394562 |
| 31 | -0.05372 | -0.3722 | 0.355699 |
| 32 | -0.110719 | -0.7671 | 0.223393 |
| 33 | 0.018193 | 0.126 | 0.450111 |
| 34 | -0.002583 | -0.0179 | 0.492897 |
| 35 | 0.003802 | 0.0263 | 0.489548 |
| 36 | -0.063613 | -0.4407 | 0.330697 |
| 37 | -0.063178 | -0.4377 | 0.33178 |
| 38 | -0.020327 | -0.1408 | 0.444297 |
| 39 | -0.060684 | -0.4204 | 0.338023 |
| 40 | -0.049799 | -0.345 | 0.365794 |
| 41 | -0.018662 | -0.1293 | 0.448832 |
| 42 | 0.018551 | 0.1285 | 0.449134 |
| 43 | -0.038947 | -0.2698 | 0.394222 |
| 44 | -0.015863 | -0.1099 | 0.456472 |
| 45 | -0.039893 | -0.2764 | 0.391718 |
| 46 | 0.057577 | 0.3989 | 0.345866 |
| 47 | 0.030678 | 0.2125 | 0.416292 |
| 48 | NA | NA | NA |
| 49 | NA | NA | NA |
| 50 | NA | NA | NA |
| 51 | NA | NA | NA |
| 52 | NA | NA | NA |
| 53 | NA | NA | NA |
| 54 | NA | NA | NA |
| 55 | NA | NA | NA |
| 56 | NA | NA | NA |
| 57 | NA | NA | NA |
| 58 | NA | NA | NA |
| 59 | NA | NA | NA |
| 60 | NA | NA | NA |
