| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.938291 | 10.2785 | 0 |
| 2 | 0.894639 | 9.8003 | 0 |
| 3 | 0.851255 | 9.325 | 0 |
| 4 | 0.803625 | 8.8033 | 0 |
| 5 | 0.779696 | 8.5411 | 0 |
| 6 | 0.745497 | 8.1665 | 0 |
| 7 | 0.702611 | 7.6967 | 0 |
| 8 | 0.667293 | 7.3098 | 0 |
| 9 | 0.630422 | 6.9059 | 0 |
| 10 | 0.596978 | 6.5396 | 0 |
| 11 | 0.5702 | 6.2462 | 0 |
| 12 | 0.541787 | 5.935 | 0 |
| 13 | 0.491258 | 5.3815 | 0 |
| 14 | 0.444885 | 4.8735 | 2e-06 |
| 15 | 0.392613 | 4.3009 | 1.7e-05 |
| 16 | 0.338061 | 3.7033 | 0.000161 |
| 17 | 0.293644 | 3.2167 | 0.000834 |
| 18 | 0.243539 | 2.6678 | 0.004344 |
| 19 | 0.195501 | 2.1416 | 0.017123 |
| 20 | 0.151644 | 1.6612 | 0.049644 |
| 21 | 0.112023 | 1.2272 | 0.111084 |
| 22 | 0.096699 | 1.0593 | 0.145799 |
| 23 | 0.08234 | 0.902 | 0.184435 |
| 24 | 0.059989 | 0.6571 | 0.256174 |
| 25 | 0.035842 | 0.3926 | 0.347646 |
| 26 | 0.000499 | 0.0055 | 0.497822 |
| 27 | -0.039969 | -0.4378 | 0.331147 |
| 28 | -0.060627 | -0.6641 | 0.253937 |
| 29 | -0.083483 | -0.9145 | 0.181141 |
| 30 | -0.102056 | -1.118 | 0.132908 |
| 31 | -0.119922 | -1.3137 | 0.095731 |
| 32 | -0.145188 | -1.5905 | 0.057182 |
| 33 | -0.156658 | -1.7161 | 0.044361 |
| 34 | -0.165345 | -1.8113 | 0.036301 |
| 35 | -0.179159 | -1.9626 | 0.026004 |
| 36 | -0.179093 | -1.9619 | 0.026047 |
| 37 | -0.196793 | -2.1558 | 0.016549 |
| 38 | -0.223753 | -2.4511 | 0.007842 |
| 39 | -0.254215 | -2.7848 | 0.003113 |
| 40 | -0.280623 | -3.0741 | 0.001307 |
| 41 | -0.304781 | -3.3387 | 0.000561 |
| 42 | -0.323649 | -3.5454 | 0.00028 |
| 43 | -0.337531 | -3.6975 | 0.000165 |
| 44 | -0.358978 | -3.9324 | 7.1e-05 |
| 45 | -0.359113 | -3.9339 | 7e-05 |
| 46 | -0.368801 | -4.04 | 4.7e-05 |
| 47 | -0.377931 | -4.14 | 3.2e-05 |
| 48 | -0.371625 | -4.0709 | 4.2e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.938291 | 10.2785 | 0 |
| 2 | 0.119131 | 1.305 | 0.097193 |
| 3 | 0.000397 | 0.0043 | 0.49827 |
| 4 | -0.055677 | -0.6099 | 0.271537 |
| 5 | 0.165623 | 1.8143 | 0.036064 |
| 6 | -0.049576 | -0.5431 | 0.29404 |
| 7 | -0.107637 | -1.1791 | 0.120345 |
| 8 | 0.010301 | 0.1128 | 0.455174 |
| 9 | 0.016586 | 0.1817 | 0.428065 |
| 10 | -0.009571 | -0.1048 | 0.458336 |
| 11 | 0.014468 | 0.1585 | 0.43717 |
| 12 | 0.008084 | 0.0886 | 0.464792 |
| 13 | -0.208947 | -2.2889 | 0.011917 |
| 14 | -0.050504 | -0.5532 | 0.290562 |
| 15 | -0.064219 | -0.7035 | 0.241557 |
| 16 | -0.073352 | -0.8035 | 0.211628 |
| 17 | -0.033669 | -0.3688 | 0.356452 |
| 18 | -0.041001 | -0.4491 | 0.32707 |
| 19 | -0.018116 | -0.1985 | 0.421514 |
| 20 | -0.024046 | -0.2634 | 0.396345 |
| 21 | 0.037579 | 0.4117 | 0.340661 |
| 22 | 0.183004 | 2.0047 | 0.023623 |
| 23 | 0.034528 | 0.3782 | 0.352961 |
| 24 | -0.0715 | -0.7832 | 0.217513 |
| 25 | -0.013692 | -0.15 | 0.440515 |
| 26 | -0.068855 | -0.7543 | 0.226083 |
| 27 | -0.114674 | -1.2562 | 0.105743 |
| 28 | 0.097815 | 1.0715 | 0.143045 |
| 29 | 0.014369 | 0.1574 | 0.437595 |
| 30 | 0.005673 | 0.0621 | 0.475276 |
| 31 | -0.021457 | -0.235 | 0.407287 |
| 32 | -0.013284 | -0.1455 | 0.442275 |
| 33 | 0.049518 | 0.5424 | 0.294258 |
| 34 | -0.071861 | -0.7872 | 0.216358 |
| 35 | -0.083824 | -0.9182 | 0.180165 |
| 36 | 0.071823 | 0.7868 | 0.21648 |
| 37 | -0.142735 | -1.5636 | 0.060275 |
| 38 | -0.12887 | -1.4117 | 0.080313 |
| 39 | -0.089009 | -0.9751 | 0.165748 |
| 40 | -0.003275 | -0.0359 | 0.485719 |
| 41 | -0.046476 | -0.5091 | 0.305802 |
| 42 | -0.003319 | -0.0364 | 0.485527 |
| 43 | 0.095532 | 1.0465 | 0.148715 |
| 44 | -0.055567 | -0.6087 | 0.271936 |
| 45 | 0.083147 | 0.9108 | 0.182107 |
| 46 | -0.06231 | -0.6826 | 0.248097 |
| 47 | -0.053602 | -0.5872 | 0.279091 |
| 48 | 0.018657 | 0.2044 | 0.419204 |
