| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.884091 | 9.2302 | 0 |
| 2 | 0.717057 | 7.4863 | 0 |
| 3 | 0.596569 | 6.2284 | 0 |
| 4 | 0.538026 | 5.6172 | 0 |
| 5 | 0.524766 | 5.4787 | 0 |
| 6 | 0.487347 | 5.0881 | 1e-06 |
| 7 | 0.437482 | 4.5674 | 7e-06 |
| 8 | 0.367918 | 3.8412 | 0.000103 |
| 9 | 0.338191 | 3.5308 | 0.000304 |
| 10 | 0.367331 | 3.8351 | 0.000105 |
| 11 | 0.436309 | 4.5552 | 7e-06 |
| 12 | 0.45934 | 4.7956 | 3e-06 |
| 13 | 0.321994 | 3.3617 | 0.000535 |
| 14 | 0.146554 | 1.5301 | 0.064449 |
| 15 | 0.01434 | 0.1497 | 0.440634 |
| 16 | -0.054705 | -0.5711 | 0.28454 |
| 17 | -0.082962 | -0.8662 | 0.194155 |
| 18 | -0.128271 | -1.3392 | 0.091647 |
| 19 | -0.175652 | -1.8339 | 0.034702 |
| 20 | -0.232139 | -2.4236 | 0.008507 |
| 21 | -0.246152 | -2.5699 | 0.005761 |
| 22 | -0.209435 | -2.1866 | 0.015456 |
| 23 | -0.142645 | -1.4893 | 0.069653 |
| 24 | -0.113285 | -1.1827 | 0.119745 |
| 25 | -0.215904 | -2.2541 | 0.013095 |
| 26 | -0.345552 | -3.6077 | 0.000234 |
| 27 | -0.433582 | -4.5267 | 8e-06 |
| 28 | -0.467946 | -4.8855 | 2e-06 |
| 29 | -0.465457 | -4.8595 | 2e-06 |
| 30 | -0.474302 | -4.9519 | 1e-06 |
| 31 | -0.481066 | -5.0225 | 1e-06 |
| 32 | -0.489842 | -5.1141 | 1e-06 |
| 33 | -0.457495 | -4.7764 | 3e-06 |
| 34 | -0.382155 | -3.9898 | 6e-05 |
| 35 | -0.287139 | -2.9978 | 0.001684 |
| 36 | -0.231368 | -2.4156 | 0.008687 |
| 37 | -0.294805 | -3.0779 | 0.001319 |
| 38 | -0.375726 | -3.9227 | 7.7e-05 |
| 39 | -0.418023 | -4.3643 | 1.5e-05 |
| 40 | -0.412285 | -4.3044 | 1.8e-05 |
| 41 | -0.379513 | -3.9622 | 6.6e-05 |
| 42 | -0.363312 | -3.7931 | 0.000122 |
| 43 | -0.342262 | -3.5733 | 0.000263 |
| 44 | -0.32488 | -3.3918 | 0.000484 |
| 45 | -0.272663 | -2.8467 | 0.00264 |
| 46 | -0.190437 | -1.9882 | 0.024647 |
| 47 | -0.098439 | -1.0277 | 0.153176 |
| 48 | -0.037293 | -0.3894 | 0.348888 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.884091 | 9.2302 | 0 |
| 2 | -0.295627 | -3.0864 | 0.001284 |
| 3 | 0.183526 | 1.9161 | 0.028988 |
| 4 | 0.118311 | 1.2352 | 0.109706 |
| 5 | 0.119157 | 1.244 | 0.108078 |
| 6 | -0.143409 | -1.4972 | 0.068611 |
| 7 | 0.083762 | 0.8745 | 0.191883 |
| 8 | -0.130498 | -1.3624 | 0.087934 |
| 9 | 0.229615 | 2.3972 | 0.00911 |
| 10 | 0.102593 | 1.0711 | 0.143244 |
| 11 | 0.229149 | 2.3924 | 0.009225 |
| 12 | -0.248206 | -2.5913 | 0.005434 |
| 13 | -0.570893 | -5.9603 | 0 |
| 14 | -0.014269 | -0.149 | 0.440926 |
| 15 | -0.068367 | -0.7138 | 0.238446 |
| 16 | -0.043821 | -0.4575 | 0.324111 |
| 17 | -0.068704 | -0.7173 | 0.237364 |
| 18 | -0.006676 | -0.0697 | 0.47228 |
| 19 | 0.054401 | 0.568 | 0.285613 |
| 20 | -0.005306 | -0.0554 | 0.477964 |
| 21 | 0.063599 | 0.664 | 0.254047 |
| 22 | -0.051448 | -0.5371 | 0.296135 |
| 23 | 0.01668 | 0.1741 | 0.431039 |
| 24 | -0.017787 | -0.1857 | 0.426511 |
| 25 | -0.175749 | -1.8349 | 0.034626 |
| 26 | 0.006731 | 0.0703 | 0.472053 |
| 27 | -0.039899 | -0.4166 | 0.338911 |
| 28 | -0.079663 | -0.8317 | 0.203696 |
| 29 | -0.012949 | -0.1352 | 0.446356 |
| 30 | 0.002339 | 0.0244 | 0.490282 |
| 31 | 0.001883 | 0.0197 | 0.492175 |
| 32 | -0.001253 | -0.0131 | 0.494795 |
| 33 | 0.039923 | 0.4168 | 0.338821 |
| 34 | -0.00449 | -0.0469 | 0.481349 |
| 35 | -0.002498 | -0.0261 | 0.48962 |
| 36 | -0.038379 | -0.4007 | 0.344718 |
| 37 | -0.134302 | -1.4022 | 0.081855 |
| 38 | 0.036844 | 0.3847 | 0.350617 |
| 39 | -0.034965 | -0.365 | 0.357892 |
| 40 | -0.004087 | -0.0427 | 0.48302 |
| 41 | -0.057172 | -0.5969 | 0.275909 |
| 42 | -0.018863 | -0.1969 | 0.422123 |
| 43 | 0.010047 | 0.1049 | 0.458325 |
| 44 | -0.052975 | -0.5531 | 0.290671 |
| 45 | -0.020348 | -0.2124 | 0.416081 |
| 46 | -0.080411 | -0.8395 | 0.201509 |
| 47 | -0.011475 | -0.1198 | 0.452431 |
| 48 | 0.054957 | 0.5738 | 0.283653 |
