| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.83973 | 5.1079 | 5e-06 |
| 2 | 0.596777 | 3.6301 | 0.000426 |
| 3 | 0.443272 | 2.6963 | 0.005245 |
| 4 | 0.40901 | 2.4879 | 0.00874 |
| 5 | 0.391139 | 2.3792 | 0.01131 |
| 6 | 0.327257 | 1.9906 | 0.026974 |
| 7 | 0.160887 | 0.9786 | 0.167057 |
| 8 | -0.049205 | -0.2993 | 0.383191 |
| 9 | -0.192831 | -1.1729 | 0.124157 |
| 10 | -0.220089 | -1.3388 | 0.09441 |
| 11 | -0.202798 | -1.2336 | 0.112571 |
| 12 | -0.228992 | -1.3929 | 0.085981 |
| 13 | -0.351733 | -2.1395 | 0.019529 |
| 14 | -0.465771 | -2.8332 | 0.003709 |
| 15 | -0.474494 | -2.8862 | 0.003236 |
| 16 | -0.389895 | -2.3716 | 0.011513 |
| 17 | -0.317588 | -1.9318 | 0.030534 |
| 18 | -0.278427 | -1.6936 | 0.049372 |
| 19 | -0.292916 | -1.7817 | 0.041501 |
| 20 | -0.32956 | -2.0046 | 0.026181 |
| 21 | -0.316604 | -1.9258 | 0.030918 |
| 22 | -0.230829 | -1.4041 | 0.084317 |
| 23 | -0.136129 | -0.828 | 0.206479 |
| 24 | -0.075051 | -0.4565 | 0.325344 |
| 25 | -0.056171 | -0.3417 | 0.367264 |
| 26 | -0.032416 | -0.1972 | 0.422384 |
| 27 | 0.034825 | 0.2118 | 0.416701 |
| 28 | 0.113929 | 0.693 | 0.246317 |
| 29 | 0.141893 | 0.8631 | 0.196821 |
| 30 | 0.137474 | 0.8362 | 0.2042 |
| 31 | 0.113313 | 0.6893 | 0.247482 |
| 32 | 0.089978 | 0.5473 | 0.293725 |
| 33 | 0.08856 | 0.5387 | 0.296664 |
| 34 | 0.113649 | 0.6913 | 0.246846 |
| 35 | 0.095889 | 0.5833 | 0.281626 |
| 36 | 0.043918 | 0.2671 | 0.395421 |
| 37 | NA | NA | NA |
| 38 | NA | NA | NA |
| 39 | NA | NA | NA |
| 40 | NA | NA | NA |
| 41 | NA | NA | NA |
| 42 | NA | NA | NA |
| 43 | NA | NA | NA |
| 44 | NA | NA | NA |
| 45 | NA | NA | NA |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.83973 | 5.1079 | 5e-06 |
| 2 | -0.367533 | -2.2356 | 0.015747 |
| 3 | 0.2611 | 1.5882 | 0.060374 |
| 4 | 0.153403 | 0.9331 | 0.178406 |
| 5 | -0.093493 | -0.5687 | 0.2865 |
| 6 | -0.038808 | -0.2361 | 0.407345 |
| 7 | -0.339048 | -2.0624 | 0.023124 |
| 8 | -0.172587 | -1.0498 | 0.150308 |
| 9 | -0.010251 | -0.0624 | 0.475307 |
| 10 | 0.023768 | 0.1446 | 0.442916 |
| 11 | -0.013946 | -0.0848 | 0.466427 |
| 12 | -0.072624 | -0.4418 | 0.330618 |
| 13 | -0.245307 | -1.4921 | 0.07207 |
| 14 | 0.077813 | 0.4733 | 0.319383 |
| 15 | 0.060288 | 0.3667 | 0.357959 |
| 16 | -0.034664 | -0.2109 | 0.417079 |
| 17 | -0.085364 | -0.5192 | 0.30334 |
| 18 | 0.08088 | 0.492 | 0.312822 |
| 19 | -0.112152 | -0.6822 | 0.249683 |
| 20 | -0.112966 | -0.6871 | 0.248138 |
| 21 | -0.026115 | -0.1589 | 0.437325 |
| 22 | -0.089627 | -0.5452 | 0.29445 |
| 23 | 0.008023 | 0.0488 | 0.48067 |
| 24 | 0.075455 | 0.459 | 0.324469 |
| 25 | -0.015623 | -0.095 | 0.462401 |
| 26 | 0.068337 | 0.4157 | 0.340024 |
| 27 | 0.060287 | 0.3667 | 0.357962 |
| 28 | -0.133455 | -0.8118 | 0.211056 |
| 29 | -0.09317 | -0.5667 | 0.287159 |
| 30 | -0.000189 | -0.0011 | 0.499544 |
| 31 | -0.135436 | -0.8238 | 0.207658 |
| 32 | -0.008962 | -0.0545 | 0.47841 |
| 33 | -0.007672 | -0.0467 | 0.481515 |
| 34 | -0.062948 | -0.3829 | 0.351994 |
| 35 | -0.105269 | -0.6403 | 0.262954 |
| 36 | 0.047886 | 0.2913 | 0.386232 |
| 37 | NA | NA | NA |
| 38 | NA | NA | NA |
| 39 | NA | NA | NA |
| 40 | NA | NA | NA |
| 41 | NA | NA | NA |
| 42 | NA | NA | NA |
| 43 | NA | NA | NA |
| 44 | NA | NA | NA |
| 45 | NA | NA | NA |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
