| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.957225 | 8.1223 | 0 |
| 2 | 0.91445 | 7.7594 | 0 |
| 3 | 0.871674 | 7.3964 | 0 |
| 4 | 0.826681 | 7.0146 | 0 |
| 5 | 0.781687 | 6.6328 | 0 |
| 6 | 0.736694 | 6.2511 | 0 |
| 7 | 0.691701 | 5.8693 | 0 |
| 8 | 0.646707 | 5.4875 | 0 |
| 9 | 0.601714 | 5.1057 | 1e-06 |
| 10 | 0.563637 | 4.7826 | 4e-06 |
| 11 | 0.52556 | 4.4595 | 1.5e-05 |
| 12 | 0.487483 | 4.1364 | 4.7e-05 |
| 13 | 0.43373 | 3.6803 | 0.000223 |
| 14 | 0.379977 | 3.2242 | 0.00095 |
| 15 | 0.326224 | 2.7681 | 0.003582 |
| 16 | 0.293145 | 2.4874 | 0.007592 |
| 17 | 0.260066 | 2.2067 | 0.015261 |
| 18 | 0.226986 | 1.926 | 0.029024 |
| 19 | 0.193907 | 1.6454 | 0.052128 |
| 20 | 0.160828 | 1.3647 | 0.088303 |
| 21 | 0.127749 | 1.084 | 0.140994 |
| 22 | 0.108087 | 0.9171 | 0.181063 |
| 23 | 0.088425 | 0.7503 | 0.227755 |
| 24 | 0.068764 | 0.5835 | 0.280697 |
| 25 | 0.037144 | 0.3152 | 0.376768 |
| 26 | 0.005525 | 0.0469 | 0.481367 |
| 27 | -0.026094 | -0.2214 | 0.412699 |
| 28 | -0.047882 | -0.4063 | 0.342865 |
| 29 | -0.069671 | -0.5912 | 0.278125 |
| 30 | -0.09146 | -0.7761 | 0.220126 |
| 31 | -0.113249 | -0.961 | 0.169897 |
| 32 | -0.135038 | -1.1458 | 0.127829 |
| 33 | -0.156827 | -1.3307 | 0.09374 |
| 34 | -0.17034 | -1.4454 | 0.076345 |
| 35 | -0.183853 | -1.56 | 0.061568 |
| 36 | -0.197366 | -1.6747 | 0.049166 |
| 37 | -0.222378 | -1.8869 | 0.0316 |
| 38 | -0.247391 | -2.0992 | 0.019654 |
| 39 | -0.272403 | -2.3114 | 0.011838 |
| 40 | -0.288942 | -2.4518 | 0.008322 |
| 41 | -0.305481 | -2.5921 | 0.005772 |
| 42 | -0.32202 | -2.7324 | 0.003952 |
| 43 | -0.338558 | -2.8728 | 0.002672 |
| 44 | -0.355097 | -3.0131 | 0.001784 |
| 45 | -0.371636 | -3.1534 | 0.001177 |
| 46 | -0.378545 | -3.2121 | 0.000986 |
| 47 | -0.385454 | -3.2707 | 0.000824 |
| 48 | -0.392363 | -3.3293 | 0.000687 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.957225 | 8.1223 | 0 |
| 2 | -0.021855 | -0.1854 | 0.4267 |
| 3 | -0.022343 | -0.1896 | 0.425082 |
| 4 | -0.049375 | -0.419 | 0.338246 |
| 5 | -0.024664 | -0.2093 | 0.417409 |
| 6 | -0.025288 | -0.2146 | 0.415352 |
| 7 | -0.025254 | -0.2143 | 0.415464 |
| 8 | -0.026598 | -0.2257 | 0.411039 |
| 9 | -0.027325 | -0.2319 | 0.408651 |
| 10 | 0.055064 | 0.4672 | 0.320871 |
| 11 | -0.024473 | -0.2077 | 0.41804 |
| 12 | -0.025087 | -0.2129 | 0.416015 |
| 13 | -0.219382 | -1.8615 | 0.033376 |
| 14 | -0.039188 | -0.3325 | 0.370232 |
| 15 | -0.040786 | -0.3461 | 0.365146 |
| 16 | 0.234063 | 1.9861 | 0.025416 |
| 17 | -0.025314 | -0.2148 | 0.415266 |
| 18 | -0.025972 | -0.2204 | 0.4131 |
| 19 | -0.056631 | -0.4805 | 0.316155 |
| 20 | -0.02909 | -0.2468 | 0.402869 |
| 21 | -0.029962 | -0.2542 | 0.40002 |
| 22 | 0.123088 | 1.0444 | 0.14989 |
| 23 | -0.023394 | -0.1985 | 0.421604 |
| 24 | -0.023955 | -0.2033 | 0.419752 |
| 25 | -0.131303 | -1.1141 | 0.134462 |
| 26 | -0.031196 | -0.2647 | 0.395996 |
| 27 | -0.0322 | -0.2732 | 0.392729 |
| 28 | 0.029057 | 0.2466 | 0.402976 |
| 29 | -0.030382 | -0.2578 | 0.398648 |
| 30 | -0.031334 | -0.2659 | 0.395547 |
| 31 | 0.040361 | 0.3425 | 0.366495 |
| 32 | -0.028903 | -0.2452 | 0.403481 |
| 33 | -0.029763 | -0.2525 | 0.400669 |
| 34 | -0.005519 | -0.0468 | 0.481391 |
| 35 | -0.030093 | -0.2554 | 0.39959 |
| 36 | -0.031027 | -0.2633 | 0.396546 |
| 37 | -0.05181 | -0.4396 | 0.330765 |
| 38 | -0.034418 | -0.292 | 0.385547 |
| 39 | -0.035644 | -0.3025 | 0.381589 |
| 40 | 0.000382 | 0.0032 | 0.498711 |
| 41 | -0.035617 | -0.3022 | 0.381677 |
| 42 | -0.036933 | -0.3134 | 0.377447 |
| 43 | 0.014327 | 0.1216 | 0.451791 |
| 44 | -0.035889 | -0.3045 | 0.380801 |
| 45 | -0.037225 | -0.3159 | 0.376508 |
| 46 | 0.039284 | 0.3333 | 0.369925 |
| 47 | -0.034411 | -0.292 | 0.385567 |
| 48 | -0.035638 | -0.3024 | 0.381612 |
