| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.95985 | 8.1446 | 0 |
| 2 | 0.914573 | 7.7604 | 0 |
| 3 | 0.868192 | 7.3669 | 0 |
| 4 | 0.821781 | 6.973 | 0 |
| 5 | 0.781264 | 6.6292 | 0 |
| 6 | 0.740717 | 6.2852 | 0 |
| 7 | 0.70017 | 5.9411 | 0 |
| 8 | 0.660569 | 5.6051 | 0 |
| 9 | 0.628325 | 5.3315 | 1e-06 |
| 10 | 0.596908 | 5.0649 | 2e-06 |
| 11 | 0.565014 | 4.7943 | 4e-06 |
| 12 | 0.528737 | 4.4865 | 1.3e-05 |
| 13 | 0.484819 | 4.1138 | 5.1e-05 |
| 14 | 0.437801 | 3.7149 | 0.000199 |
| 15 | 0.390275 | 3.3116 | 0.000726 |
| 16 | 0.34272 | 2.9081 | 0.002416 |
| 17 | 0.304363 | 2.5826 | 0.005919 |
| 18 | 0.266006 | 2.2571 | 0.013517 |
| 19 | 0.227648 | 1.9317 | 0.028669 |
| 20 | 0.189291 | 1.6062 | 0.056305 |
| 21 | 0.157405 | 1.3356 | 0.092939 |
| 22 | 0.127351 | 1.0806 | 0.141738 |
| 23 | 0.097527 | 0.8275 | 0.205331 |
| 24 | 0.064037 | 0.5434 | 0.294277 |
| 25 | 0.02342 | 0.1987 | 0.421519 |
| 26 | -0.020238 | -0.1717 | 0.432068 |
| 27 | -0.064134 | -0.5442 | 0.293994 |
| 28 | -0.095796 | -0.8129 | 0.20949 |
| 29 | -0.117239 | -0.9948 | 0.161582 |
| 30 | -0.136637 | -1.1594 | 0.125061 |
| 31 | -0.156036 | -1.324 | 0.094845 |
| 32 | -0.175494 | -1.4891 | 0.070412 |
| 33 | -0.190521 | -1.6166 | 0.055166 |
| 34 | -0.205906 | -1.7472 | 0.042436 |
| 35 | -0.220852 | -1.874 | 0.032495 |
| 36 | -0.23711 | -2.0119 | 0.023984 |
| 37 | -0.258943 | -2.1972 | 0.015612 |
| 38 | -0.283937 | -2.4093 | 0.009271 |
| 39 | -0.308267 | -2.6157 | 0.00542 |
| 40 | -0.332596 | -2.8222 | 0.003081 |
| 41 | -0.351816 | -2.9853 | 0.001934 |
| 42 | -0.371035 | -3.1483 | 0.001195 |
| 43 | -0.390255 | -3.3114 | 0.000727 |
| 44 | -0.407583 | -3.4585 | 0.000458 |
| 45 | -0.415721 | -3.5275 | 0.000367 |
| 46 | -0.41251 | -3.5003 | 0.000401 |
| 47 | -0.409478 | -3.4745 | 0.000435 |
| 48 | -0.407072 | -3.4541 | 0.000464 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.95985 | 8.1446 | 0 |
| 2 | -0.085657 | -0.7268 | 0.234844 |
| 3 | -0.033766 | -0.2865 | 0.387653 |
| 4 | -0.023759 | -0.2016 | 0.420399 |
| 5 | 0.050182 | 0.4258 | 0.33576 |
| 6 | -0.032458 | -0.2754 | 0.391894 |
| 7 | -0.024638 | -0.2091 | 0.417497 |
| 8 | -0.01197 | -0.1016 | 0.45969 |
| 9 | 0.074802 | 0.6347 | 0.263813 |
| 10 | -0.022943 | -0.1947 | 0.423098 |
| 11 | -0.030136 | -0.2557 | 0.39945 |
| 12 | -0.076497 | -0.6491 | 0.25917 |
| 13 | -0.101985 | -0.8654 | 0.194855 |
| 14 | -0.058316 | -0.4948 | 0.311113 |
| 15 | -0.033385 | -0.2833 | 0.388888 |
| 16 | -0.038336 | -0.3253 | 0.37295 |
| 17 | 0.084237 | 0.7148 | 0.238531 |
| 18 | -0.045196 | -0.3835 | 0.351238 |
| 19 | -0.03357 | -0.2849 | 0.388288 |
| 20 | -0.045084 | -0.3825 | 0.351591 |
| 21 | 0.054196 | 0.4599 | 0.323499 |
| 22 | -0.0248 | -0.2104 | 0.416961 |
| 23 | -0.027824 | -0.2361 | 0.407016 |
| 24 | -0.073799 | -0.6262 | 0.266579 |
| 25 | -0.078571 | -0.6667 | 0.253549 |
| 26 | -0.065654 | -0.5571 | 0.289595 |
| 27 | -0.038602 | -0.3276 | 0.372101 |
| 28 | 0.106881 | 0.9069 | 0.183739 |
| 29 | 0.080041 | 0.6792 | 0.249604 |
| 30 | -0.022797 | -0.1934 | 0.423581 |
| 31 | -0.039088 | -0.3317 | 0.37055 |
| 32 | -0.033312 | -0.2827 | 0.389123 |
| 33 | 0.02992 | 0.2539 | 0.400157 |
| 34 | -0.056143 | -0.4764 | 0.317619 |
| 35 | -0.022363 | -0.1898 | 0.425018 |
| 36 | -0.01217 | -0.1033 | 0.459019 |
| 37 | -0.040703 | -0.3454 | 0.365409 |
| 38 | -0.066456 | -0.5639 | 0.287287 |
| 39 | -0.0337 | -0.286 | 0.387866 |
| 40 | -0.074506 | -0.6322 | 0.264629 |
| 41 | 0.005827 | 0.0494 | 0.48035 |
| 42 | -0.067073 | -0.5691 | 0.28552 |
| 43 | -0.045348 | -0.3848 | 0.350765 |
| 44 | -0.002677 | -0.0227 | 0.490972 |
| 45 | 0.091188 | 0.7738 | 0.220804 |
| 46 | 0.095352 | 0.8091 | 0.210566 |
| 47 | -0.049156 | -0.4171 | 0.338921 |
| 48 | -0.016149 | -0.137 | 0.445695 |
