| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.72545 | 6.1557 | 0 |
| 2 | 0.37061 | 3.1447 | 0.001208 |
| 3 | -0.019228 | -0.1632 | 0.435427 |
| 4 | -0.435194 | -3.6927 | 0.000214 |
| 5 | -0.709809 | -6.0229 | 0 |
| 6 | -0.804328 | -6.825 | 0 |
| 7 | -0.695597 | -5.9023 | 0 |
| 8 | -0.374794 | -3.1802 | 0.001086 |
| 9 | 0.024948 | 0.2117 | 0.416474 |
| 10 | 0.357696 | 3.0352 | 0.001672 |
| 11 | 0.65396 | 5.549 | 0 |
| 12 | 0.807923 | 6.8555 | 0 |
| 13 | 0.642038 | 5.4479 | 0 |
| 14 | 0.33902 | 2.8767 | 0.002642 |
| 15 | -0.024277 | -0.206 | 0.418686 |
| 16 | -0.377477 | -3.203 | 0.001013 |
| 17 | -0.567831 | -4.8182 | 4e-06 |
| 18 | -0.670574 | -5.69 | 0 |
| 19 | -0.572534 | -4.8581 | 3e-06 |
| 20 | -0.30098 | -2.5539 | 0.006385 |
| 21 | -0.000699 | -0.0059 | 0.497642 |
| 22 | 0.281323 | 2.3871 | 0.009805 |
| 23 | 0.53852 | 4.5695 | 1e-05 |
| 24 | 0.63279 | 5.3694 | 0 |
| 25 | 0.50544 | 4.2888 | 2.7e-05 |
| 26 | 0.276971 | 2.3502 | 0.010754 |
| 27 | -0.01473 | -0.125 | 0.450441 |
| 28 | -0.290618 | -2.466 | 0.008023 |
| 29 | -0.460579 | -3.9081 | 0.000104 |
| 30 | -0.520116 | -4.4133 | 1.8e-05 |
| 31 | -0.430208 | -3.6504 | 0.000246 |
| 32 | -0.226025 | -1.9179 | 0.029546 |
| 33 | 0.001025 | 0.0087 | 0.496541 |
| 34 | 0.210022 | 1.7821 | 0.039475 |
| 35 | 0.383855 | 3.2571 | 0.000859 |
| 36 | 0.464205 | 3.9389 | 9.4e-05 |
| 37 | 0.379489 | 3.2201 | 0.000962 |
| 38 | 0.184337 | 1.5642 | 0.061083 |
| 39 | -0.015547 | -0.1319 | 0.447709 |
| 40 | -0.19971 | -1.6946 | 0.047237 |
| 41 | -0.325995 | -2.7662 | 0.003601 |
| 42 | -0.365113 | -3.0981 | 0.001389 |
| 43 | -0.292286 | -2.4801 | 0.007737 |
| 44 | -0.147093 | -1.2481 | 0.108014 |
| 45 | 0.00371 | 0.0315 | 0.487485 |
| 46 | 0.143585 | 1.2184 | 0.113532 |
| 47 | 0.241531 | 2.0495 | 0.022031 |
| 48 | 0.29328 | 2.4886 | 0.00757 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.72545 | 6.1557 | 0 |
| 2 | -0.328607 | -2.7883 | 0.003386 |
| 3 | -0.326688 | -2.772 | 0.003543 |
| 4 | -0.467959 | -3.9708 | 8.4e-05 |
| 5 | -0.311982 | -2.6473 | 0.004981 |
| 6 | -0.328923 | -2.791 | 0.003361 |
| 7 | -0.273039 | -2.3168 | 0.011681 |
| 8 | -0.101413 | -0.8605 | 0.19618 |
| 9 | -0.082636 | -0.7012 | 0.242723 |
| 10 | -0.248037 | -2.1047 | 0.019406 |
| 11 | 0.0338 | 0.2868 | 0.387545 |
| 12 | 0.227318 | 1.9289 | 0.028845 |
| 13 | -0.175725 | -1.4911 | 0.070155 |
| 14 | -0.107655 | -0.9135 | 0.182018 |
| 15 | -0.033295 | -0.2825 | 0.389177 |
| 16 | 0.02829 | 0.24 | 0.405489 |
| 17 | 0.230234 | 1.9536 | 0.027317 |
| 18 | -0.016337 | -0.1386 | 0.445068 |
| 19 | 0.134536 | 1.1416 | 0.128706 |
| 20 | 0.05265 | 0.4468 | 0.328198 |
| 21 | -0.050055 | -0.4247 | 0.336151 |
| 22 | 0.024313 | 0.2063 | 0.418568 |
| 23 | 0.190544 | 1.6168 | 0.055145 |
| 24 | 0.072698 | 0.6169 | 0.269636 |
| 25 | -0.109853 | -0.9321 | 0.177192 |
| 26 | -0.022294 | -0.1892 | 0.425247 |
| 27 | 0.093558 | 0.7939 | 0.214941 |
| 28 | -0.003841 | -0.0326 | 0.487046 |
| 29 | -0.093241 | -0.7912 | 0.215721 |
| 30 | 0.116668 | 0.99 | 0.162754 |
| 31 | 0.073522 | 0.6239 | 0.267347 |
| 32 | -0.080447 | -0.6826 | 0.24852 |
| 33 | -0.000766 | -0.0065 | 0.497417 |
| 34 | -0.029545 | -0.2507 | 0.40138 |
| 35 | -0.070334 | -0.5968 | 0.276256 |
| 36 | -0.025174 | -0.2136 | 0.415728 |
| 37 | -0.027068 | -0.2297 | 0.409496 |
| 38 | -0.113686 | -0.9647 | 0.168972 |
| 39 | -0.027494 | -0.2333 | 0.408096 |
| 40 | -0.079242 | -0.6724 | 0.251744 |
| 41 | -0.033016 | -0.2801 | 0.390083 |
| 42 | -0.021594 | -0.1832 | 0.427565 |
| 43 | -0.031515 | -0.2674 | 0.394958 |
| 44 | -0.033737 | -0.2863 | 0.387747 |
| 45 | -0.056462 | -0.4791 | 0.31666 |
| 46 | 0.017925 | 0.1521 | 0.439768 |
| 47 | -0.1008 | -0.8553 | 0.197606 |
| 48 | -0.042688 | -0.3622 | 0.359124 |
