| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.932133 | 7.9094 | 0 |
| 2 | 0.87232 | 7.4019 | 0 |
| 3 | 0.812506 | 6.8943 | 0 |
| 4 | 0.752693 | 6.3868 | 0 |
| 5 | 0.692879 | 5.8793 | 0 |
| 6 | 0.633065 | 5.3717 | 0 |
| 7 | 0.573252 | 4.8642 | 3e-06 |
| 8 | 0.513438 | 4.3567 | 2.2e-05 |
| 9 | 0.453624 | 3.8491 | 0.000127 |
| 10 | 0.393811 | 3.3416 | 0.000662 |
| 11 | 0.333997 | 2.8341 | 0.00298 |
| 12 | 0.309701 | 2.6279 | 0.005247 |
| 13 | 0.283225 | 2.4032 | 0.009414 |
| 14 | 0.25293 | 2.1462 | 0.017615 |
| 15 | 0.24154 | 2.0495 | 0.022027 |
| 16 | 0.230149 | 1.9529 | 0.027361 |
| 17 | 0.218759 | 1.8562 | 0.033756 |
| 18 | 0.207368 | 1.7596 | 0.041363 |
| 19 | 0.195978 | 1.6629 | 0.050337 |
| 20 | 0.184588 | 1.5663 | 0.060834 |
| 21 | 0.173197 | 1.4696 | 0.073009 |
| 22 | 0.161807 | 1.373 | 0.08701 |
| 23 | 0.150417 | 1.2763 | 0.102971 |
| 24 | 0.131368 | 1.1147 | 0.134345 |
| 25 | 0.097101 | 0.8239 | 0.206351 |
| 26 | 0.068216 | 0.5788 | 0.282253 |
| 27 | 0.039332 | 0.3337 | 0.369771 |
| 28 | 0.010448 | 0.0887 | 0.464801 |
| 29 | -0.018436 | -0.1564 | 0.438064 |
| 30 | -0.04732 | -0.4015 | 0.344612 |
| 31 | -0.076204 | -0.6466 | 0.259969 |
| 32 | -0.105088 | -0.8917 | 0.187761 |
| 33 | -0.133972 | -1.1368 | 0.129697 |
| 34 | -0.162857 | -1.3819 | 0.08564 |
| 35 | -0.191741 | -1.627 | 0.054056 |
| 36 | -0.202999 | -1.7225 | 0.044635 |
| 37 | -0.222231 | -1.8857 | 0.031685 |
| 38 | -0.225313 | -1.9118 | 0.029938 |
| 39 | -0.228396 | -1.938 | 0.028272 |
| 40 | -0.231478 | -1.9642 | 0.026686 |
| 41 | -0.23456 | -1.9903 | 0.025177 |
| 42 | -0.237643 | -2.0165 | 0.023741 |
| 43 | -0.240725 | -2.0426 | 0.022376 |
| 44 | -0.243807 | -2.0688 | 0.021079 |
| 45 | -0.24689 | -2.0949 | 0.019848 |
| 46 | -0.249972 | -2.1211 | 0.018679 |
| 47 | -0.253055 | -2.1472 | 0.017571 |
| 48 | -0.266804 | -2.2639 | 0.013297 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.932133 | 7.9094 | 0 |
| 2 | 0.026288 | 0.2231 | 0.412061 |
| 3 | -0.028549 | -0.2422 | 0.40464 |
| 4 | -0.032807 | -0.2784 | 0.390761 |
| 5 | -0.034124 | -0.2896 | 0.386496 |
| 6 | -0.035342 | -0.2999 | 0.382564 |
| 7 | -0.036637 | -0.3109 | 0.378396 |
| 8 | -0.038031 | -0.3227 | 0.373928 |
| 9 | -0.039534 | -0.3355 | 0.369127 |
| 10 | -0.041162 | -0.3493 | 0.363954 |
| 11 | -0.042929 | -0.3643 | 0.358366 |
| 12 | 0.229528 | 1.9476 | 0.027681 |
| 13 | -0.010194 | -0.0865 | 0.465657 |
| 14 | -0.056848 | -0.4824 | 0.315502 |
| 15 | 0.121593 | 1.0318 | 0.15282 |
| 16 | -0.003101 | -0.0263 | 0.489541 |
| 17 | -0.022181 | -0.1882 | 0.425621 |
| 18 | -0.016542 | -0.1404 | 0.444382 |
| 19 | -0.021125 | -0.1793 | 0.429121 |
| 20 | -0.022934 | -0.1946 | 0.423127 |
| 21 | -0.023089 | -0.1959 | 0.422613 |
| 22 | -0.019421 | -0.1648 | 0.434784 |
| 23 | 0.053406 | 0.4532 | 0.325897 |
| 24 | -0.081442 | -0.6911 | 0.245875 |
| 25 | -0.172682 | -1.4653 | 0.073602 |
| 26 | 0.08709 | 0.739 | 0.231159 |
| 27 | -0.014295 | -0.1213 | 0.451897 |
| 28 | -0.052305 | -0.4438 | 0.329252 |
| 29 | 0.000455 | 0.0039 | 0.498465 |
| 30 | -0.022145 | -0.1879 | 0.425739 |
| 31 | -0.031674 | -0.2688 | 0.394441 |
| 32 | -0.030143 | -0.2558 | 0.399429 |
| 33 | -0.029823 | -0.2531 | 0.400474 |
| 34 | -0.005983 | -0.0508 | 0.479826 |
| 35 | -0.074874 | -0.6353 | 0.263616 |
| 36 | 0.033027 | 0.2802 | 0.390048 |
| 37 | -0.01398 | -0.1186 | 0.452952 |
| 38 | 0.090352 | 0.7667 | 0.222895 |
| 39 | -0.064385 | -0.5463 | 0.293267 |
| 40 | -0.001353 | -0.0115 | 0.495435 |
| 41 | -0.008224 | -0.0698 | 0.472279 |
| 42 | -0.03498 | -0.2968 | 0.383731 |
| 43 | -0.025167 | -0.2135 | 0.415752 |
| 44 | -0.022211 | -0.1885 | 0.42552 |
| 45 | -0.025308 | -0.2147 | 0.415286 |
| 46 | -0.046751 | -0.3967 | 0.346383 |
| 47 | 0.02629 | 0.2231 | 0.412053 |
| 48 | -0.110388 | -0.9367 | 0.176028 |
