| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.911174 | 6.3128 | 0 |
| 2 | 0.824381 | 5.7115 | 0 |
| 3 | 0.746229 | 5.17 | 2e-06 |
| 4 | 0.680634 | 4.7156 | 1.1e-05 |
| 5 | 0.58562 | 4.0573 | 9.1e-05 |
| 6 | 0.466104 | 3.2293 | 0.001121 |
| 7 | 0.357013 | 2.4735 | 0.008486 |
| 8 | 0.251377 | 1.7416 | 0.043993 |
| 9 | 0.140169 | 0.9711 | 0.168178 |
| 10 | -0.006954 | -0.0482 | 0.480887 |
| 11 | -0.1469 | -1.0178 | 0.156948 |
| 12 | -0.232218 | -1.6089 | 0.057103 |
| 13 | -0.278184 | -1.9273 | 0.029935 |
| 14 | -0.319306 | -2.2122 | 0.015872 |
| 15 | -0.373551 | -2.588 | 0.006367 |
| 16 | -0.386359 | -2.6768 | 0.005071 |
| 17 | -0.379085 | -2.6264 | 0.005774 |
| 18 | -0.358371 | -2.4829 | 0.00829 |
| 19 | -0.352509 | -2.4423 | 0.009165 |
| 20 | -0.341848 | -2.3684 | 0.01097 |
| 21 | -0.306227 | -2.1216 | 0.01953 |
| 22 | -0.252263 | -1.7477 | 0.043453 |
| 23 | -0.187992 | -1.3024 | 0.099489 |
| 24 | -0.150922 | -1.0456 | 0.150487 |
| 25 | -0.121983 | -0.8451 | 0.201117 |
| 26 | -0.096464 | -0.6683 | 0.253565 |
| 27 | -0.062091 | -0.4302 | 0.334494 |
| 28 | -0.07279 | -0.5043 | 0.308176 |
| 29 | -0.070434 | -0.488 | 0.313894 |
| 30 | -0.064657 | -0.448 | 0.328099 |
| 31 | -0.049999 | -0.3464 | 0.365278 |
| 32 | -0.034551 | -0.2394 | 0.405917 |
| 33 | -0.044071 | -0.3053 | 0.380716 |
| 34 | -0.052602 | -0.3644 | 0.358566 |
| 35 | -0.067515 | -0.4678 | 0.321037 |
| 36 | -0.074989 | -0.5195 | 0.302885 |
| 37 | -0.083712 | -0.58 | 0.282322 |
| 38 | -0.084742 | -0.5871 | 0.27994 |
| 39 | -0.068167 | -0.4723 | 0.319435 |
| 40 | -0.054947 | -0.3807 | 0.352559 |
| 41 | -0.044027 | -0.305 | 0.380833 |
| 42 | -0.049536 | -0.3432 | 0.366476 |
| 43 | -0.051977 | -0.3601 | 0.360174 |
| 44 | -0.049074 | -0.34 | 0.367673 |
| 45 | -0.041578 | -0.2881 | 0.38727 |
| 46 | -0.03202 | -0.2218 | 0.412689 |
| 47 | -0.018086 | -0.1253 | 0.450403 |
| 48 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.911174 | 6.3128 | 0 |
| 2 | -0.034503 | -0.239 | 0.406044 |
| 3 | 0.003516 | 0.0244 | 0.490334 |
| 4 | 0.030139 | 0.2088 | 0.417739 |
| 5 | -0.209742 | -1.4531 | 0.076346 |
| 6 | -0.206878 | -1.4333 | 0.079128 |
| 7 | -0.034551 | -0.2394 | 0.405915 |
| 8 | -0.097724 | -0.6771 | 0.250812 |
| 9 | -0.117767 | -0.8159 | 0.209291 |
| 10 | -0.286919 | -1.9878 | 0.026275 |
| 11 | -0.1353 | -0.9374 | 0.176626 |
| 12 | 0.166865 | 1.1561 | 0.126686 |
| 13 | 0.180374 | 1.2497 | 0.10874 |
| 14 | 0.099591 | 0.69 | 0.246763 |
| 15 | -0.036373 | -0.252 | 0.401059 |
| 16 | 0.142736 | 0.9889 | 0.163835 |
| 17 | 0.006157 | 0.0427 | 0.483075 |
| 18 | 0.020355 | 0.141 | 0.444221 |
| 19 | -0.091252 | -0.6322 | 0.265124 |
| 20 | -0.149957 | -1.0389 | 0.15202 |
| 21 | -0.150722 | -1.0442 | 0.150804 |
| 22 | -0.083287 | -0.577 | 0.283309 |
| 23 | 0.102581 | 0.7107 | 0.240355 |
| 24 | -0.003767 | -0.0261 | 0.489642 |
| 25 | -0.079124 | -0.5482 | 0.293051 |
| 26 | -0.098494 | -0.6824 | 0.249137 |
| 27 | 0.091353 | 0.6329 | 0.264897 |
| 28 | -0.178771 | -1.2386 | 0.110765 |
| 29 | 0.153514 | 1.0636 | 0.146421 |
| 30 | -0.025832 | -0.179 | 0.429356 |
| 31 | -0.014497 | -0.1004 | 0.460208 |
| 32 | 0.064357 | 0.4459 | 0.328844 |
| 33 | -0.003375 | -0.0234 | 0.49072 |
| 34 | 0.091399 | 0.6332 | 0.264794 |
| 35 | -0.048981 | -0.3393 | 0.367914 |
| 36 | -0.112824 | -0.7817 | 0.219125 |
| 37 | -0.054607 | -0.3783 | 0.353428 |
| 38 | 0.050314 | 0.3486 | 0.364462 |
| 39 | -0.002658 | -0.0184 | 0.492693 |
| 40 | -0.066292 | -0.4593 | 0.324052 |
| 41 | -0.113464 | -0.7861 | 0.217836 |
| 42 | -0.068248 | -0.4728 | 0.319237 |
| 43 | -0.079048 | -0.5477 | 0.29323 |
| 44 | 0.103611 | 0.7178 | 0.238169 |
| 45 | 0.031206 | 0.2162 | 0.414872 |
| 46 | -0.001801 | -0.0125 | 0.495048 |
| 47 | 0.034915 | 0.2419 | 0.404946 |
| 48 | NA | NA | NA |
