| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.64127 | 5.4414 | 0 |
| 2 | 0.527179 | 4.4733 | 1.4e-05 |
| 3 | 0.59072 | 5.0124 | 2e-06 |
| 4 | 0.393892 | 3.3423 | 0.00066 |
| 5 | 0.334684 | 2.8399 | 0.002931 |
| 6 | 0.359589 | 3.0512 | 0.001595 |
| 7 | 0.106956 | 0.9075 | 0.183572 |
| 8 | 0.037531 | 0.3185 | 0.375527 |
| 9 | -0.018029 | -0.153 | 0.439419 |
| 10 | -0.2176 | -1.8464 | 0.034472 |
| 11 | -0.185436 | -1.5735 | 0.059996 |
| 12 | -0.062062 | -0.5266 | 0.300041 |
| 13 | -0.284634 | -2.4152 | 0.009134 |
| 14 | -0.329541 | -2.7963 | 0.003312 |
| 15 | -0.272057 | -2.3085 | 0.011924 |
| 16 | -0.307745 | -2.6113 | 0.005485 |
| 17 | -0.272361 | -2.3111 | 0.011848 |
| 18 | -0.209173 | -1.7749 | 0.040071 |
| 19 | -0.239519 | -2.0324 | 0.022902 |
| 20 | -0.223263 | -1.8944 | 0.031091 |
| 21 | -0.237453 | -2.0149 | 0.023827 |
| 22 | -0.219823 | -1.8653 | 0.03311 |
| 23 | -0.115247 | -0.9779 | 0.165698 |
| 24 | -0.026879 | -0.2281 | 0.410117 |
| 25 | -0.04974 | -0.4221 | 0.33712 |
| 26 | -0.085044 | -0.7216 | 0.236431 |
| 27 | -0.041929 | -0.3558 | 0.361524 |
| 28 | 0.000775 | 0.0066 | 0.497387 |
| 29 | -0.005806 | -0.0493 | 0.480421 |
| 30 | 0.00698 | 0.0592 | 0.476466 |
| 31 | 0.021924 | 0.186 | 0.426472 |
| 32 | -0.07408 | -0.6286 | 0.265804 |
| 33 | -0.109765 | -0.9314 | 0.177382 |
| 34 | -0.087416 | -0.7417 | 0.230326 |
| 35 | -0.13209 | -1.1208 | 0.133044 |
| 36 | -0.077958 | -0.6615 | 0.255203 |
| 37 | -0.104719 | -0.8886 | 0.188596 |
| 38 | -0.201085 | -1.7063 | 0.046135 |
| 39 | -0.111248 | -0.944 | 0.174171 |
| 40 | -0.062318 | -0.5288 | 0.299289 |
| 41 | -0.077116 | -0.6543 | 0.257486 |
| 42 | 0.03499 | 0.2969 | 0.3837 |
| 43 | 0.054698 | 0.4641 | 0.32198 |
| 44 | -0.001948 | -0.0165 | 0.493428 |
| 45 | 0.095599 | 0.8112 | 0.209968 |
| 46 | 0.123268 | 1.046 | 0.149539 |
| 47 | 0.110614 | 0.9386 | 0.175539 |
| 48 | 0.19956 | 1.6933 | 0.047358 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.64127 | 5.4414 | 0 |
| 2 | 0.196939 | 1.6711 | 0.049523 |
| 3 | 0.340926 | 2.8928 | 0.002523 |
| 4 | -0.201027 | -1.7058 | 0.046181 |
| 5 | 0.037195 | 0.3156 | 0.376607 |
| 6 | 0.039041 | 0.3313 | 0.370701 |
| 7 | -0.320341 | -2.7182 | 0.004109 |
| 8 | -0.057677 | -0.4894 | 0.313021 |
| 9 | -0.194885 | -1.6537 | 0.051276 |
| 10 | -0.158551 | -1.3454 | 0.091367 |
| 11 | 0.094101 | 0.7985 | 0.21361 |
| 12 | 0.314262 | 2.6666 | 0.004728 |
| 13 | -0.213699 | -1.8133 | 0.036977 |
| 14 | -0.161678 | -1.3719 | 0.08718 |
| 15 | -0.05682 | -0.4821 | 0.315586 |
| 16 | 0.162777 | 1.3812 | 0.085744 |
| 17 | -0.065173 | -0.553 | 0.290984 |
| 18 | -0.10119 | -0.8586 | 0.196698 |
| 19 | 0.068035 | 0.5773 | 0.282769 |
| 20 | -0.103272 | -0.8763 | 0.191893 |
| 21 | -0.136131 | -1.1551 | 0.125932 |
| 22 | 0.113241 | 0.9609 | 0.169913 |
| 23 | 0.105928 | 0.8988 | 0.18587 |
| 24 | -0.052059 | -0.4417 | 0.330003 |
| 25 | 0.010483 | 0.089 | 0.464684 |
| 26 | -0.075023 | -0.6366 | 0.263204 |
| 27 | -0.014883 | -0.1263 | 0.44993 |
| 28 | -0.088953 | -0.7548 | 0.226418 |
| 29 | -0.020041 | -0.1701 | 0.432722 |
| 30 | -0.083465 | -0.7082 | 0.240547 |
| 31 | -0.084611 | -0.7179 | 0.237557 |
| 32 | -0.156822 | -1.3307 | 0.093747 |
| 33 | 0.067721 | 0.5746 | 0.283665 |
| 34 | 0.000135 | 0.0011 | 0.499544 |
| 35 | -0.178656 | -1.5159 | 0.066956 |
| 36 | 0.093582 | 0.7941 | 0.214882 |
| 37 | -0.040351 | -0.3424 | 0.366528 |
| 38 | 0.001897 | 0.0161 | 0.493602 |
| 39 | 0.070379 | 0.5972 | 0.27613 |
| 40 | 0.071721 | 0.6086 | 0.272362 |
| 41 | -0.003965 | -0.0336 | 0.486626 |
| 42 | -0.016129 | -0.1369 | 0.445762 |
| 43 | -0.056258 | -0.4774 | 0.317275 |
| 44 | 7.5e-05 | 6e-04 | 0.499748 |
| 45 | 0.023857 | 0.2024 | 0.420074 |
| 46 | -0.042681 | -0.3622 | 0.359148 |
| 47 | -0.014529 | -0.1233 | 0.451112 |
| 48 | -0.102258 | -0.8677 | 0.194223 |
