| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.957239 | 8.7732 | 0 |
| 2 | 0.914234 | 8.3791 | 0 |
| 3 | 0.871006 | 7.9829 | 0 |
| 4 | 0.831331 | 7.6193 | 0 |
| 5 | 0.794483 | 7.2816 | 0 |
| 6 | 0.757776 | 6.9451 | 0 |
| 7 | 0.722838 | 6.6249 | 0 |
| 8 | 0.688241 | 6.3078 | 0 |
| 9 | 0.654893 | 6.0022 | 0 |
| 10 | 0.621905 | 5.6999 | 0 |
| 11 | 0.592017 | 5.4259 | 0 |
| 12 | 0.561885 | 5.1498 | 1e-06 |
| 13 | 0.530973 | 4.8664 | 3e-06 |
| 14 | 0.499565 | 4.5786 | 8e-06 |
| 15 | 0.467806 | 4.2875 | 2.4e-05 |
| 16 | 0.436283 | 3.9986 | 6.8e-05 |
| 17 | 0.404088 | 3.7035 | 0.00019 |
| 18 | 0.371698 | 3.4067 | 0.000506 |
| 19 | 0.339409 | 3.1107 | 0.001275 |
| 20 | 0.30661 | 2.8101 | 0.00308 |
| 21 | 0.274778 | 2.5184 | 0.006843 |
| 22 | 0.243397 | 2.2308 | 0.014181 |
| 23 | 0.211832 | 1.9415 | 0.027777 |
| 24 | 0.181093 | 1.6597 | 0.050347 |
| 25 | 0.149657 | 1.3716 | 0.086916 |
| 26 | 0.118202 | 1.0833 | 0.140878 |
| 27 | 0.087279 | 0.7999 | 0.213004 |
| 28 | 0.057004 | 0.5225 | 0.301365 |
| 29 | 0.028392 | 0.2602 | 0.397665 |
| 30 | -0.000684 | -0.0063 | 0.497505 |
| 31 | -0.030837 | -0.2826 | 0.389081 |
| 32 | -0.059022 | -0.5409 | 0.29499 |
| 33 | -0.085198 | -0.7809 | 0.218543 |
| 34 | -0.106822 | -0.979 | 0.165185 |
| 35 | -0.125346 | -1.1488 | 0.126947 |
| 36 | -0.14299 | -1.3105 | 0.096796 |
| 37 | -0.160557 | -1.4715 | 0.072442 |
| 38 | -0.178001 | -1.6314 | 0.053274 |
| 39 | -0.194499 | -1.7826 | 0.039131 |
| 40 | -0.210831 | -1.9323 | 0.028346 |
| 41 | -0.227088 | -2.0813 | 0.020226 |
| 42 | -0.243267 | -2.2296 | 0.014222 |
| 43 | -0.258924 | -2.3731 | 0.009962 |
| 44 | -0.274907 | -2.5196 | 0.006822 |
| 45 | -0.290859 | -2.6658 | 0.004605 |
| 46 | -0.306652 | -2.8105 | 0.003077 |
| 47 | -0.321356 | -2.9453 | 0.002087 |
| 48 | -0.335274 | -3.0728 | 0.001429 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.957239 | 8.7732 | 0 |
| 2 | -0.024772 | -0.227 | 0.410474 |
| 3 | -0.025116 | -0.2302 | 0.409251 |
| 4 | 0.019414 | 0.1779 | 0.429604 |
| 5 | 0.011876 | 0.1088 | 0.456794 |
| 6 | -0.019465 | -0.1784 | 0.429418 |
| 7 | 0.001625 | 0.0149 | 0.494075 |
| 8 | -0.013843 | -0.1269 | 0.449673 |
| 9 | -0.004721 | -0.0433 | 0.482795 |
| 10 | -0.014353 | -0.1315 | 0.44783 |
| 11 | 0.01823 | 0.1671 | 0.433853 |
| 12 | -0.020852 | -0.1911 | 0.424449 |
| 13 | -0.027496 | -0.252 | 0.400827 |
| 14 | -0.022769 | -0.2087 | 0.417601 |
| 15 | -0.022305 | -0.2044 | 0.419257 |
| 16 | -0.019244 | -0.1764 | 0.430212 |
| 17 | -0.029157 | -0.2672 | 0.394974 |
| 18 | -0.025315 | -0.232 | 0.408545 |
| 19 | -0.021596 | -0.1979 | 0.421788 |
| 20 | -0.03068 | -0.2812 | 0.38963 |
| 21 | -0.013093 | -0.12 | 0.452386 |
| 22 | -0.019981 | -0.1831 | 0.427568 |
| 23 | -0.029199 | -0.2676 | 0.394825 |
| 24 | -0.016175 | -0.1482 | 0.441252 |
| 25 | -0.033943 | -0.3111 | 0.37825 |
| 26 | -0.027806 | -0.2548 | 0.399731 |
| 27 | -0.021311 | -0.1953 | 0.422808 |
| 28 | -0.02095 | -0.192 | 0.4241 |
| 29 | -0.009164 | -0.084 | 0.466632 |
| 30 | -0.033776 | -0.3096 | 0.37883 |
| 31 | -0.041312 | -0.3786 | 0.352959 |
| 32 | -0.004908 | -0.045 | 0.482114 |
| 33 | -0.005897 | -0.054 | 0.478514 |
| 34 | 0.024403 | 0.2237 | 0.411784 |
| 35 | 0.011251 | 0.1031 | 0.45906 |
| 36 | -0.011928 | -0.1093 | 0.456604 |
| 37 | -0.018594 | -0.1704 | 0.432544 |
| 38 | -0.016707 | -0.1531 | 0.439335 |
| 39 | -0.008836 | -0.081 | 0.467826 |
| 40 | -0.020619 | -0.189 | 0.425283 |
| 41 | -0.023027 | -0.211 | 0.41668 |
| 42 | -0.019972 | -0.183 | 0.427602 |
| 43 | -0.016635 | -0.1525 | 0.439595 |
| 44 | -0.026487 | -0.2428 | 0.404394 |
| 45 | -0.025175 | -0.2307 | 0.409043 |
| 46 | -0.026558 | -0.2434 | 0.404142 |
| 47 | -0.016065 | -0.1472 | 0.441649 |
| 48 | -0.020779 | -0.1904 | 0.42471 |
