| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.964631 | 8.1852 | 0 |
| 2 | 0.928251 | 7.8765 | 0 |
| 3 | 0.890234 | 7.5539 | 0 |
| 4 | 0.851847 | 7.2282 | 0 |
| 5 | 0.813118 | 6.8995 | 0 |
| 6 | 0.77325 | 6.5612 | 0 |
| 7 | 0.731531 | 6.2072 | 0 |
| 8 | 0.691235 | 5.8653 | 0 |
| 9 | 0.651425 | 5.5275 | 0 |
| 10 | 0.613038 | 5.2018 | 1e-06 |
| 11 | 0.575719 | 4.8851 | 3e-06 |
| 12 | 0.538528 | 4.5696 | 1e-05 |
| 13 | 0.501209 | 4.2529 | 3.1e-05 |
| 14 | 0.463192 | 3.9303 | 9.6e-05 |
| 15 | 0.424947 | 3.6058 | 0.000285 |
| 16 | 0.384923 | 3.2662 | 0.000835 |
| 17 | 0.344485 | 2.9231 | 0.002315 |
| 18 | 0.303963 | 2.5792 | 0.005973 |
| 19 | 0.26364 | 2.2371 | 0.01419 |
| 20 | 0.222975 | 1.892 | 0.031256 |
| 21 | 0.182509 | 1.5486 | 0.062926 |
| 22 | 0.141048 | 1.1968 | 0.11765 |
| 23 | 0.099457 | 0.8439 | 0.200754 |
| 24 | 0.057782 | 0.4903 | 0.312708 |
| 25 | 0.016591 | 0.1408 | 0.44422 |
| 26 | -0.022437 | -0.1904 | 0.424772 |
| 27 | -0.055416 | -0.4702 | 0.319811 |
| 28 | -0.083269 | -0.7066 | 0.241061 |
| 29 | -0.110752 | -0.9398 | 0.175241 |
| 30 | -0.139588 | -1.1844 | 0.120067 |
| 31 | -0.166217 | -1.4104 | 0.081364 |
| 32 | -0.191934 | -1.6286 | 0.053881 |
| 33 | -0.215801 | -1.8311 | 0.035609 |
| 34 | -0.239183 | -2.0295 | 0.02305 |
| 35 | -0.261511 | -2.219 | 0.01482 |
| 36 | -0.283426 | -2.4049 | 0.009374 |
| 37 | -0.303561 | -2.5758 | 0.006027 |
| 38 | -0.323113 | -2.7417 | 0.003852 |
| 39 | -0.342152 | -2.9033 | 0.00245 |
| 40 | -0.360751 | -3.0611 | 0.001549 |
| 41 | -0.376644 | -3.1959 | 0.001035 |
| 42 | -0.391527 | -3.3222 | 0.000703 |
| 43 | -0.40399 | -3.428 | 0.000505 |
| 44 | -0.417164 | -3.5398 | 0.000353 |
| 45 | -0.429285 | -3.6426 | 0.000253 |
| 46 | -0.436138 | -3.7007 | 0.000209 |
| 47 | -0.435656 | -3.6967 | 0.000212 |
| 48 | -0.432283 | -3.668 | 0.000233 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.964631 | 8.1852 | 0 |
| 2 | -0.032545 | -0.2762 | 0.391611 |
| 3 | -0.042254 | -0.3585 | 0.360494 |
| 4 | -0.024832 | -0.2107 | 0.416857 |
| 5 | -0.025026 | -0.2124 | 0.416217 |
| 6 | -0.03749 | -0.3181 | 0.37566 |
| 7 | -0.04867 | -0.413 | 0.340425 |
| 8 | -0.002171 | -0.0184 | 0.492676 |
| 9 | -0.016036 | -0.1361 | 0.446073 |
| 10 | -0.004213 | -0.0358 | 0.48579 |
| 11 | -0.008818 | -0.0748 | 0.47028 |
| 12 | -0.022428 | -0.1903 | 0.4248 |
| 13 | -0.026915 | -0.2284 | 0.409998 |
| 14 | -0.036619 | -0.3107 | 0.378456 |
| 15 | -0.0297 | -0.252 | 0.400875 |
| 16 | -0.053508 | -0.454 | 0.325587 |
| 17 | -0.034215 | -0.2903 | 0.386201 |
| 18 | -0.02924 | -0.2481 | 0.402377 |
| 19 | -0.026629 | -0.226 | 0.410939 |
| 20 | -0.035538 | -0.3016 | 0.381931 |
| 21 | -0.029462 | -0.25 | 0.401653 |
| 22 | -0.047433 | -0.4025 | 0.34426 |
| 23 | -0.039313 | -0.3336 | 0.369833 |
| 24 | -0.039644 | -0.3364 | 0.368778 |
| 25 | -0.03347 | -0.284 | 0.388612 |
| 26 | -0.00939 | -0.0797 | 0.468357 |
| 27 | 0.048479 | 0.4114 | 0.341015 |
| 28 | 0.038832 | 0.3295 | 0.371368 |
| 29 | -0.030858 | -0.2618 | 0.397098 |
| 30 | -0.056694 | -0.4811 | 0.315964 |
| 31 | -0.004912 | -0.0417 | 0.483433 |
| 32 | -0.025515 | -0.2165 | 0.414605 |
| 33 | -0.014502 | -0.123 | 0.451205 |
| 34 | -0.028076 | -0.2382 | 0.406189 |
| 35 | -0.014044 | -0.1192 | 0.452738 |
| 36 | -0.023651 | -0.2007 | 0.420756 |
| 37 | -0.006383 | -0.0542 | 0.478477 |
| 38 | -0.024763 | -0.2101 | 0.417084 |
| 39 | -0.031475 | -0.2671 | 0.395087 |
| 40 | -0.032625 | -0.2768 | 0.391351 |
| 41 | -0.00031 | -0.0026 | 0.498955 |
| 42 | -0.025802 | -0.2189 | 0.413658 |
| 43 | -0.006025 | -0.0511 | 0.479683 |
| 44 | -0.046486 | -0.3944 | 0.34721 |
| 45 | -0.020607 | -0.1749 | 0.430841 |
| 46 | 0.039665 | 0.3366 | 0.368712 |
| 47 | 0.07254 | 0.6155 | 0.270075 |
| 48 | 0.009059 | 0.0769 | 0.469472 |
