| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.961151 | 8.1556 | 0 |
| 2 | 0.920474 | 7.8105 | 0 |
| 3 | 0.877659 | 7.4472 | 0 |
| 4 | 0.833796 | 7.075 | 0 |
| 5 | 0.789455 | 6.6987 | 0 |
| 6 | 0.742319 | 6.2988 | 0 |
| 7 | 0.693011 | 5.8804 | 0 |
| 8 | 0.646204 | 5.4832 | 0 |
| 9 | 0.598094 | 5.075 | 1e-06 |
| 10 | 0.554765 | 4.7073 | 6e-06 |
| 11 | 0.515919 | 4.3777 | 2e-05 |
| 12 | 0.482709 | 4.0959 | 5.4e-05 |
| 13 | 0.446474 | 3.7885 | 0.000156 |
| 14 | 0.407253 | 3.4557 | 0.000462 |
| 15 | 0.367859 | 3.1214 | 0.001295 |
| 16 | 0.333701 | 2.8315 | 0.003001 |
| 17 | 0.2971 | 2.521 | 0.006959 |
| 18 | 0.259656 | 2.2033 | 0.015389 |
| 19 | 0.220232 | 1.8687 | 0.032864 |
| 20 | 0.177928 | 1.5098 | 0.067739 |
| 21 | 0.135758 | 1.1519 | 0.126577 |
| 22 | 0.093697 | 0.795 | 0.214601 |
| 23 | 0.054593 | 0.4632 | 0.322295 |
| 24 | 0.020651 | 0.1752 | 0.430695 |
| 25 | -0.015568 | -0.1321 | 0.447636 |
| 26 | -0.051319 | -0.4355 | 0.332267 |
| 27 | -0.08787 | -0.7456 | 0.229167 |
| 28 | -0.121775 | -1.0333 | 0.152461 |
| 29 | -0.155156 | -1.3165 | 0.096084 |
| 30 | -0.186646 | -1.5837 | 0.058818 |
| 31 | -0.219148 | -1.8595 | 0.033518 |
| 32 | -0.251455 | -2.1337 | 0.018139 |
| 33 | -0.280107 | -2.3768 | 0.010062 |
| 34 | -0.304816 | -2.5864 | 0.005859 |
| 35 | -0.320415 | -2.7188 | 0.004102 |
| 36 | -0.332598 | -2.8222 | 0.003081 |
| 37 | -0.345613 | -2.9326 | 0.002252 |
| 38 | -0.357574 | -3.0341 | 0.001677 |
| 39 | -0.36621 | -3.1074 | 0.001351 |
| 40 | -0.372463 | -3.1605 | 0.001152 |
| 41 | -0.376856 | -3.1977 | 0.00103 |
| 42 | -0.380105 | -3.2253 | 0.000947 |
| 43 | -0.383544 | -3.2545 | 0.000866 |
| 44 | -0.386168 | -3.2767 | 0.000809 |
| 45 | -0.387939 | -3.2918 | 0.000772 |
| 46 | -0.386001 | -3.2753 | 0.000812 |
| 47 | -0.383472 | -3.2539 | 0.000868 |
| 48 | -0.377206 | -3.2007 | 0.00102 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.961151 | 8.1556 | 0 |
| 2 | -0.043796 | -0.3716 | 0.355635 |
| 3 | -0.048754 | -0.4137 | 0.340166 |
| 4 | -0.035414 | -0.3005 | 0.382331 |
| 5 | -0.02897 | -0.2458 | 0.403261 |
| 6 | -0.060818 | -0.5161 | 0.303698 |
| 7 | -0.054067 | -0.4588 | 0.323889 |
| 8 | 0.006837 | 0.058 | 0.476948 |
| 9 | -0.044914 | -0.3811 | 0.352122 |
| 10 | 0.033327 | 0.2828 | 0.389073 |
| 11 | 0.030987 | 0.2629 | 0.396675 |
| 12 | 0.046211 | 0.3921 | 0.348065 |
| 13 | -0.071681 | -0.6082 | 0.272473 |
| 14 | -0.070104 | -0.5949 | 0.276903 |
| 15 | -0.03206 | -0.272 | 0.393185 |
| 16 | 0.034797 | 0.2953 | 0.38432 |
| 17 | -0.064683 | -0.5489 | 0.292402 |
| 18 | -0.041829 | -0.3549 | 0.361841 |
| 19 | -0.04513 | -0.3829 | 0.351446 |
| 20 | -0.065862 | -0.5589 | 0.288996 |
| 21 | -0.025327 | -0.2149 | 0.415224 |
| 22 | -0.029603 | -0.2512 | 0.401193 |
| 23 | 0.00624 | 0.0529 | 0.47896 |
| 24 | 0.018407 | 0.1562 | 0.43816 |
| 25 | -0.062064 | -0.5266 | 0.300034 |
| 26 | -0.027008 | -0.2292 | 0.409692 |
| 27 | -0.045371 | -0.385 | 0.350691 |
| 28 | -0.0192 | -0.1629 | 0.435518 |
| 29 | -0.050976 | -0.4325 | 0.33332 |
| 30 | -0.018812 | -0.1596 | 0.43681 |
| 31 | -0.050935 | -0.4322 | 0.333444 |
| 32 | -0.040673 | -0.3451 | 0.365506 |
| 33 | 0.018442 | 0.1565 | 0.438043 |
| 34 | 0.015241 | 0.1293 | 0.44873 |
| 35 | 0.082563 | 0.7006 | 0.242914 |
| 36 | -0.004349 | -0.0369 | 0.485331 |
| 37 | -0.049215 | -0.4176 | 0.338739 |
| 38 | -0.022625 | -0.192 | 0.424148 |
| 39 | 0.016718 | 0.1419 | 0.443794 |
| 40 | -0.018821 | -0.1597 | 0.43678 |
| 41 | -0.017093 | -0.145 | 0.442544 |
| 42 | -0.017665 | -0.1499 | 0.440633 |
| 43 | -0.026416 | -0.2241 | 0.41164 |
| 44 | 0.000793 | 0.0067 | 0.497324 |
| 45 | 0.003382 | 0.0287 | 0.488594 |
| 46 | 0.037431 | 0.3176 | 0.37585 |
| 47 | -0.029554 | -0.2508 | 0.401352 |
| 48 | 0.017176 | 0.1457 | 0.442265 |
