| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.958489 | 8.133 | 0 |
| 2 | 0.917611 | 7.7862 | 0 |
| 3 | 0.878768 | 7.4566 | 0 |
| 4 | 0.839377 | 7.1223 | 0 |
| 5 | 0.796259 | 6.7565 | 0 |
| 6 | 0.752489 | 6.3851 | 0 |
| 7 | 0.710442 | 6.0283 | 0 |
| 8 | 0.669293 | 5.6791 | 0 |
| 9 | 0.631085 | 5.3549 | 0 |
| 10 | 0.591622 | 5.0201 | 2e-06 |
| 11 | 0.552347 | 4.6868 | 6e-06 |
| 12 | 0.513927 | 4.3608 | 2.1e-05 |
| 13 | 0.475477 | 4.0346 | 6.7e-05 |
| 14 | 0.437524 | 3.7125 | 0.000201 |
| 15 | 0.400302 | 3.3967 | 0.000557 |
| 16 | 0.363289 | 3.0826 | 0.001454 |
| 17 | 0.327622 | 2.78 | 0.003466 |
| 18 | 0.293038 | 2.4865 | 0.00761 |
| 19 | 0.258761 | 2.1957 | 0.01567 |
| 20 | 0.224287 | 1.9031 | 0.03051 |
| 21 | 0.189332 | 1.6065 | 0.056267 |
| 22 | 0.155016 | 1.3154 | 0.096283 |
| 23 | 0.121424 | 1.0303 | 0.153154 |
| 24 | 0.086635 | 0.7351 | 0.232325 |
| 25 | 0.052347 | 0.4442 | 0.329124 |
| 26 | 0.01705 | 0.1447 | 0.442687 |
| 27 | -0.018669 | -0.1584 | 0.437287 |
| 28 | -0.053618 | -0.455 | 0.325251 |
| 29 | -0.083589 | -0.7093 | 0.240222 |
| 30 | -0.114575 | -0.9722 | 0.167103 |
| 31 | -0.144253 | -1.224 | 0.112467 |
| 32 | -0.174946 | -1.4845 | 0.071025 |
| 33 | -0.206459 | -1.7519 | 0.042028 |
| 34 | -0.233905 | -1.9847 | 0.025492 |
| 35 | -0.257427 | -2.1843 | 0.016097 |
| 36 | -0.279768 | -2.3739 | 0.010135 |
| 37 | -0.300367 | -2.5487 | 0.006473 |
| 38 | -0.320223 | -2.7172 | 0.004121 |
| 39 | -0.336083 | -2.8518 | 0.002835 |
| 40 | -0.347546 | -2.949 | 0.002148 |
| 41 | -0.358863 | -3.0451 | 0.001624 |
| 42 | -0.370159 | -3.1409 | 0.001222 |
| 43 | -0.379856 | -3.2232 | 0.000953 |
| 44 | -0.390204 | -3.311 | 0.000728 |
| 45 | -0.394712 | -3.3492 | 0.000646 |
| 46 | -0.397355 | -3.3717 | 0.000602 |
| 47 | -0.399248 | -3.3877 | 0.000573 |
| 48 | -0.401496 | -3.4068 | 0.000539 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.958489 | 8.133 | 0 |
| 2 | -0.013414 | -0.1138 | 0.454848 |
| 3 | 0.003775 | 0.032 | 0.487267 |
| 4 | -0.02707 | -0.2297 | 0.409488 |
| 5 | -0.066791 | -0.5667 | 0.286326 |
| 6 | -0.033085 | -0.2807 | 0.389859 |
| 7 | -0.005986 | -0.0508 | 0.479815 |
| 8 | -0.013054 | -0.1108 | 0.456053 |
| 9 | 0.014961 | 0.1269 | 0.449667 |
| 10 | -0.037328 | -0.3167 | 0.37618 |
| 11 | -0.022749 | -0.193 | 0.423738 |
| 12 | -0.017175 | -0.1457 | 0.44227 |
| 13 | -0.028566 | -0.2424 | 0.404583 |
| 14 | -0.018532 | -0.1573 | 0.437743 |
| 15 | -0.015898 | -0.1349 | 0.446536 |
| 16 | -0.024226 | -0.2056 | 0.418856 |
| 17 | -0.008996 | -0.0763 | 0.469683 |
| 18 | -0.014624 | -0.1241 | 0.450795 |
| 19 | -0.022826 | -0.1937 | 0.423482 |
| 20 | -0.029201 | -0.2478 | 0.402505 |
| 21 | -0.036024 | -0.3057 | 0.380368 |
| 22 | -0.022644 | -0.1921 | 0.424085 |
| 23 | -0.020548 | -0.1744 | 0.431036 |
| 24 | -0.044016 | -0.3735 | 0.354943 |
| 25 | -0.023596 | -0.2002 | 0.420936 |
| 26 | -0.046193 | -0.392 | 0.348123 |
| 27 | -0.041184 | -0.3495 | 0.363882 |
| 28 | -0.026272 | -0.2229 | 0.412113 |
| 29 | 0.025299 | 0.2147 | 0.415317 |
| 30 | -0.043582 | -0.3698 | 0.356306 |
| 31 | -0.015375 | -0.1305 | 0.448282 |
| 32 | -0.052168 | -0.4427 | 0.32967 |
| 33 | -0.052878 | -0.4487 | 0.327502 |
| 34 | 0.008789 | 0.0746 | 0.470378 |
| 35 | 0.012614 | 0.107 | 0.457531 |
| 36 | -0.014748 | -0.1251 | 0.450379 |
| 37 | -0.006384 | -0.0542 | 0.478474 |
| 38 | -0.032929 | -0.2794 | 0.390364 |
| 39 | 0.011571 | 0.0982 | 0.461029 |
| 40 | 0.021174 | 0.1797 | 0.42896 |
| 41 | -0.026281 | -0.223 | 0.412084 |
| 42 | -0.023716 | -0.2012 | 0.420541 |
| 43 | -0.013163 | -0.1117 | 0.455691 |
| 44 | -0.044134 | -0.3745 | 0.354571 |
| 45 | 0.047726 | 0.405 | 0.343351 |
| 46 | 0.00011 | 9e-04 | 0.499629 |
| 47 | -0.009652 | -0.0819 | 0.467475 |
| 48 | -0.026877 | -0.2281 | 0.410124 |
