| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.966817 | 8.2037 | 0 |
| 2 | 0.931678 | 7.9055 | 0 |
| 3 | 0.895561 | 7.5991 | 0 |
| 4 | 0.857489 | 7.276 | 0 |
| 5 | 0.818112 | 6.9419 | 0 |
| 6 | 0.781104 | 6.6279 | 0 |
| 7 | 0.741814 | 6.2945 | 0 |
| 8 | 0.700894 | 5.9473 | 0 |
| 9 | 0.659974 | 5.6001 | 0 |
| 10 | 0.620271 | 5.2632 | 1e-06 |
| 11 | 0.584481 | 4.9595 | 2e-06 |
| 12 | 0.550885 | 4.6744 | 7e-06 |
| 13 | 0.514357 | 4.3645 | 2.1e-05 |
| 14 | 0.474568 | 4.0268 | 6.9e-05 |
| 15 | 0.433477 | 3.6782 | 0.000225 |
| 16 | 0.395078 | 3.3523 | 0.00064 |
| 17 | 0.354398 | 3.0072 | 0.001815 |
| 18 | 0.312414 | 2.6509 | 0.004932 |
| 19 | 0.272952 | 2.3161 | 0.011703 |
| 20 | 0.23186 | 1.9674 | 0.026495 |
| 21 | 0.187423 | 1.5903 | 0.058071 |
| 22 | 0.145027 | 1.2306 | 0.11124 |
| 23 | 0.103849 | 0.8812 | 0.190575 |
| 24 | 0.063563 | 0.5393 | 0.295656 |
| 25 | 0.025318 | 0.2148 | 0.415253 |
| 26 | -0.011862 | -0.1007 | 0.460051 |
| 27 | -0.050673 | -0.43 | 0.33425 |
| 28 | -0.087441 | -0.742 | 0.230261 |
| 29 | -0.118669 | -1.0069 | 0.158668 |
| 30 | -0.150549 | -1.2774 | 0.102774 |
| 31 | -0.18308 | -1.5535 | 0.062346 |
| 32 | -0.212918 | -1.8067 | 0.037496 |
| 33 | -0.24056 | -2.0412 | 0.022448 |
| 34 | -0.26918 | -2.2841 | 0.012659 |
| 35 | -0.295604 | -2.5083 | 0.007193 |
| 36 | -0.316985 | -2.6897 | 0.004441 |
| 37 | -0.339019 | -2.8767 | 0.002642 |
| 38 | -0.355665 | -3.0179 | 0.001759 |
| 39 | -0.369943 | -3.1391 | 0.001229 |
| 40 | -0.385525 | -3.2713 | 0.000822 |
| 41 | -0.39874 | -3.3834 | 0.000581 |
| 42 | -0.408781 | -3.4686 | 0.000444 |
| 43 | -0.418822 | -3.5538 | 0.000337 |
| 44 | -0.428537 | -3.6363 | 0.000258 |
| 45 | -0.432711 | -3.6717 | 0.00023 |
| 46 | -0.434037 | -3.6829 | 0.000221 |
| 47 | -0.43569 | -3.6969 | 0.000211 |
| 48 | -0.434495 | -3.6868 | 0.000219 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.966817 | 8.2037 | 0 |
| 2 | -0.046837 | -0.3974 | 0.346116 |
| 3 | -0.032353 | -0.2745 | 0.392235 |
| 4 | -0.048301 | -0.4098 | 0.341567 |
| 5 | -0.038801 | -0.3292 | 0.371465 |
| 6 | 0.016598 | 0.1408 | 0.444195 |
| 7 | -0.056665 | -0.4808 | 0.316052 |
| 8 | -0.045761 | -0.3883 | 0.349471 |
| 9 | -0.0237 | -0.2011 | 0.420594 |
| 10 | -0.004742 | -0.0402 | 0.484008 |
| 11 | 0.039178 | 0.3324 | 0.370263 |
| 12 | 0.006083 | 0.0516 | 0.47949 |
| 13 | -0.07229 | -0.6134 | 0.270773 |
| 14 | -0.076114 | -0.6458 | 0.260216 |
| 15 | -0.045944 | -0.3898 | 0.3489 |
| 16 | 0.021133 | 0.1793 | 0.429096 |
| 17 | -0.062395 | -0.5294 | 0.299064 |
| 18 | -0.056486 | -0.4793 | 0.316589 |
| 19 | 0.005219 | 0.0443 | 0.482401 |
| 20 | -0.051192 | -0.4344 | 0.332657 |
| 21 | -0.071204 | -0.6042 | 0.27381 |
| 22 | -0.005898 | -0.05 | 0.480113 |
| 23 | -0.026048 | -0.221 | 0.412851 |
| 24 | -0.025356 | -0.2152 | 0.415128 |
| 25 | -0.011677 | -0.0991 | 0.460674 |
| 26 | -0.020477 | -0.1738 | 0.431273 |
| 27 | -0.058627 | -0.4975 | 0.310187 |
| 28 | -0.014565 | -0.1236 | 0.450992 |
| 29 | 0.046752 | 0.3967 | 0.34638 |
| 30 | -0.0486 | -0.4124 | 0.34064 |
| 31 | -0.058154 | -0.4934 | 0.311599 |
| 32 | -0.008321 | -0.0706 | 0.471954 |
| 33 | 0.003527 | 0.0299 | 0.488103 |
| 34 | -0.039712 | -0.337 | 0.36856 |
| 35 | -0.016747 | -0.1421 | 0.443698 |
| 36 | 0.028211 | 0.2394 | 0.405745 |
| 37 | -0.046105 | -0.3912 | 0.348396 |
| 38 | 0.046498 | 0.3946 | 0.34717 |
| 39 | 0.000721 | 0.0061 | 0.497566 |
| 40 | -0.053445 | -0.4535 | 0.325777 |
| 41 | -0.007744 | -0.0657 | 0.473894 |
| 42 | -0.001682 | -0.0143 | 0.494325 |
| 43 | -0.02144 | -0.1819 | 0.428078 |
| 44 | -0.027941 | -0.2371 | 0.406632 |
| 45 | 0.03401 | 0.2886 | 0.386866 |
| 46 | 0.020326 | 0.1725 | 0.431774 |
| 47 | -0.02189 | -0.1857 | 0.426585 |
| 48 | 0.006855 | 0.0582 | 0.476887 |
