| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.957696 | 8.1263 | 0 |
| 2 | 0.923337 | 7.8348 | 0 |
| 3 | 0.887389 | 7.5297 | 0 |
| 4 | 0.849852 | 7.2112 | 0 |
| 5 | 0.809446 | 6.8684 | 0 |
| 6 | 0.780164 | 6.6199 | 0 |
| 7 | 0.747703 | 6.3445 | 0 |
| 8 | 0.710475 | 6.0286 | 0 |
| 9 | 0.66848 | 5.6722 | 0 |
| 10 | 0.622027 | 5.2781 | 1e-06 |
| 11 | 0.582238 | 4.9405 | 2e-06 |
| 12 | 0.540861 | 4.5894 | 9e-06 |
| 13 | 0.501382 | 4.2544 | 3.1e-05 |
| 14 | 0.453957 | 3.852 | 0.000126 |
| 15 | 0.4113 | 3.49 | 0.000414 |
| 16 | 0.367053 | 3.1145 | 0.001322 |
| 17 | 0.318039 | 2.6987 | 0.004334 |
| 18 | 0.275382 | 2.3367 | 0.011121 |
| 19 | 0.232724 | 1.9747 | 0.026067 |
| 20 | 0.190376 | 1.6154 | 0.0553 |
| 21 | 0.144849 | 1.2291 | 0.11152 |
| 22 | 0.099323 | 0.8428 | 0.201071 |
| 23 | 0.053796 | 0.4565 | 0.324712 |
| 24 | 0.011139 | 0.0945 | 0.462482 |
| 25 | -0.034697 | -0.2944 | 0.384644 |
| 26 | -0.072278 | -0.6133 | 0.270805 |
| 27 | -0.111448 | -0.9457 | 0.17374 |
| 28 | -0.152826 | -1.2968 | 0.099426 |
| 29 | -0.191996 | -1.6291 | 0.053826 |
| 30 | -0.24101 | -2.045 | 0.022254 |
| 31 | -0.277002 | -2.3504 | 0.010747 |
| 32 | -0.311713 | -2.645 | 0.005012 |
| 33 | -0.34104 | -2.8938 | 0.002516 |
| 34 | -0.360832 | -3.0618 | 0.001546 |
| 35 | -0.380932 | -3.2323 | 0.000927 |
| 36 | -0.397855 | -3.3759 | 0.000594 |
| 37 | -0.414777 | -3.5195 | 0.000377 |
| 38 | -0.433289 | -3.6766 | 0.000226 |
| 39 | -0.440367 | -3.7366 | 0.000185 |
| 40 | -0.439501 | -3.7293 | 0.00019 |
| 41 | -0.44243 | -3.7541 | 0.000175 |
| 42 | -0.438694 | -3.7224 | 0.000194 |
| 43 | -0.433677 | -3.6799 | 0.000224 |
| 44 | -0.426763 | -3.6212 | 0.000271 |
| 45 | -0.426823 | -3.6217 | 0.000271 |
| 46 | -0.423087 | -3.59 | 3e-04 |
| 47 | -0.417762 | -3.5448 | 0.000347 |
| 48 | -0.409567 | -3.4753 | 0.000434 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.957696 | 8.1263 | 0 |
| 2 | 0.07433 | 0.6307 | 0.265112 |
| 3 | -0.02846 | -0.2415 | 0.404931 |
| 4 | -0.041024 | -0.3481 | 0.364392 |
| 5 | -0.058775 | -0.4987 | 0.309748 |
| 6 | 0.107359 | 0.911 | 0.182674 |
| 7 | -0.030556 | -0.2593 | 0.398081 |
| 8 | -0.08502 | -0.7214 | 0.236495 |
| 9 | -0.096276 | -0.8169 | 0.208331 |
| 10 | -0.097674 | -0.8288 | 0.204981 |
| 11 | 0.067998 | 0.577 | 0.282875 |
| 12 | -0.025231 | -0.2141 | 0.415539 |
| 13 | -0.01766 | -0.1498 | 0.440651 |
| 14 | -0.141735 | -1.2027 | 0.116523 |
| 15 | -0.006831 | -0.058 | 0.476968 |
| 16 | -0.001344 | -0.0114 | 0.495466 |
| 17 | -0.08286 | -0.7031 | 0.242133 |
| 18 | 0.038594 | 0.3275 | 0.372126 |
| 19 | -0.061136 | -0.5188 | 0.302761 |
| 20 | -0.025229 | -0.2141 | 0.415548 |
| 21 | -0.059065 | -0.5012 | 0.308885 |
| 22 | -0.059642 | -0.5061 | 0.307173 |
| 23 | -0.008654 | -0.0734 | 0.470833 |
| 24 | -0.02612 | -0.2216 | 0.412612 |
| 25 | -0.064449 | -0.5469 | 0.293081 |
| 26 | 0.035217 | 0.2988 | 0.382966 |
| 27 | -0.055344 | -0.4696 | 0.320027 |
| 28 | -0.063909 | -0.5423 | 0.294649 |
| 29 | -0.019071 | -0.1618 | 0.43595 |
| 30 | -0.170684 | -1.4483 | 0.075937 |
| 31 | 0.095282 | 0.8085 | 0.210735 |
| 32 | -0.008797 | -0.0746 | 0.470352 |
| 33 | 0.015879 | 0.1347 | 0.446598 |
| 34 | 0.096443 | 0.8183 | 0.20793 |
| 35 | -0.087992 | -0.7466 | 0.228856 |
| 36 | 0.068625 | 0.5823 | 0.28109 |
| 37 | -0.03337 | -0.2832 | 0.388937 |
| 38 | -0.050819 | -0.4312 | 0.333799 |
| 39 | 0.132412 | 1.1236 | 0.132467 |
| 40 | 0.029575 | 0.251 | 0.401283 |
| 41 | -0.021372 | -0.1813 | 0.428302 |
| 42 | 0.007667 | 0.0651 | 0.474153 |
| 43 | 0.007934 | 0.0673 | 0.473255 |
| 44 | 0.037027 | 0.3142 | 0.377144 |
| 45 | -0.107355 | -0.9109 | 0.182684 |
| 46 | -0.003575 | -0.0303 | 0.487941 |
| 47 | -0.058342 | -0.495 | 0.311037 |
| 48 | 0.024919 | 0.2114 | 0.416568 |
