| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.953291 | 8.0889 | 0 |
| 2 | 0.906866 | 7.695 | 0 |
| 3 | 0.865042 | 7.3401 | 0 |
| 4 | 0.824698 | 6.9978 | 0 |
| 5 | 0.784002 | 6.6525 | 0 |
| 6 | 0.742359 | 6.2991 | 0 |
| 7 | 0.699168 | 5.9326 | 0 |
| 8 | 0.655819 | 5.5648 | 0 |
| 9 | 0.617101 | 5.2363 | 1e-06 |
| 10 | 0.580722 | 4.9276 | 3e-06 |
| 11 | 0.545417 | 4.628 | 8e-06 |
| 12 | 0.508371 | 4.3137 | 2.5e-05 |
| 13 | 0.46919 | 3.9812 | 8.1e-05 |
| 14 | 0.430884 | 3.6562 | 0.000242 |
| 15 | 0.394307 | 3.3458 | 0.000653 |
| 16 | 0.363067 | 3.0807 | 0.001462 |
| 17 | 0.330172 | 2.8016 | 0.003263 |
| 18 | 0.294701 | 2.5006 | 0.007337 |
| 19 | 0.258504 | 2.1935 | 0.015751 |
| 20 | 0.22258 | 1.8887 | 0.031483 |
| 21 | 0.185399 | 1.5732 | 0.060033 |
| 22 | 0.148463 | 1.2598 | 0.105913 |
| 23 | 0.112278 | 0.9527 | 0.171963 |
| 24 | 0.075023 | 0.6366 | 0.263206 |
| 25 | 0.035829 | 0.304 | 0.380995 |
| 26 | -0.000164 | -0.0014 | 0.499447 |
| 27 | -0.029263 | -0.2483 | 0.402303 |
| 28 | -0.05761 | -0.4888 | 0.313222 |
| 29 | -0.085135 | -0.7224 | 0.236196 |
| 30 | -0.112936 | -0.9583 | 0.170561 |
| 31 | -0.141593 | -1.2015 | 0.116756 |
| 32 | -0.168331 | -1.4283 | 0.078759 |
| 33 | -0.195952 | -1.6627 | 0.05036 |
| 34 | -0.221153 | -1.8765 | 0.032317 |
| 35 | -0.243769 | -2.0684 | 0.021095 |
| 36 | -0.264913 | -2.2479 | 0.013824 |
| 37 | -0.287332 | -2.4381 | 0.008617 |
| 38 | -0.30719 | -2.6066 | 0.005554 |
| 39 | -0.323459 | -2.7446 | 0.003821 |
| 40 | -0.337588 | -2.8645 | 0.002735 |
| 41 | -0.351162 | -2.9797 | 0.001966 |
| 42 | -0.36135 | -3.0662 | 0.001526 |
| 43 | -0.371902 | -3.1557 | 0.001169 |
| 44 | -0.382757 | -3.2478 | 0.000884 |
| 45 | -0.393385 | -3.338 | 0.000669 |
| 46 | -0.402982 | -3.4194 | 0.000518 |
| 47 | -0.405151 | -3.4378 | 0.000489 |
| 48 | -0.403988 | -3.4279 | 0.000505 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.953291 | 8.0889 | 0 |
| 2 | -0.020793 | -0.1764 | 0.430222 |
| 3 | 0.026113 | 0.2216 | 0.412634 |
| 4 | -0.006006 | -0.051 | 0.479749 |
| 5 | -0.023589 | -0.2002 | 0.42096 |
| 6 | -0.031691 | -0.2689 | 0.394385 |
| 7 | -0.040927 | -0.3473 | 0.364699 |
| 8 | -0.028185 | -0.2392 | 0.405831 |
| 9 | 0.022943 | 0.1947 | 0.423097 |
| 10 | 0.001194 | 0.0101 | 0.495973 |
| 11 | -0.00657 | -0.0557 | 0.47785 |
| 12 | -0.038119 | -0.3234 | 0.373647 |
| 13 | -0.046278 | -0.3927 | 0.347856 |
| 14 | -0.019271 | -0.1635 | 0.435282 |
| 15 | -0.012345 | -0.1048 | 0.458432 |
| 16 | 0.031677 | 0.2688 | 0.394431 |
| 17 | -0.037734 | -0.3202 | 0.374878 |
| 18 | -0.045074 | -0.3825 | 0.351621 |
| 19 | -0.033395 | -0.2834 | 0.388855 |
| 20 | -0.030297 | -0.2571 | 0.398927 |
| 21 | -0.048809 | -0.4142 | 0.339994 |
| 22 | -0.030893 | -0.2621 | 0.396982 |
| 23 | -0.023132 | -0.1963 | 0.422472 |
| 24 | -0.036888 | -0.313 | 0.37759 |
| 25 | -0.053175 | -0.4512 | 0.3266 |
| 26 | -0.004136 | -0.0351 | 0.486049 |
| 27 | 0.035222 | 0.2989 | 0.382952 |
| 28 | -0.02293 | -0.1946 | 0.42314 |
| 29 | -0.01456 | -0.1235 | 0.45101 |
| 30 | -0.030527 | -0.259 | 0.398176 |
| 31 | -0.039412 | -0.3344 | 0.369518 |
| 32 | -0.018177 | -0.1542 | 0.438926 |
| 33 | -0.051793 | -0.4395 | 0.330815 |
| 34 | -0.007777 | -0.066 | 0.473784 |
| 35 | -8.8e-05 | -7e-04 | 0.499702 |
| 36 | -0.011715 | -0.0994 | 0.460546 |
| 37 | -0.041218 | -0.3497 | 0.363775 |
| 38 | -0.007693 | -0.0653 | 0.474068 |
| 39 | -0.000315 | -0.0027 | 0.498938 |
| 40 | -0.007907 | -0.0671 | 0.473347 |
| 41 | -0.017815 | -0.1512 | 0.440135 |
| 42 | 0.01915 | 0.1625 | 0.435688 |
| 43 | -0.031996 | -0.2715 | 0.393395 |
| 44 | -0.031652 | -0.2686 | 0.394513 |
| 45 | -0.031678 | -0.2688 | 0.394429 |
| 46 | -0.025524 | -0.2166 | 0.414575 |
| 47 | 0.051802 | 0.4396 | 0.330787 |
| 48 | 0.014675 | 0.1245 | 0.450626 |
