| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.946874 | 8.0345 | 0 |
| 2 | 0.892367 | 7.572 | 0 |
| 3 | 0.841375 | 7.1393 | 0 |
| 4 | 0.797172 | 6.7642 | 0 |
| 5 | 0.754409 | 6.4014 | 0 |
| 6 | 0.711388 | 6.0363 | 0 |
| 7 | 0.665315 | 5.6454 | 0 |
| 8 | 0.619769 | 5.2589 | 1e-06 |
| 9 | 0.575053 | 4.8795 | 3e-06 |
| 10 | 0.531901 | 4.5133 | 1.2e-05 |
| 11 | 0.490067 | 4.1584 | 4.4e-05 |
| 12 | 0.450161 | 3.8197 | 0.00014 |
| 13 | 0.407311 | 3.4561 | 0.000461 |
| 14 | 0.365071 | 3.0977 | 0.00139 |
| 15 | 0.325147 | 2.759 | 0.003673 |
| 16 | 0.290001 | 2.4607 | 0.008132 |
| 17 | 0.258454 | 2.1931 | 0.015767 |
| 18 | 0.229103 | 1.944 | 0.027902 |
| 19 | 0.197611 | 1.6768 | 0.048961 |
| 20 | 0.167802 | 1.4238 | 0.079405 |
| 21 | 0.138142 | 1.1722 | 0.122496 |
| 22 | 0.111654 | 0.9474 | 0.173298 |
| 23 | 0.08777 | 0.7448 | 0.229422 |
| 24 | 0.064952 | 0.5511 | 0.291624 |
| 25 | 0.040163 | 0.3408 | 0.367127 |
| 26 | 0.013914 | 0.1181 | 0.453172 |
| 27 | -0.01016 | -0.0862 | 0.465771 |
| 28 | -0.032064 | -0.2721 | 0.393173 |
| 29 | -0.053728 | -0.4559 | 0.324917 |
| 30 | -0.074407 | -0.6314 | 0.2649 |
| 31 | -0.096569 | -0.8194 | 0.207627 |
| 32 | -0.118916 | -1.009 | 0.158168 |
| 33 | -0.141324 | -1.1992 | 0.117196 |
| 34 | -0.16299 | -1.383 | 0.085467 |
| 35 | -0.180826 | -1.5344 | 0.064662 |
| 36 | -0.197328 | -1.6744 | 0.049197 |
| 37 | -0.21516 | -1.8257 | 0.036021 |
| 38 | -0.231294 | -1.9626 | 0.026779 |
| 39 | -0.244108 | -2.0713 | 0.020957 |
| 40 | -0.256733 | -2.1785 | 0.016324 |
| 41 | -0.269589 | -2.2875 | 0.012552 |
| 42 | -0.28249 | -2.397 | 0.009563 |
| 43 | -0.29663 | -2.517 | 0.007032 |
| 44 | -0.309456 | -2.6258 | 0.005276 |
| 45 | -0.321725 | -2.7299 | 0.003979 |
| 46 | -0.332428 | -2.8207 | 0.003093 |
| 47 | -0.342269 | -2.9042 | 0.002443 |
| 48 | -0.353656 | -3.0009 | 0.001849 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.946874 | 8.0345 | 0 |
| 2 | -0.040646 | -0.3449 | 0.365591 |
| 3 | 0.005405 | 0.0459 | 0.481772 |
| 4 | 0.037147 | 0.3152 | 0.37676 |
| 5 | -0.011557 | -0.0981 | 0.461077 |
| 6 | -0.023502 | -0.1994 | 0.421248 |
| 7 | -0.050102 | -0.4251 | 0.336004 |
| 8 | -0.020125 | -0.1708 | 0.432442 |
| 9 | -0.021629 | -0.1835 | 0.427451 |
| 10 | -0.01627 | -0.1381 | 0.445292 |
| 11 | -0.015402 | -0.1307 | 0.448192 |
| 12 | -0.008098 | -0.0687 | 0.472705 |
| 13 | -0.053881 | -0.4572 | 0.324454 |
| 14 | -0.021121 | -0.1792 | 0.429137 |
| 15 | -0.007799 | -0.0662 | 0.47371 |
| 16 | 0.01277 | 0.1084 | 0.457007 |
| 17 | 0.006748 | 0.0573 | 0.477247 |
| 18 | -0.001517 | -0.0129 | 0.494881 |
| 19 | -0.037823 | -0.3209 | 0.374594 |
| 20 | -0.004557 | -0.0387 | 0.48463 |
| 21 | -0.02456 | -0.2084 | 0.417754 |
| 22 | 0.000842 | 0.0071 | 0.497159 |
| 23 | -0.000986 | -0.0084 | 0.496674 |
| 24 | -0.014124 | -0.1198 | 0.45247 |
| 25 | -0.036432 | -0.3091 | 0.379057 |
| 26 | -0.035727 | -0.3032 | 0.381322 |
| 27 | -0.004494 | -0.0381 | 0.484843 |
| 28 | -0.011053 | -0.0938 | 0.46277 |
| 29 | -0.02654 | -0.2252 | 0.411232 |
| 30 | -0.013953 | -0.1184 | 0.453041 |
| 31 | -0.033258 | -0.2822 | 0.389298 |
| 32 | -0.025542 | -0.2167 | 0.414516 |
| 33 | -0.026982 | -0.2289 | 0.40978 |
| 34 | -0.024709 | -0.2097 | 0.417261 |
| 35 | 0.006889 | 0.0585 | 0.476775 |
| 36 | -0.015733 | -0.1335 | 0.447087 |
| 37 | -0.033375 | -0.2832 | 0.388921 |
| 38 | -0.003157 | -0.0268 | 0.489351 |
| 39 | 0.007361 | 0.0625 | 0.475185 |
| 40 | -0.027787 | -0.2358 | 0.407135 |
| 41 | -0.027968 | -0.2373 | 0.406541 |
| 42 | -0.024565 | -0.2084 | 0.417738 |
| 43 | -0.035718 | -0.3031 | 0.381354 |
| 44 | -0.01507 | -0.1279 | 0.449303 |
| 45 | -0.025546 | -0.2168 | 0.414501 |
| 46 | -0.014721 | -0.1249 | 0.45047 |
| 47 | -0.022585 | -0.1916 | 0.424283 |
| 48 | -0.045134 | -0.383 | 0.351434 |
