| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.970819 | 8.2377 | 0 |
| 2 | 0.933481 | 7.9208 | 0 |
| 3 | 0.891146 | 7.5616 | 0 |
| 4 | 0.845856 | 7.1773 | 0 |
| 5 | 0.799359 | 6.7828 | 0 |
| 6 | 0.755613 | 6.4116 | 0 |
| 7 | 0.713915 | 6.0578 | 0 |
| 8 | 0.673048 | 5.711 | 0 |
| 9 | 0.632025 | 5.3629 | 0 |
| 10 | 0.590115 | 5.0073 | 2e-06 |
| 11 | 0.546193 | 4.6346 | 8e-06 |
| 12 | 0.498587 | 4.2306 | 3.4e-05 |
| 13 | 0.445876 | 3.7834 | 0.000159 |
| 14 | 0.390784 | 3.3159 | 0.000717 |
| 15 | 0.336173 | 2.8525 | 0.002829 |
| 16 | 0.280906 | 2.3836 | 0.009893 |
| 17 | 0.225465 | 1.9131 | 0.029854 |
| 18 | 0.172795 | 1.4662 | 0.073472 |
| 19 | 0.122348 | 1.0382 | 0.151336 |
| 20 | 0.072117 | 0.6119 | 0.271255 |
| 21 | 0.022967 | 0.1949 | 0.423018 |
| 22 | -0.026449 | -0.2244 | 0.411532 |
| 23 | -0.077236 | -0.6554 | 0.257159 |
| 24 | -0.12911 | -1.0955 | 0.138466 |
| 25 | -0.18127 | -1.5381 | 0.0642 |
| 26 | -0.231458 | -1.964 | 0.026696 |
| 27 | -0.273456 | -2.3204 | 0.01158 |
| 28 | -0.302009 | -2.5626 | 0.00624 |
| 29 | -0.324236 | -2.7512 | 0.003753 |
| 30 | -0.3374 | -2.8629 | 0.002747 |
| 31 | -0.345211 | -2.9292 | 0.002274 |
| 32 | -0.351063 | -2.9789 | 0.001971 |
| 33 | -0.355654 | -3.0178 | 0.001759 |
| 34 | -0.358168 | -3.0392 | 0.001653 |
| 35 | -0.360172 | -3.0562 | 0.001572 |
| 36 | -0.364483 | -3.0927 | 0.001411 |
| 37 | -0.367659 | -3.1197 | 0.001302 |
| 38 | -0.371677 | -3.1538 | 0.001176 |
| 39 | -0.372636 | -3.1619 | 0.001147 |
| 40 | -0.373663 | -3.1706 | 0.001117 |
| 41 | -0.373035 | -3.1653 | 0.001136 |
| 42 | -0.36951 | -3.1354 | 0.001242 |
| 43 | -0.36225 | -3.0738 | 0.001492 |
| 44 | -0.352393 | -2.9902 | 0.001907 |
| 45 | -0.339563 | -2.8813 | 0.002608 |
| 46 | -0.324075 | -2.7499 | 0.003767 |
| 47 | -0.307651 | -2.6105 | 0.005496 |
| 48 | -0.298998 | -2.5371 | 0.006673 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.970819 | 8.2377 | 0 |
| 2 | -0.156666 | -1.3294 | 0.093964 |
| 3 | -0.088737 | -0.753 | 0.226965 |
| 4 | -0.054969 | -0.4664 | 0.321159 |
| 5 | -0.030235 | -0.2565 | 0.399129 |
| 6 | 0.032673 | 0.2772 | 0.391196 |
| 7 | 0.002248 | 0.0191 | 0.492416 |
| 8 | -0.023631 | -0.2005 | 0.42082 |
| 9 | -0.037844 | -0.3211 | 0.374527 |
| 10 | -0.044785 | -0.38 | 0.352527 |
| 11 | -0.056558 | -0.4799 | 0.316372 |
| 12 | -0.081526 | -0.6918 | 0.245652 |
| 13 | -0.10339 | -0.8773 | 0.191622 |
| 14 | -0.051744 | -0.4391 | 0.330965 |
| 15 | -0.01088 | -0.0923 | 0.463351 |
| 16 | -0.050119 | -0.4253 | 0.335951 |
| 17 | -0.050692 | -0.4301 | 0.33419 |
| 18 | -0.005716 | -0.0485 | 0.480726 |
| 19 | -0.022773 | -0.1932 | 0.423659 |
| 20 | -0.054656 | -0.4638 | 0.322105 |
| 21 | -0.033209 | -0.2818 | 0.389459 |
| 22 | -0.058495 | -0.4963 | 0.310582 |
| 23 | -0.069198 | -0.5872 | 0.279466 |
| 24 | -0.058679 | -0.4979 | 0.310033 |
| 25 | -0.051347 | -0.4357 | 0.332181 |
| 26 | -0.020037 | -0.17 | 0.432735 |
| 27 | 0.081789 | 0.694 | 0.244956 |
| 28 | 0.161643 | 1.3716 | 0.087226 |
| 29 | 0.007698 | 0.0653 | 0.474051 |
| 30 | 0.070565 | 0.5988 | 0.275605 |
| 31 | 0.012119 | 0.1028 | 0.45919 |
| 32 | -0.017157 | -0.1456 | 0.442329 |
| 33 | 0.00278 | 0.0236 | 0.490624 |
| 34 | 0.021441 | 0.1819 | 0.428074 |
| 35 | -0.000756 | -0.0064 | 0.49745 |
| 36 | -0.060159 | -0.5105 | 0.305643 |
| 37 | -0.003697 | -0.0314 | 0.487532 |
| 38 | -0.067075 | -0.5692 | 0.285512 |
| 39 | -0.00714 | -0.0606 | 0.47593 |
| 40 | -0.08602 | -0.7299 | 0.233908 |
| 41 | -0.040735 | -0.3456 | 0.365309 |
| 42 | -0.012572 | -0.1067 | 0.457671 |
| 43 | -0.001879 | -0.0159 | 0.493663 |
| 44 | 0.001768 | 0.015 | 0.494037 |
| 45 | 0.01956 | 0.166 | 0.434323 |
| 46 | 0.010859 | 0.0921 | 0.46342 |
| 47 | -0.008914 | -0.0756 | 0.469957 |
| 48 | -0.163498 | -1.3873 | 0.084811 |
