| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.856596 | 6.6352 | 0 |
| 2 | 0.773875 | 5.9944 | 0 |
| 3 | 0.707845 | 5.4829 | 0 |
| 4 | 0.672509 | 5.2092 | 1e-06 |
| 5 | 0.606887 | 4.7009 | 8e-06 |
| 6 | 0.556126 | 4.3077 | 3.1e-05 |
| 7 | 0.490379 | 3.7985 | 0.000171 |
| 8 | 0.427789 | 3.3136 | 0.000782 |
| 9 | 0.370281 | 2.8682 | 0.002845 |
| 10 | 0.313289 | 2.4267 | 0.009128 |
| 11 | 0.202883 | 1.5715 | 0.06066 |
| 12 | 0.117294 | 0.9086 | 0.18361 |
| 13 | 0.080865 | 0.6264 | 0.266721 |
| 14 | 0.027391 | 0.2122 | 0.416347 |
| 15 | -0.040633 | -0.3147 | 0.377024 |
| 16 | -0.105531 | -0.8174 | 0.208455 |
| 17 | -0.146672 | -1.1361 | 0.130212 |
| 18 | -0.19015 | -1.4729 | 0.073003 |
| 19 | -0.212583 | -1.6467 | 0.052428 |
| 20 | -0.245768 | -1.9037 | 0.030874 |
| 21 | -0.274928 | -2.1296 | 0.018659 |
| 22 | -0.320159 | -2.4799 | 0.007983 |
| 23 | -0.285508 | -2.2115 | 0.01541 |
| 24 | -0.293261 | -2.2716 | 0.013356 |
| 25 | -0.296707 | -2.2983 | 0.012523 |
| 26 | -0.298904 | -2.3153 | 0.012017 |
| 27 | -0.264151 | -2.0461 | 0.022568 |
| 28 | -0.256654 | -1.988 | 0.025688 |
| 29 | -0.222759 | -1.7255 | 0.044794 |
| 30 | -0.218447 | -1.6921 | 0.047909 |
| 31 | -0.230615 | -1.7863 | 0.039549 |
| 32 | -0.205423 | -1.5912 | 0.05841 |
| 33 | -0.18094 | -1.4016 | 0.0831 |
| 34 | -0.167938 | -1.3008 | 0.099143 |
| 35 | -0.164441 | -1.2738 | 0.103831 |
| 36 | -0.139821 | -1.0831 | 0.141559 |
| 37 | -0.116639 | -0.9035 | 0.184941 |
| 38 | -0.103308 | -0.8002 | 0.213371 |
| 39 | -0.089816 | -0.6957 | 0.244648 |
| 40 | -0.080521 | -0.6237 | 0.267591 |
| 41 | -0.107259 | -0.8308 | 0.204684 |
| 42 | -0.094687 | -0.7334 | 0.233073 |
| 43 | -0.081161 | -0.6287 | 0.265976 |
| 44 | -0.082289 | -0.6374 | 0.263141 |
| 45 | -0.094965 | -0.7356 | 0.232422 |
| 46 | -0.092707 | -0.7181 | 0.23774 |
| 47 | -0.098411 | -0.7623 | 0.224436 |
| 48 | -0.113747 | -0.8811 | 0.190895 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.856596 | 6.6352 | 0 |
| 2 | 0.150681 | 1.1672 | 0.123879 |
| 3 | 0.060569 | 0.4692 | 0.320327 |
| 4 | 0.114197 | 0.8846 | 0.189961 |
| 5 | -0.076777 | -0.5947 | 0.277135 |
| 6 | 0.007069 | 0.0548 | 0.478258 |
| 7 | -0.071959 | -0.5574 | 0.289667 |
| 8 | -0.061085 | -0.4732 | 0.318907 |
| 9 | -0.019666 | -0.1523 | 0.439719 |
| 10 | -0.049969 | -0.3871 | 0.350041 |
| 11 | -0.246571 | -1.9099 | 0.030463 |
| 12 | -0.071792 | -0.5561 | 0.290106 |
| 13 | 0.104298 | 0.8079 | 0.211173 |
| 14 | -0.071322 | -0.5525 | 0.291343 |
| 15 | -0.065434 | -0.5069 | 0.307058 |
| 16 | -0.051802 | -0.4013 | 0.344827 |
| 17 | 0.014548 | 0.1127 | 0.455326 |
| 18 | -0.017232 | -0.1335 | 0.44713 |
| 19 | 0.033741 | 0.2614 | 0.397355 |
| 20 | -0.031263 | -0.2422 | 0.404739 |
| 21 | 0.008017 | 0.0621 | 0.475345 |
| 22 | -0.111876 | -0.8666 | 0.19481 |
| 23 | 0.172574 | 1.3368 | 0.093175 |
| 24 | -0.046618 | -0.3611 | 0.359647 |
| 25 | -0.00228 | -0.0177 | 0.492983 |
| 26 | 0.010159 | 0.0787 | 0.46877 |
| 27 | 0.047982 | 0.3717 | 0.355726 |
| 28 | -0.045852 | -0.3552 | 0.361856 |
| 29 | 0.066583 | 0.5158 | 0.303962 |
| 30 | -0.085779 | -0.6644 | 0.254477 |
| 31 | -0.140346 | -1.0871 | 0.140667 |
| 32 | 0.111056 | 0.8602 | 0.196542 |
| 33 | -0.113003 | -0.8753 | 0.192446 |
| 34 | -0.027009 | -0.2092 | 0.417496 |
| 35 | 0.031546 | 0.2444 | 0.403895 |
| 36 | -0.013616 | -0.1055 | 0.458178 |
| 37 | -0.016018 | -0.1241 | 0.450834 |
| 38 | -0.000608 | -0.0047 | 0.498128 |
| 39 | 0.008331 | 0.0645 | 0.47438 |
| 40 | -0.016704 | -0.1294 | 0.448742 |
| 41 | -0.118416 | -0.9173 | 0.181342 |
| 42 | -0.001861 | -0.0144 | 0.494273 |
| 43 | 0.044918 | 0.3479 | 0.364553 |
| 44 | -0.073999 | -0.5732 | 0.284328 |
| 45 | 0.019656 | 0.1523 | 0.439749 |
| 46 | -0.048863 | -0.3785 | 0.353201 |
| 47 | -0.046141 | -0.3574 | 0.361021 |
| 48 | -0.040957 | -0.3172 | 0.376078 |
