| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.957635 | 8.1258 | 0 |
| 2 | 0.910458 | 7.7255 | 0 |
| 3 | 0.862171 | 7.3158 | 0 |
| 4 | 0.813884 | 6.906 | 0 |
| 5 | 0.777208 | 6.5948 | 0 |
| 6 | 0.740532 | 6.2836 | 0 |
| 7 | 0.703856 | 5.9724 | 0 |
| 8 | 0.66718 | 5.6612 | 0 |
| 9 | 0.637365 | 5.4082 | 0 |
| 10 | 0.609449 | 5.1713 | 1e-06 |
| 11 | 0.582051 | 4.9389 | 2e-06 |
| 12 | 0.550334 | 4.6697 | 7e-06 |
| 13 | 0.509487 | 4.3231 | 2.4e-05 |
| 14 | 0.466173 | 3.9556 | 8.8e-05 |
| 15 | 0.422643 | 3.5862 | 0.000304 |
| 16 | 0.379112 | 3.2169 | 0.000971 |
| 17 | 0.341915 | 2.9012 | 0.002464 |
| 18 | 0.304719 | 2.5856 | 0.005872 |
| 19 | 0.267522 | 2.27 | 0.013101 |
| 20 | 0.230325 | 1.9544 | 0.027271 |
| 21 | 0.198029 | 1.6803 | 0.048613 |
| 22 | 0.165671 | 1.4058 | 0.082047 |
| 23 | 0.133584 | 1.1335 | 0.130382 |
| 24 | 0.097858 | 0.8304 | 0.204543 |
| 25 | 0.052939 | 0.4492 | 0.327316 |
| 26 | 0.00506 | 0.0429 | 0.482936 |
| 27 | -0.042819 | -0.3633 | 0.35871 |
| 28 | -0.090699 | -0.7696 | 0.222026 |
| 29 | -0.129078 | -1.0953 | 0.138526 |
| 30 | -0.167457 | -1.4209 | 0.079828 |
| 31 | -0.205836 | -1.7466 | 0.042487 |
| 32 | -0.242255 | -2.0556 | 0.021724 |
| 33 | -0.268872 | -2.2815 | 0.01274 |
| 34 | -0.283727 | -2.4075 | 0.009313 |
| 35 | -0.299045 | -2.5375 | 0.006666 |
| 36 | -0.318989 | -2.7067 | 0.00424 |
| 37 | -0.345195 | -2.9291 | 0.002275 |
| 38 | -0.37208 | -3.1572 | 0.001164 |
| 39 | -0.398964 | -3.3853 | 0.000577 |
| 40 | -0.413182 | -3.506 | 0.000394 |
| 41 | -0.416843 | -3.537 | 0.000356 |
| 42 | -0.418394 | -3.5502 | 0.000341 |
| 43 | -0.419945 | -3.5633 | 0.000327 |
| 44 | -0.421495 | -3.5765 | 0.000314 |
| 45 | -0.414224 | -3.5148 | 0.000383 |
| 46 | -0.406953 | -3.4531 | 0.000466 |
| 47 | -0.400207 | -3.3959 | 0.000558 |
| 48 | -0.39383 | -3.3418 | 0.000661 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.957635 | 8.1258 | 0 |
| 2 | -0.079659 | -0.6759 | 0.250624 |
| 3 | -0.035008 | -0.2971 | 0.383641 |
| 4 | -0.024668 | -0.2093 | 0.417396 |
| 5 | 0.114587 | 0.9723 | 0.167078 |
| 6 | -0.036689 | -0.3113 | 0.378229 |
| 7 | -0.0243 | -0.2062 | 0.418611 |
| 8 | -0.022854 | -0.1939 | 0.42339 |
| 9 | 0.081791 | 0.694 | 0.244952 |
| 10 | -0.008709 | -0.0739 | 0.47065 |
| 11 | -0.017424 | -0.1478 | 0.441439 |
| 12 | -0.07546 | -0.6403 | 0.262005 |
| 13 | -0.10227 | -0.8678 | 0.194196 |
| 14 | -0.041354 | -0.3509 | 0.363345 |
| 15 | -0.023644 | -0.2006 | 0.420778 |
| 16 | -0.043009 | -0.3649 | 0.358112 |
| 17 | 0.031469 | 0.267 | 0.395107 |
| 18 | -0.036693 | -0.3113 | 0.378218 |
| 19 | -0.02693 | -0.2285 | 0.409949 |
| 20 | -0.041178 | -0.3494 | 0.363902 |
| 21 | 0.033828 | 0.287 | 0.387454 |
| 22 | -0.046224 | -0.3922 | 0.348025 |
| 23 | -0.025728 | -0.2183 | 0.413903 |
| 24 | -0.074177 | -0.6294 | 0.265534 |
| 25 | -0.106015 | -0.8996 | 0.185674 |
| 26 | -0.067589 | -0.5735 | 0.284044 |
| 27 | -0.034869 | -0.2959 | 0.384089 |
| 28 | -0.064925 | -0.5509 | 0.291703 |
| 29 | 0.048557 | 0.412 | 0.340774 |
| 30 | -0.064691 | -0.5489 | 0.29238 |
| 31 | -0.042824 | -0.3634 | 0.358697 |
| 32 | -0.042501 | -0.3606 | 0.359715 |
| 33 | 0.088185 | 0.7483 | 0.228367 |
| 34 | 0.083694 | 0.7102 | 0.239947 |
| 35 | -0.05129 | -0.4352 | 0.332357 |
| 36 | -0.092466 | -0.7846 | 0.21763 |
| 37 | -0.040212 | -0.3412 | 0.366971 |
| 38 | -0.002177 | -0.0185 | 0.492656 |
| 39 | -0.040208 | -0.3412 | 0.366981 |
| 40 | 0.096178 | 0.8161 | 0.208569 |
| 41 | 0.080245 | 0.6809 | 0.249058 |
| 42 | 0.010476 | 0.0889 | 0.464708 |
| 43 | -0.034164 | -0.2899 | 0.386368 |
| 44 | -0.018441 | -0.1565 | 0.438047 |
| 45 | 0.094421 | 0.8012 | 0.212829 |
| 46 | -0.044728 | -0.3795 | 0.352704 |
| 47 | -0.033146 | -0.2813 | 0.389661 |
| 48 | 0.003476 | 0.0295 | 0.488276 |
