| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.944809 | 8.017 | 0 |
| 2 | 0.897708 | 7.6173 | 0 |
| 3 | 0.860658 | 7.3029 | 0 |
| 4 | 0.82557 | 7.0052 | 0 |
| 5 | 0.792443 | 6.7241 | 0 |
| 6 | 0.755393 | 6.4097 | 0 |
| 7 | 0.718344 | 6.0954 | 0 |
| 8 | 0.679333 | 5.7643 | 0 |
| 9 | 0.642038 | 5.4479 | 0 |
| 10 | 0.606705 | 5.1481 | 1e-06 |
| 11 | 0.567449 | 4.815 | 4e-06 |
| 12 | 0.530154 | 4.4985 | 1.3e-05 |
| 13 | 0.482808 | 4.0968 | 5.4e-05 |
| 14 | 0.435462 | 3.695 | 0.000213 |
| 15 | 0.386155 | 3.2766 | 0.000809 |
| 16 | 0.342976 | 2.9102 | 0.002401 |
| 17 | 0.295875 | 2.5106 | 0.00715 |
| 18 | 0.258826 | 2.1962 | 0.015649 |
| 19 | 0.231337 | 1.963 | 0.026757 |
| 20 | 0.193797 | 1.6444 | 0.052224 |
| 21 | 0.156258 | 1.3259 | 0.094534 |
| 22 | 0.107195 | 0.9096 | 0.183039 |
| 23 | 0.06181 | 0.5245 | 0.300778 |
| 24 | 0.034077 | 0.2892 | 0.386648 |
| 25 | 0.002421 | 0.0205 | 0.491834 |
| 26 | -0.021145 | -0.1794 | 0.429056 |
| 27 | -0.048633 | -0.4127 | 0.340539 |
| 28 | -0.080044 | -0.6792 | 0.249595 |
| 29 | -0.099442 | -0.8438 | 0.200789 |
| 30 | -0.120802 | -1.025 | 0.154389 |
| 31 | -0.1402 | -1.1896 | 0.119049 |
| 32 | -0.16352 | -1.3875 | 0.084782 |
| 33 | -0.192725 | -1.6353 | 0.053173 |
| 34 | -0.213839 | -1.8145 | 0.036884 |
| 35 | -0.234953 | -1.9936 | 0.02499 |
| 36 | -0.256068 | -2.1728 | 0.016543 |
| 37 | -0.277182 | -2.352 | 0.010706 |
| 38 | -0.298296 | -2.5311 | 0.006777 |
| 39 | -0.317449 | -2.6936 | 0.004394 |
| 40 | -0.334886 | -2.8416 | 0.002917 |
| 41 | -0.352323 | -2.9896 | 0.00191 |
| 42 | -0.371721 | -3.1542 | 0.001174 |
| 43 | -0.389158 | -3.3021 | 0.000748 |
| 44 | -0.406595 | -3.4501 | 0.00047 |
| 45 | -0.416432 | -3.5335 | 0.00036 |
| 46 | -0.424307 | -3.6004 | 0.00029 |
| 47 | -0.432183 | -3.6672 | 0.000233 |
| 48 | -0.436381 | -3.7028 | 0.000207 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.944809 | 8.017 | 0 |
| 2 | 0.046994 | 0.3988 | 0.345627 |
| 3 | 0.07427 | 0.6302 | 0.265279 |
| 4 | 0.012251 | 0.104 | 0.458747 |
| 5 | 0.01166 | 0.0989 | 0.460732 |
| 6 | -0.04701 | -0.3989 | 0.345576 |
| 7 | -0.020774 | -0.1763 | 0.430288 |
| 8 | -0.044926 | -0.3812 | 0.352087 |
| 9 | -0.011291 | -0.0958 | 0.461969 |
| 10 | -0.007677 | -0.0651 | 0.474121 |
| 11 | -0.054036 | -0.4585 | 0.323982 |
| 12 | -0.008665 | -0.0735 | 0.470796 |
| 13 | -0.120676 | -1.024 | 0.15464 |
| 14 | -0.04473 | -0.3795 | 0.352699 |
| 15 | -0.073158 | -0.6208 | 0.268357 |
| 16 | 0.014499 | 0.123 | 0.451214 |
| 17 | -0.074819 | -0.6349 | 0.263765 |
| 18 | 0.071361 | 0.6055 | 0.27337 |
| 19 | 0.069973 | 0.5937 | 0.277273 |
| 20 | -0.081421 | -0.6909 | 0.245931 |
| 21 | -0.02419 | -0.2053 | 0.418973 |
| 22 | -0.153588 | -1.3032 | 0.098323 |
| 23 | -0.024861 | -0.211 | 0.416759 |
| 24 | 0.103718 | 0.8801 | 0.190872 |
| 25 | -0.029494 | -0.2503 | 0.401549 |
| 26 | 0.071694 | 0.6083 | 0.272438 |
| 27 | -0.025285 | -0.2146 | 0.415361 |
| 28 | -0.072143 | -0.6122 | 0.271183 |
| 29 | 0.072969 | 0.6192 | 0.268882 |
| 30 | -0.058697 | -0.4981 | 0.30998 |
| 31 | -0.021038 | -0.1785 | 0.42941 |
| 32 | -0.044602 | -0.3785 | 0.3531 |
| 33 | -0.086307 | -0.7323 | 0.23317 |
| 34 | 0.054743 | 0.4645 | 0.321843 |
| 35 | -0.033536 | -0.2846 | 0.388397 |
| 36 | -0.036453 | -0.3093 | 0.378987 |
| 37 | -0.044864 | -0.3807 | 0.352279 |
| 38 | -0.067195 | -0.5702 | 0.285169 |
| 39 | -0.027191 | -0.2307 | 0.409092 |
| 40 | -0.03962 | -0.3362 | 0.368853 |
| 41 | 0.003608 | 0.0306 | 0.487831 |
| 42 | -0.029481 | -0.2502 | 0.40159 |
| 43 | -0.021874 | -0.1856 | 0.426636 |
| 44 | -0.014031 | -0.1191 | 0.452782 |
| 45 | -0.015403 | -0.1307 | 0.44819 |
| 46 | 0.011343 | 0.0963 | 0.461794 |
| 47 | 0.002668 | 0.0226 | 0.491001 |
| 48 | -0.009341 | -0.0793 | 0.468523 |
