| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.857745 | 7.2782 | 0 |
| 2 | 0.782415 | 6.639 | 0 |
| 3 | 0.707086 | 5.9998 | 0 |
| 4 | 0.631756 | 5.3606 | 0 |
| 5 | 0.556427 | 4.7214 | 6e-06 |
| 6 | 0.481097 | 4.0822 | 5.7e-05 |
| 7 | 0.405768 | 3.4431 | 0.000481 |
| 8 | 0.330438 | 2.8039 | 0.003243 |
| 9 | 0.255109 | 2.1647 | 0.016865 |
| 10 | 0.179779 | 1.5255 | 0.06576 |
| 11 | 0.10445 | 0.8863 | 0.189207 |
| 12 | 0.029029 | 0.2463 | 0.403069 |
| 13 | -0.095707 | -0.8121 | 0.209705 |
| 14 | -0.097692 | -0.8289 | 0.204939 |
| 15 | -0.099676 | -0.8458 | 0.200239 |
| 16 | -0.101661 | -0.8626 | 0.195605 |
| 17 | -0.103645 | -0.8795 | 0.191039 |
| 18 | -0.10563 | -0.8963 | 0.18654 |
| 19 | -0.107614 | -0.9131 | 0.182109 |
| 20 | -0.109599 | -0.93 | 0.177745 |
| 21 | -0.111583 | -0.9468 | 0.173449 |
| 22 | -0.113568 | -0.9637 | 0.169222 |
| 23 | -0.115553 | -0.9805 | 0.165062 |
| 24 | -0.117629 | -0.9981 | 0.160784 |
| 25 | -0.112635 | -0.9557 | 0.1712 |
| 26 | -0.110273 | -0.9357 | 0.176279 |
| 27 | -0.10791 | -0.9156 | 0.181455 |
| 28 | -0.105547 | -0.8956 | 0.186727 |
| 29 | -0.103184 | -0.8755 | 0.192094 |
| 30 | -0.100821 | -0.8555 | 0.197557 |
| 31 | -0.098458 | -0.8354 | 0.203115 |
| 32 | -0.096096 | -0.8154 | 0.208767 |
| 33 | -0.093733 | -0.7953 | 0.214512 |
| 34 | -0.09137 | -0.7753 | 0.220351 |
| 35 | -0.089007 | -0.7552 | 0.226281 |
| 36 | -0.087469 | -0.7422 | 0.230191 |
| 37 | -0.081987 | -0.6957 | 0.244434 |
| 38 | -0.084396 | -0.7161 | 0.238116 |
| 39 | -0.086805 | -0.7366 | 0.23189 |
| 40 | -0.089214 | -0.757 | 0.225757 |
| 41 | -0.091623 | -0.7775 | 0.21972 |
| 42 | -0.094033 | -0.7979 | 0.213778 |
| 43 | -0.096442 | -0.8183 | 0.207933 |
| 44 | -0.098851 | -0.8388 | 0.202185 |
| 45 | -0.10126 | -0.8592 | 0.196535 |
| 46 | -0.103669 | -0.8797 | 0.190984 |
| 47 | -0.106078 | -0.9001 | 0.185533 |
| 48 | -0.108762 | -0.9229 | 0.179576 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.857745 | 7.2782 | 0 |
| 2 | 0.17667 | 1.4991 | 0.069111 |
| 3 | 0.011721 | 0.0995 | 0.460525 |
| 4 | -0.030997 | -0.263 | 0.396644 |
| 5 | -0.043263 | -0.3671 | 0.357312 |
| 6 | -0.048083 | -0.408 | 0.342242 |
| 7 | -0.051232 | -0.4347 | 0.332533 |
| 8 | -0.054179 | -0.4597 | 0.323549 |
| 9 | -0.057328 | -0.4864 | 0.314065 |
| 10 | -0.060826 | -0.5161 | 0.303675 |
| 11 | -0.064768 | -0.5496 | 0.292156 |
| 12 | -0.06962 | -0.5907 | 0.278271 |
| 13 | -0.272517 | -2.3124 | 0.011809 |
| 14 | 0.303891 | 2.5786 | 0.005982 |
| 15 | 0.158448 | 1.3445 | 0.091507 |
| 16 | 0.041749 | 0.3542 | 0.362094 |
| 17 | -0.009207 | -0.0781 | 0.468974 |
| 18 | -0.027364 | -0.2322 | 0.408525 |
| 19 | -0.033536 | -0.2846 | 0.3884 |
| 20 | -0.03607 | -0.3061 | 0.380221 |
| 21 | -0.037686 | -0.3198 | 0.37503 |
| 22 | -0.03911 | -0.3319 | 0.37048 |
| 23 | -0.040318 | -0.3421 | 0.366632 |
| 24 | -0.040926 | -0.3473 | 0.364701 |
| 25 | -0.00196 | -0.0166 | 0.493388 |
| 26 | -0.185097 | -1.5706 | 0.06033 |
| 27 | 0.1049 | 0.8901 | 0.188187 |
| 28 | 0.117938 | 1.0007 | 0.160153 |
| 29 | 0.055645 | 0.4722 | 0.31912 |
| 30 | 0.008875 | 0.0753 | 0.47009 |
| 31 | -0.014183 | -0.1203 | 0.452272 |
| 32 | -0.023673 | -0.2009 | 0.420684 |
| 33 | -0.027449 | -0.2329 | 0.408244 |
| 34 | -0.029254 | -0.2482 | 0.402331 |
| 35 | -0.030595 | -0.2596 | 0.397953 |
| 36 | -0.036644 | -0.3109 | 0.378374 |
| 37 | -0.018149 | -0.154 | 0.439019 |
| 38 | -0.012244 | -0.1039 | 0.458772 |
| 39 | -0.139629 | -1.1848 | 0.119999 |
| 40 | 0.006753 | 0.0573 | 0.477233 |
| 41 | 0.069255 | 0.5876 | 0.279303 |
| 42 | 0.051571 | 0.4376 | 0.331496 |
| 43 | 0.017765 | 0.1507 | 0.440299 |
| 44 | -0.005968 | -0.0506 | 0.479875 |
| 45 | -0.01829 | -0.1552 | 0.438549 |
| 46 | -0.02389 | -0.2027 | 0.419966 |
| 47 | -0.026388 | -0.2239 | 0.411729 |
| 48 | -0.029272 | -0.2484 | 0.402274 |
