| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.942399 | 7.9965 | 0 |
| 2 | 0.883856 | 7.4998 | 0 |
| 3 | 0.825275 | 7.0027 | 0 |
| 4 | 0.789295 | 6.6974 | 0 |
| 5 | 0.760799 | 6.4556 | 0 |
| 6 | 0.726866 | 6.1677 | 0 |
| 7 | 0.692563 | 5.8766 | 0 |
| 8 | 0.65782 | 5.5818 | 0 |
| 9 | 0.620997 | 5.2693 | 1e-06 |
| 10 | 0.586901 | 4.98 | 2e-06 |
| 11 | 0.54957 | 4.6633 | 7e-06 |
| 12 | 0.519892 | 4.4114 | 1.8e-05 |
| 13 | 0.487264 | 4.1346 | 4.7e-05 |
| 14 | 0.451489 | 3.831 | 0.000135 |
| 15 | 0.413923 | 3.5123 | 0.000386 |
| 16 | 0.375346 | 3.1849 | 0.00107 |
| 17 | 0.341525 | 2.8979 | 0.002487 |
| 18 | 0.303386 | 2.5743 | 0.00605 |
| 19 | 0.261967 | 2.2229 | 0.014683 |
| 20 | 0.218501 | 1.854 | 0.033915 |
| 21 | 0.171186 | 1.4526 | 0.075345 |
| 22 | 0.134536 | 1.1416 | 0.128706 |
| 23 | 0.096408 | 0.8181 | 0.208013 |
| 24 | 0.058168 | 0.4936 | 0.311555 |
| 25 | 0.014556 | 0.1235 | 0.451022 |
| 26 | -0.023332 | -0.198 | 0.42181 |
| 27 | -0.05714 | -0.4849 | 0.314627 |
| 28 | -0.081699 | -0.6932 | 0.245195 |
| 29 | -0.105688 | -0.8968 | 0.18641 |
| 30 | -0.133085 | -1.1293 | 0.131267 |
| 31 | -0.162487 | -1.3787 | 0.086121 |
| 32 | -0.191932 | -1.6286 | 0.053884 |
| 33 | -0.214942 | -1.8238 | 0.036163 |
| 34 | -0.233228 | -1.979 | 0.02582 |
| 35 | -0.249201 | -2.1145 | 0.018966 |
| 36 | -0.266175 | -2.2586 | 0.01347 |
| 37 | -0.285746 | -2.4246 | 0.008917 |
| 38 | -0.306931 | -2.6044 | 0.005586 |
| 39 | -0.326592 | -2.7712 | 0.003551 |
| 40 | -0.341255 | -2.8956 | 0.002503 |
| 41 | -0.351534 | -2.9829 | 0.001948 |
| 42 | -0.362581 | -3.0766 | 0.00148 |
| 43 | -0.37622 | -3.1923 | 0.001047 |
| 44 | -0.392102 | -3.3271 | 0.000692 |
| 45 | -0.408467 | -3.466 | 0.000447 |
| 46 | -0.414282 | -3.5153 | 0.000382 |
| 47 | -0.415671 | -3.5271 | 0.000368 |
| 48 | -0.4131 | -3.5053 | 0.000395 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.942399 | 7.9965 | 0 |
| 2 | -0.038069 | -0.323 | 0.373807 |
| 3 | -0.03135 | -0.266 | 0.395493 |
| 4 | 0.170397 | 1.4459 | 0.076277 |
| 5 | 0.043609 | 0.37 | 0.356222 |
| 6 | -0.070777 | -0.6006 | 0.27501 |
| 7 | 0.014873 | 0.1262 | 0.449963 |
| 8 | 0.002358 | 0.02 | 0.492046 |
| 9 | -0.056292 | -0.4777 | 0.317172 |
| 10 | 0.002798 | 0.0237 | 0.490563 |
| 11 | -0.042749 | -0.3627 | 0.358932 |
| 12 | 0.035792 | 0.3037 | 0.381115 |
| 13 | -0.042962 | -0.3645 | 0.358261 |
| 14 | -0.057976 | -0.4919 | 0.312129 |
| 15 | -0.020868 | -0.1771 | 0.429974 |
| 16 | -0.032512 | -0.2759 | 0.391718 |
| 17 | -0.004949 | -0.042 | 0.483309 |
| 18 | -0.07033 | -0.5968 | 0.276267 |
| 19 | -0.059427 | -0.5043 | 0.307812 |
| 20 | -0.042509 | -0.3607 | 0.359688 |
| 21 | -0.078467 | -0.6658 | 0.253829 |
| 22 | 0.038589 | 0.3274 | 0.372142 |
| 23 | -0.048471 | -0.4113 | 0.341041 |
| 24 | -0.056308 | -0.4778 | 0.317125 |
| 25 | -0.063983 | -0.5429 | 0.294433 |
| 26 | 0.025277 | 0.2145 | 0.415388 |
| 27 | -0.017841 | -0.1514 | 0.440049 |
| 28 | 0.042333 | 0.3592 | 0.360246 |
| 29 | -0.011616 | -0.0986 | 0.460877 |
| 30 | -0.052516 | -0.4456 | 0.328606 |
| 31 | -0.016778 | -0.1424 | 0.443593 |
| 32 | -0.029058 | -0.2466 | 0.402973 |
| 33 | 0.029113 | 0.247 | 0.402793 |
| 34 | 0.002604 | 0.0221 | 0.491215 |
| 35 | -0.007692 | -0.0653 | 0.47407 |
| 36 | -0.025885 | -0.2196 | 0.413385 |
| 37 | -0.026683 | -0.2264 | 0.410761 |
| 38 | -0.029662 | -0.2517 | 0.400998 |
| 39 | -0.019965 | -0.1694 | 0.432976 |
| 40 | 0.00555 | 0.0471 | 0.481285 |
| 41 | -0.00794 | -0.0674 | 0.473236 |
| 42 | -0.037067 | -0.3145 | 0.377017 |
| 43 | -0.038191 | -0.3241 | 0.373417 |
| 44 | -0.033724 | -0.2862 | 0.38779 |
| 45 | -0.049127 | -0.4169 | 0.339012 |
| 46 | 0.037365 | 0.3171 | 0.376061 |
| 47 | 0.008073 | 0.0685 | 0.472788 |
| 48 | -0.00697 | -0.0591 | 0.476502 |
