| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.848728 | 6.5742 | 0 |
| 2 | 0.744784 | 5.7691 | 0 |
| 3 | 0.64084 | 4.9639 | 3e-06 |
| 4 | 0.536896 | 4.1588 | 5.2e-05 |
| 5 | 0.432952 | 3.3536 | 0.000693 |
| 6 | 0.329008 | 2.5485 | 0.006698 |
| 7 | 0.225064 | 1.7433 | 0.043199 |
| 8 | 0.12112 | 0.9382 | 0.175955 |
| 9 | 0.017176 | 0.133 | 0.447303 |
| 10 | -0.086768 | -0.6721 | 0.252048 |
| 11 | -0.190712 | -1.4773 | 0.072419 |
| 12 | -0.38626 | -2.992 | 0.002009 |
| 13 | -0.383333 | -2.9693 | 0.002143 |
| 14 | -0.381934 | -2.9584 | 0.00221 |
| 15 | -0.380534 | -2.9476 | 0.002278 |
| 16 | -0.379135 | -2.9368 | 0.002349 |
| 17 | -0.377735 | -2.9259 | 0.002422 |
| 18 | -0.376336 | -2.9151 | 0.002496 |
| 19 | -0.374936 | -2.9042 | 0.002573 |
| 20 | -0.373537 | -2.8934 | 0.002652 |
| 21 | -0.372137 | -2.8826 | 0.002734 |
| 22 | -0.370738 | -2.8717 | 0.002817 |
| 23 | -0.369338 | -2.8609 | 0.002903 |
| 24 | -0.258015 | -1.9986 | 0.025096 |
| 25 | -0.218448 | -1.6921 | 0.047908 |
| 26 | -0.177354 | -1.3738 | 0.087311 |
| 27 | -0.13626 | -1.0555 | 0.147723 |
| 28 | -0.095165 | -0.7371 | 0.231953 |
| 29 | -0.054071 | -0.4188 | 0.338416 |
| 30 | -0.012977 | -0.1005 | 0.460133 |
| 31 | 0.028117 | 0.2178 | 0.414164 |
| 32 | 0.069211 | 0.5361 | 0.296933 |
| 33 | 0.110305 | 0.8544 | 0.198135 |
| 34 | 0.151399 | 1.1727 | 0.122768 |
| 35 | 0.192494 | 1.491 | 0.070594 |
| 36 | 0.167939 | 1.3008 | 0.099142 |
| 37 | 0.151018 | 1.1698 | 0.123358 |
| 38 | 0.134097 | 1.0387 | 0.151554 |
| 39 | 0.117176 | 0.9076 | 0.18385 |
| 40 | 0.100254 | 0.7766 | 0.220232 |
| 41 | 0.083333 | 0.6455 | 0.260533 |
| 42 | 0.066412 | 0.5144 | 0.304422 |
| 43 | 0.049491 | 0.3834 | 0.351405 |
| 44 | 0.03257 | 0.2523 | 0.400841 |
| 45 | 0.015649 | 0.1212 | 0.451963 |
| 46 | -0.001272 | -0.0099 | 0.496085 |
| 47 | -0.018193 | -0.1409 | 0.4442 |
| 48 | -0.015267 | -0.1183 | 0.453129 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.848728 | 6.5742 | 0 |
| 2 | 0.087409 | 0.6771 | 0.250482 |
| 3 | -0.036799 | -0.285 | 0.388297 |
| 4 | -0.059965 | -0.4645 | 0.321991 |
| 5 | -0.067382 | -0.5219 | 0.301818 |
| 6 | -0.072831 | -0.5641 | 0.287377 |
| 7 | -0.078646 | -0.6092 | 0.272348 |
| 8 | -0.085375 | -0.6613 | 0.255473 |
| 9 | -0.093346 | -0.7231 | 0.236227 |
| 10 | -0.102958 | -0.7975 | 0.214151 |
| 11 | -0.114774 | -0.889 | 0.188766 |
| 12 | -0.480494 | -3.7219 | 0.000219 |
| 13 | 0.514855 | 3.988 | 9.2e-05 |
| 14 | 0.068631 | 0.5316 | 0.298477 |
| 15 | -0.063282 | -0.4902 | 0.312898 |
| 16 | -0.074593 | -0.5778 | 0.282782 |
| 17 | -0.075384 | -0.5839 | 0.280731 |
| 18 | -0.080098 | -0.6204 | 0.26866 |
| 19 | -0.086961 | -0.6736 | 0.251577 |
| 20 | -0.094989 | -0.7358 | 0.232365 |
| 21 | -0.103043 | -0.7982 | 0.213961 |
| 22 | -0.10272 | -0.7957 | 0.214681 |
| 23 | -0.037723 | -0.2922 | 0.385572 |
| 24 | -0.041435 | -0.321 | 0.374681 |
| 25 | 0.218972 | 1.6962 | 0.04752 |
| 26 | 0.113145 | 0.8764 | 0.19215 |
| 27 | -0.012288 | -0.0952 | 0.462244 |
| 28 | -0.044486 | -0.3446 | 0.365804 |
| 29 | -0.049939 | -0.3868 | 0.350128 |
| 30 | -0.053459 | -0.4141 | 0.340141 |
| 31 | -0.056879 | -0.4406 | 0.33055 |
| 32 | -0.059861 | -0.4637 | 0.322278 |
| 33 | -0.06496 | -0.5032 | 0.30834 |
| 34 | -0.08946 | -0.693 | 0.245505 |
| 35 | -0.163204 | -1.2642 | 0.105528 |
| 36 | 0.064602 | 0.5004 | 0.30931 |
| 37 | 0.03851 | 0.2983 | 0.383254 |
| 38 | 0.087375 | 0.6768 | 0.250565 |
| 39 | 0.01664 | 0.1289 | 0.448936 |
| 40 | -0.028584 | -0.2214 | 0.412762 |
| 41 | -0.043637 | -0.338 | 0.368266 |
| 42 | -0.049818 | -0.3859 | 0.350472 |
| 43 | -0.054059 | -0.4187 | 0.338451 |
| 44 | -0.058966 | -0.4567 | 0.324752 |
| 45 | -0.058493 | -0.4531 | 0.326061 |
| 46 | -0.024062 | -0.1864 | 0.426387 |
| 47 | -0.033786 | -0.2617 | 0.397223 |
| 48 | 0.035783 | 0.2772 | 0.3913 |
