| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.955186 | 8.105 | 0 |
| 2 | 0.904417 | 7.6742 | 0 |
| 3 | 0.851891 | 7.2285 | 0 |
| 4 | 0.798591 | 6.7763 | 0 |
| 5 | 0.744988 | 6.3214 | 0 |
| 6 | 0.690665 | 5.8605 | 0 |
| 7 | 0.635233 | 5.3901 | 0 |
| 8 | 0.582068 | 4.939 | 2e-06 |
| 9 | 0.533361 | 4.5257 | 1.2e-05 |
| 10 | 0.485296 | 4.1179 | 5e-05 |
| 11 | 0.436654 | 3.7051 | 0.000206 |
| 12 | 0.387682 | 3.2896 | 0.000777 |
| 13 | 0.336813 | 2.8579 | 0.002786 |
| 14 | 0.282821 | 2.3998 | 0.009496 |
| 15 | 0.251226 | 2.1317 | 0.018222 |
| 16 | 0.225794 | 1.9159 | 0.029673 |
| 17 | 0.202177 | 1.7155 | 0.045275 |
| 18 | 0.177873 | 1.5093 | 0.067799 |
| 19 | 0.153602 | 1.3034 | 0.098303 |
| 20 | 0.130421 | 1.1067 | 0.136062 |
| 21 | 0.108639 | 0.9218 | 0.179848 |
| 22 | 0.086795 | 0.7365 | 0.231915 |
| 23 | 0.064624 | 0.5484 | 0.292572 |
| 24 | 0.04157 | 0.3527 | 0.36266 |
| 25 | 0.018899 | 0.1604 | 0.436522 |
| 26 | -0.00846 | -0.0718 | 0.471487 |
| 27 | -0.037073 | -0.3146 | 0.376997 |
| 28 | -0.06249 | -0.5302 | 0.298787 |
| 29 | -0.080724 | -0.685 | 0.247781 |
| 30 | -0.096948 | -0.8226 | 0.206718 |
| 31 | -0.113749 | -0.9652 | 0.16884 |
| 32 | -0.129601 | -1.0997 | 0.137563 |
| 33 | -0.144685 | -1.2277 | 0.11178 |
| 34 | -0.156901 | -1.3314 | 0.093637 |
| 35 | -0.170586 | -1.4475 | 0.076053 |
| 36 | -0.18463 | -1.5666 | 0.060792 |
| 37 | -0.199547 | -1.6932 | 0.047369 |
| 38 | -0.216558 | -1.8376 | 0.035127 |
| 39 | -0.234784 | -1.9922 | 0.02507 |
| 40 | -0.249639 | -2.1183 | 0.018803 |
| 41 | -0.263256 | -2.2338 | 0.014302 |
| 42 | -0.276043 | -2.3423 | 0.010967 |
| 43 | -0.288862 | -2.4511 | 0.008336 |
| 44 | -0.300509 | -2.5499 | 0.006452 |
| 45 | -0.307786 | -2.6117 | 0.00548 |
| 46 | -0.313165 | -2.6573 | 0.004848 |
| 47 | -0.318621 | -2.7036 | 0.004276 |
| 48 | -0.327177 | -2.7762 | 0.003502 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.955186 | 8.105 | 0 |
| 2 | -0.090893 | -0.7713 | 0.221541 |
| 3 | -0.042543 | -0.361 | 0.359582 |
| 4 | -0.035067 | -0.2976 | 0.38345 |
| 5 | -0.031913 | -0.2708 | 0.393664 |
| 6 | -0.038465 | -0.3264 | 0.37254 |
| 7 | -0.043878 | -0.3723 | 0.355375 |
| 8 | -0.005918 | -0.0502 | 0.480043 |
| 9 | 0.015274 | 0.1296 | 0.44862 |
| 10 | -0.031091 | -0.2638 | 0.396338 |
| 11 | -0.041549 | -0.3526 | 0.362725 |
| 12 | -0.03763 | -0.3193 | 0.37521 |
| 13 | -0.057342 | -0.4866 | 0.314024 |
| 14 | -0.07329 | -0.6219 | 0.267991 |
| 15 | 0.224933 | 1.9086 | 0.030149 |
| 16 | 0.016756 | 0.1422 | 0.443669 |
| 17 | -0.017668 | -0.1499 | 0.440623 |
| 18 | -0.041701 | -0.3538 | 0.362244 |
| 19 | -0.028229 | -0.2395 | 0.405686 |
| 20 | -0.01967 | -0.1669 | 0.433957 |
| 21 | -0.021356 | -0.1812 | 0.428356 |
| 22 | -0.019712 | -0.1673 | 0.433816 |
| 23 | -0.002957 | -0.0251 | 0.490025 |
| 24 | -0.031059 | -0.2635 | 0.396441 |
| 25 | -0.026671 | -0.2263 | 0.410799 |
| 26 | -0.09071 | -0.7697 | 0.221999 |
| 27 | -0.053549 | -0.4544 | 0.32546 |
| 28 | -0.016923 | -0.1436 | 0.443111 |
| 29 | 0.119554 | 1.0144 | 0.156883 |
| 30 | 0.015154 | 0.1286 | 0.449021 |
| 31 | -0.030616 | -0.2598 | 0.397885 |
| 32 | -0.028009 | -0.2377 | 0.406409 |
| 33 | -0.030628 | -0.2599 | 0.397847 |
| 34 | 7.7e-05 | 7e-04 | 0.499741 |
| 35 | -0.044433 | -0.377 | 0.353632 |
| 36 | -0.018113 | -0.1537 | 0.439141 |
| 37 | -0.017091 | -0.145 | 0.442549 |
| 38 | -0.053094 | -0.4505 | 0.326847 |
| 39 | -0.041392 | -0.3512 | 0.363222 |
| 40 | -0.025069 | -0.2127 | 0.416074 |
| 41 | -0.044005 | -0.3734 | 0.354977 |
| 42 | -0.02446 | -0.2076 | 0.418083 |
| 43 | 0.030441 | 0.2583 | 0.398457 |
| 44 | 0.013763 | 0.1168 | 0.453679 |
| 45 | 0.017883 | 0.1517 | 0.439908 |
| 46 | -0.021481 | -0.1823 | 0.427941 |
| 47 | -0.039049 | -0.3313 | 0.370675 |
| 48 | -0.049426 | -0.4194 | 0.33809 |
