| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.966413 | 8.2003 | 0 |
| 2 | 0.928591 | 7.8794 | 0 |
| 3 | 0.891731 | 7.5666 | 0 |
| 4 | 0.854487 | 7.2506 | 0 |
| 5 | 0.817516 | 6.9368 | 0 |
| 6 | 0.783725 | 6.6501 | 0 |
| 7 | 0.751625 | 6.3778 | 0 |
| 8 | 0.719647 | 6.1064 | 0 |
| 9 | 0.68868 | 5.8436 | 0 |
| 10 | 0.653815 | 5.5478 | 0 |
| 11 | 0.615376 | 5.2216 | 1e-06 |
| 12 | 0.575963 | 4.8872 | 3e-06 |
| 13 | 0.534861 | 4.5384 | 1.1e-05 |
| 14 | 0.490031 | 4.1581 | 4.4e-05 |
| 15 | 0.445148 | 3.7772 | 0.000162 |
| 16 | 0.400881 | 3.4016 | 0.000548 |
| 17 | 0.358476 | 3.0418 | 0.00164 |
| 18 | 0.312588 | 2.6524 | 0.004913 |
| 19 | 0.267526 | 2.27 | 0.0131 |
| 20 | 0.221619 | 1.8805 | 0.032042 |
| 21 | 0.175827 | 1.4919 | 0.070042 |
| 22 | 0.128452 | 1.09 | 0.139685 |
| 23 | 0.082337 | 0.6987 | 0.243509 |
| 24 | 0.040227 | 0.3413 | 0.366921 |
| 25 | -0.001995 | -0.0169 | 0.493269 |
| 26 | -0.044052 | -0.3738 | 0.354829 |
| 27 | -0.082473 | -0.6998 | 0.243153 |
| 28 | -0.122983 | -1.0435 | 0.150093 |
| 29 | -0.162844 | -1.3818 | 0.085656 |
| 30 | -0.200738 | -1.7033 | 0.046411 |
| 31 | -0.240047 | -2.0369 | 0.022671 |
| 32 | -0.27891 | -2.3666 | 0.010322 |
| 33 | -0.312157 | -2.6487 | 0.004961 |
| 34 | -0.33556 | -2.8473 | 0.002871 |
| 35 | -0.359131 | -3.0473 | 0.001613 |
| 36 | -0.380242 | -3.2265 | 0.000943 |
| 37 | -0.40305 | -3.42 | 0.000517 |
| 38 | -0.420995 | -3.5723 | 0.000318 |
| 39 | -0.437647 | -3.7136 | 2e-04 |
| 40 | -0.44431 | -3.7701 | 0.000166 |
| 41 | -0.442913 | -3.7582 | 0.000172 |
| 42 | -0.440932 | -3.7414 | 0.000182 |
| 43 | -0.441427 | -3.7456 | 0.00018 |
| 44 | -0.438524 | -3.721 | 0.000195 |
| 45 | -0.434885 | -3.6901 | 0.000216 |
| 46 | -0.432312 | -3.6683 | 0.000232 |
| 47 | -0.42564 | -3.6117 | 0.00028 |
| 48 | -0.418702 | -3.5528 | 0.000339 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.966413 | 8.2003 | 0 |
| 2 | -0.081207 | -0.6891 | 0.246499 |
| 3 | -0.001032 | -0.0088 | 0.496518 |
| 4 | -0.027402 | -0.2325 | 0.408399 |
| 5 | -0.014797 | -0.1256 | 0.450218 |
| 6 | 0.027373 | 0.2323 | 0.408496 |
| 7 | 0.000975 | 0.0083 | 0.496711 |
| 8 | -0.017974 | -0.1525 | 0.439603 |
| 9 | -0.003354 | -0.0285 | 0.488688 |
| 10 | -0.080008 | -0.6789 | 0.249691 |
| 11 | -0.065702 | -0.5575 | 0.289457 |
| 12 | -0.032794 | -0.2783 | 0.390803 |
| 13 | -0.049785 | -0.4224 | 0.336981 |
| 14 | -0.079828 | -0.6774 | 0.250173 |
| 15 | -0.030354 | -0.2576 | 0.398741 |
| 16 | -0.030982 | -0.2629 | 0.396694 |
| 17 | -0.006677 | -0.0567 | 0.477489 |
| 18 | -0.094298 | -0.8001 | 0.213129 |
| 19 | -0.020564 | -0.1745 | 0.430984 |
| 20 | -0.052179 | -0.4428 | 0.329636 |
| 21 | -0.032031 | -0.2718 | 0.393279 |
| 22 | -0.063171 | -0.536 | 0.296797 |
| 23 | -0.016479 | -0.1398 | 0.444592 |
| 24 | 0.019778 | 0.1678 | 0.433598 |
| 25 | -0.047538 | -0.4034 | 0.343936 |
| 26 | -0.041456 | -0.3518 | 0.36302 |
| 27 | 0.018035 | 0.153 | 0.4394 |
| 28 | -0.078127 | -0.6629 | 0.254746 |
| 29 | -0.023257 | -0.1973 | 0.422059 |
| 30 | -0.017663 | -0.1499 | 0.44064 |
| 31 | -0.062349 | -0.5291 | 0.299199 |
| 32 | -0.033489 | -0.2842 | 0.388549 |
| 33 | 0.029047 | 0.2465 | 0.403009 |
| 34 | 0.094031 | 0.7979 | 0.213782 |
| 35 | -0.043476 | -0.3689 | 0.356639 |
| 36 | -0.009295 | -0.0789 | 0.468679 |
| 37 | -0.074184 | -0.6295 | 0.265517 |
| 38 | 0.051419 | 0.4363 | 0.331962 |
| 39 | -0.013658 | -0.1159 | 0.454029 |
| 40 | 0.131535 | 1.1161 | 0.134043 |
| 41 | 0.093732 | 0.7953 | 0.214514 |
| 42 | -0.017408 | -0.1477 | 0.441492 |
| 43 | -0.075878 | -0.6438 | 0.260861 |
| 44 | 0.027547 | 0.2337 | 0.407923 |
| 45 | -0.004203 | -0.0357 | 0.485823 |
| 46 | -0.026525 | -0.2251 | 0.41128 |
| 47 | 0.038413 | 0.3259 | 0.372704 |
| 48 | -0.022377 | -0.1899 | 0.424971 |
