| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.96532 | 8.8473 | 0 |
| 2 | 0.931773 | 8.5398 | 0 |
| 3 | 0.899005 | 8.2395 | 0 |
| 4 | 0.866108 | 7.938 | 0 |
| 5 | 0.832613 | 7.631 | 0 |
| 6 | 0.798506 | 7.3184 | 0 |
| 7 | 0.764384 | 7.0057 | 0 |
| 8 | 0.729653 | 6.6874 | 0 |
| 9 | 0.695514 | 6.3745 | 0 |
| 10 | 0.660543 | 6.054 | 0 |
| 11 | 0.626296 | 5.7401 | 0 |
| 12 | 0.592573 | 5.431 | 0 |
| 13 | 0.559816 | 5.1308 | 1e-06 |
| 14 | 0.528353 | 4.8424 | 3e-06 |
| 15 | 0.496055 | 4.5464 | 9e-06 |
| 16 | 0.463798 | 4.2508 | 2.7e-05 |
| 17 | 0.430704 | 3.9475 | 8.2e-05 |
| 18 | 0.397271 | 3.6411 | 0.000234 |
| 19 | 0.363955 | 3.3357 | 0.000634 |
| 20 | 0.329378 | 3.0188 | 0.00168 |
| 21 | 0.295508 | 2.7084 | 0.004096 |
| 22 | 0.261711 | 2.3986 | 0.009336 |
| 23 | 0.227114 | 2.0815 | 0.020215 |
| 24 | 0.194065 | 1.7786 | 0.039459 |
| 25 | 0.161274 | 1.4781 | 0.07156 |
| 26 | 0.128639 | 1.179 | 0.120864 |
| 27 | 0.097184 | 0.8907 | 0.187814 |
| 28 | 0.067193 | 0.6158 | 0.269833 |
| 29 | 0.038522 | 0.3531 | 0.362464 |
| 30 | 0.009126 | 0.0836 | 0.466769 |
| 31 | -0.019294 | -0.1768 | 0.430034 |
| 32 | -0.04739 | -0.4343 | 0.332578 |
| 33 | -0.075717 | -0.694 | 0.244812 |
| 34 | -0.102415 | -0.9387 | 0.175301 |
| 35 | -0.12798 | -1.173 | 0.122065 |
| 36 | -0.153021 | -1.4025 | 0.082231 |
| 37 | -0.179029 | -1.6408 | 0.052286 |
| 38 | -0.201399 | -1.8459 | 0.034218 |
| 39 | -0.222647 | -2.0406 | 0.022216 |
| 40 | -0.243885 | -2.2352 | 0.014027 |
| 41 | -0.263428 | -2.4144 | 0.008967 |
| 42 | -0.281905 | -2.5837 | 0.005752 |
| 43 | -0.299292 | -2.7431 | 0.00372 |
| 44 | -0.315406 | -2.8907 | 0.002445 |
| 45 | -0.33003 | -3.0248 | 0.00165 |
| 46 | -0.344441 | -3.1569 | 0.001108 |
| 47 | -0.357578 | -3.2773 | 0.000763 |
| 48 | -0.366957 | -3.3632 | 0.000581 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.96532 | 8.8473 | 0 |
| 2 | -0.001019 | -0.0093 | 0.496284 |
| 3 | -0.005674 | -0.052 | 0.479323 |
| 4 | -0.018791 | -0.1722 | 0.431838 |
| 5 | -0.026332 | -0.2413 | 0.40494 |
| 6 | -0.027575 | -0.2527 | 0.400546 |
| 7 | -0.019671 | -0.1803 | 0.428681 |
| 8 | -0.028481 | -0.261 | 0.397354 |
| 9 | -0.011605 | -0.1064 | 0.457774 |
| 10 | -0.032145 | -0.2946 | 0.384507 |
| 11 | -0.010485 | -0.0961 | 0.461835 |
| 12 | -0.013162 | -0.1206 | 0.452134 |
| 13 | -0.006382 | -0.0585 | 0.476747 |
| 14 | -0.001263 | -0.0116 | 0.495397 |
| 15 | -0.031898 | -0.2923 | 0.385371 |
| 16 | -0.021406 | -0.1962 | 0.422467 |
| 17 | -0.03484 | -0.3193 | 0.37514 |
| 18 | -0.029474 | -0.2701 | 0.393859 |
| 19 | -0.022707 | -0.2081 | 0.417822 |
| 20 | -0.043361 | -0.3974 | 0.346037 |
| 21 | -0.016088 | -0.1475 | 0.441565 |
| 22 | -0.024573 | -0.2252 | 0.411178 |
| 23 | -0.038528 | -0.3531 | 0.362442 |
| 24 | -0.004131 | -0.0379 | 0.484944 |
| 25 | -0.023078 | -0.2115 | 0.416501 |
| 26 | -0.024767 | -0.227 | 0.410491 |
| 27 | -0.010743 | -0.0985 | 0.460902 |
| 28 | -0.007758 | -0.0711 | 0.471741 |
| 29 | -0.007685 | -0.0704 | 0.472009 |
| 30 | -0.038815 | -0.3557 | 0.361462 |
| 31 | -0.015779 | -0.1446 | 0.442679 |
| 32 | -0.024783 | -0.2271 | 0.410435 |
| 33 | -0.034863 | -0.3195 | 0.375061 |
| 34 | -0.006264 | -0.0574 | 0.477176 |
| 35 | -0.013463 | -0.1234 | 0.451047 |
| 36 | -0.021564 | -0.1976 | 0.421905 |
| 37 | -0.043129 | -0.3953 | 0.346819 |
| 38 | 0.020319 | 0.1862 | 0.426358 |
| 39 | -0.01048 | -0.0961 | 0.461854 |
| 40 | -0.028294 | -0.2593 | 0.398011 |
| 41 | -0.004902 | -0.0449 | 0.482136 |
| 42 | -0.013255 | -0.1215 | 0.451799 |
| 43 | -0.016369 | -0.15 | 0.440552 |
| 44 | -0.009743 | -0.0893 | 0.464529 |
| 45 | -0.008254 | -0.0757 | 0.469938 |
| 46 | -0.024865 | -0.2279 | 0.410142 |
| 47 | -0.010675 | -0.0978 | 0.461146 |
| 48 | 0.027062 | 0.248 | 0.402361 |
