| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.97355 | 8.9227 | 0 |
| 2 | 0.946111 | 8.6712 | 0 |
| 3 | 0.918197 | 8.4154 | 0 |
| 4 | 0.889345 | 8.151 | 0 |
| 5 | 0.858884 | 7.8718 | 0 |
| 6 | 0.827168 | 7.5811 | 0 |
| 7 | 0.793152 | 7.2694 | 0 |
| 8 | 0.756601 | 6.9344 | 0 |
| 9 | 0.722118 | 6.6183 | 0 |
| 10 | 0.687255 | 6.2988 | 0 |
| 11 | 0.652026 | 5.9759 | 0 |
| 12 | 0.616511 | 5.6504 | 0 |
| 13 | 0.580152 | 5.3172 | 0 |
| 14 | 0.543776 | 4.9838 | 2e-06 |
| 15 | 0.508428 | 4.6598 | 6e-06 |
| 16 | 0.472917 | 4.3344 | 2e-05 |
| 17 | 0.436602 | 4.0015 | 6.8e-05 |
| 18 | 0.398896 | 3.6559 | 0.000223 |
| 19 | 0.360447 | 3.3036 | 0.000702 |
| 20 | 0.320829 | 2.9404 | 0.002116 |
| 21 | 0.280208 | 2.5682 | 0.005997 |
| 22 | 0.239573 | 2.1957 | 0.015434 |
| 23 | 0.19828 | 1.8173 | 0.036371 |
| 24 | 0.155737 | 1.4274 | 0.078592 |
| 25 | 0.112726 | 1.0332 | 0.152249 |
| 26 | 0.073625 | 0.6748 | 0.250832 |
| 27 | 0.035725 | 0.3274 | 0.372079 |
| 28 | 7.6e-05 | 7e-04 | 0.499723 |
| 29 | -0.033951 | -0.3112 | 0.378221 |
| 30 | -0.067587 | -0.6194 | 0.26865 |
| 31 | -0.101856 | -0.9335 | 0.176611 |
| 32 | -0.134981 | -1.2371 | 0.109744 |
| 33 | -0.167298 | -1.5333 | 0.064479 |
| 34 | -0.197793 | -1.8128 | 0.036717 |
| 35 | -0.227662 | -2.0866 | 0.01998 |
| 36 | -0.257005 | -2.3555 | 0.010414 |
| 37 | -0.285443 | -2.6161 | 0.005271 |
| 38 | -0.310691 | -2.8475 | 0.002769 |
| 39 | -0.33217 | -3.0444 | 0.001557 |
| 40 | -0.351402 | -3.2206 | 0.00091 |
| 41 | -0.368474 | -3.3771 | 0.000556 |
| 42 | -0.382882 | -3.5092 | 0.000363 |
| 43 | -0.395467 | -3.6245 | 0.000248 |
| 44 | -0.406202 | -3.7229 | 0.000178 |
| 45 | -0.415792 | -3.8108 | 0.000132 |
| 46 | -0.421778 | -3.8657 | 0.000109 |
| 47 | -0.425047 | -3.8956 | 9.8e-05 |
| 48 | -0.427615 | -3.9192 | 9e-05 |
| 49 | -0.429772 | -3.9389 | 8.4e-05 |
| 50 | -0.429516 | -3.9366 | 8.5e-05 |
| 51 | -0.427143 | -3.9148 | 9.2e-05 |
| 52 | -0.423737 | -3.8836 | 0.000102 |
| 53 | -0.419584 | -3.8455 | 0.000117 |
| 54 | -0.414816 | -3.8019 | 0.000136 |
| 55 | -0.409693 | -3.7549 | 0.000159 |
| 56 | -0.40469 | -3.709 | 0.000186 |
| 57 | -0.399186 | -3.6586 | 0.000221 |
| 58 | -0.391178 | -3.5852 | 0.000282 |
| 59 | -0.382567 | -3.5063 | 0.000366 |
| 60 | -0.371817 | -3.4078 | 0.000504 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.97355 | 8.9227 | 0 |
| 2 | -0.032342 | -0.2964 | 0.38382 |
| 3 | -0.022865 | -0.2096 | 0.417258 |
| 4 | -0.032213 | -0.2952 | 0.38427 |
| 5 | -0.045492 | -0.4169 | 0.338892 |
| 6 | -0.039267 | -0.3599 | 0.359917 |
| 7 | -0.060234 | -0.552 | 0.29119 |
| 8 | -0.065659 | -0.6018 | 0.274473 |
| 9 | 0.022238 | 0.2038 | 0.419495 |
| 10 | -0.025645 | -0.235 | 0.407373 |
| 11 | -0.023896 | -0.219 | 0.413586 |
| 12 | -0.023459 | -0.215 | 0.415142 |
| 13 | -0.03672 | -0.3365 | 0.368651 |
| 14 | -0.020423 | -0.1872 | 0.425987 |
| 15 | -0.004176 | -0.0383 | 0.484782 |
| 16 | -0.029816 | -0.2733 | 0.39266 |
| 17 | -0.03632 | -0.3329 | 0.370027 |
| 18 | -0.051936 | -0.476 | 0.317654 |
| 19 | -0.040923 | -0.3751 | 0.354278 |
| 20 | -0.050286 | -0.4609 | 0.32304 |
| 21 | -0.051265 | -0.4699 | 0.319838 |
| 22 | -0.031527 | -0.2889 | 0.386666 |
| 23 | -0.041328 | -0.3788 | 0.352906 |
| 24 | -0.055277 | -0.5066 | 0.306875 |
| 25 | -0.042935 | -0.3935 | 0.34747 |
| 26 | 0.039218 | 0.3594 | 0.360083 |
| 27 | -0.01125 | -0.1031 | 0.459062 |
| 28 | 0.009549 | 0.0875 | 0.465234 |
| 29 | -0.003999 | -0.0366 | 0.485427 |
| 30 | -0.028075 | -0.2573 | 0.398785 |
| 31 | -0.051667 | -0.4735 | 0.31853 |
| 32 | -0.026053 | -0.2388 | 0.405931 |
| 33 | -0.035028 | -0.321 | 0.37449 |
| 34 | -0.003567 | -0.0327 | 0.487 |
| 35 | -0.031022 | -0.2843 | 0.388433 |
| 36 | -0.027928 | -0.256 | 0.399304 |
| 37 | -0.020169 | -0.1849 | 0.426895 |
| 38 | 0.019861 | 0.182 | 0.427998 |
| 39 | 0.032556 | 0.2984 | 0.383075 |
| 40 | 0.011321 | 0.1038 | 0.458804 |
| 41 | 0.006749 | 0.0619 | 0.475414 |
| 42 | 0.019507 | 0.1788 | 0.429267 |
| 43 | -0.002678 | -0.0245 | 0.490237 |
| 44 | -0.006239 | -0.0572 | 0.477269 |
| 45 | -0.026386 | -0.2418 | 0.40475 |
| 46 | 0.027842 | 0.2552 | 0.399606 |
| 47 | 0.019749 | 0.181 | 0.428402 |
| 48 | -0.02053 | -0.1882 | 0.425603 |
| 49 | -0.02892 | -0.2651 | 0.395806 |
| 50 | 0.013136 | 0.1204 | 0.452228 |
| 51 | 0.014031 | 0.1286 | 0.448993 |
| 52 | -0.004866 | -0.0446 | 0.482266 |
| 53 | -0.008971 | -0.0822 | 0.467334 |
| 54 | -0.006776 | -0.0621 | 0.475315 |
| 55 | -0.014384 | -0.1318 | 0.447716 |
| 56 | -0.034923 | -0.3201 | 0.374853 |
| 57 | -0.02613 | -0.2395 | 0.405655 |
| 58 | 0.01535 | 0.1407 | 0.444228 |
| 59 | -0.01341 | -0.1229 | 0.451239 |
| 60 | 0.018266 | 0.1674 | 0.433724 |
