| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.94108 | 8.6251 | 0 |
| 2 | 0.892529 | 8.1802 | 0 |
| 3 | 0.849716 | 7.7878 | 0 |
| 4 | 0.811494 | 7.4375 | 0 |
| 5 | 0.773705 | 7.0911 | 0 |
| 6 | 0.733773 | 6.7251 | 0 |
| 7 | 0.690416 | 6.3278 | 0 |
| 8 | 0.64968 | 5.9544 | 0 |
| 9 | 0.612572 | 5.6143 | 0 |
| 10 | 0.574175 | 5.2624 | 1e-06 |
| 11 | 0.536361 | 4.9158 | 2e-06 |
| 12 | 0.501007 | 4.5918 | 8e-06 |
| 13 | 0.462464 | 4.2385 | 2.9e-05 |
| 14 | 0.427956 | 3.9223 | 8.9e-05 |
| 15 | 0.393865 | 3.6098 | 0.00026 |
| 16 | 0.359643 | 3.2962 | 0.000719 |
| 17 | 0.329441 | 3.0194 | 0.001677 |
| 18 | 0.297555 | 2.7271 | 0.003888 |
| 19 | 0.263399 | 2.4141 | 0.008974 |
| 20 | 0.232445 | 2.1304 | 0.018032 |
| 21 | 0.207366 | 1.9005 | 0.030396 |
| 22 | 0.18041 | 1.6535 | 0.050982 |
| 23 | 0.163934 | 1.5025 | 0.068361 |
| 24 | 0.143183 | 1.3123 | 0.096497 |
| 25 | 0.120536 | 1.1047 | 0.136215 |
| 26 | 0.099381 | 0.9108 | 0.182493 |
| 27 | 0.082153 | 0.7529 | 0.226794 |
| 28 | 0.06367 | 0.5835 | 0.280545 |
| 29 | 0.045414 | 0.4162 | 0.339153 |
| 30 | 0.02584 | 0.2368 | 0.406684 |
| 31 | 0.004311 | 0.0395 | 0.484287 |
| 32 | -0.016087 | -0.1474 | 0.441569 |
| 33 | -0.035457 | -0.325 | 0.373005 |
| 34 | -0.049647 | -0.455 | 0.325135 |
| 35 | -0.066128 | -0.6061 | 0.273052 |
| 36 | -0.078311 | -0.7177 | 0.237456 |
| 37 | -0.091697 | -0.8404 | 0.201529 |
| 38 | -0.104111 | -0.9542 | 0.171362 |
| 39 | -0.118033 | -1.0818 | 0.141221 |
| 40 | -0.128855 | -1.181 | 0.120472 |
| 41 | -0.142288 | -1.3041 | 0.097882 |
| 42 | -0.156033 | -1.4301 | 0.078203 |
| 43 | -0.171332 | -1.5703 | 0.060054 |
| 44 | -0.188502 | -1.7277 | 0.043863 |
| 45 | -0.207892 | -1.9054 | 0.030077 |
| 46 | -0.224127 | -2.0542 | 0.021535 |
| 47 | -0.241484 | -2.2132 | 0.014796 |
| 48 | -0.258839 | -2.3723 | 0.009981 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.94108 | 8.6251 | 0 |
| 2 | 0.060304 | 0.5527 | 0.29097 |
| 3 | 0.032262 | 0.2957 | 0.384099 |
| 4 | 0.026333 | 0.2413 | 0.404937 |
| 5 | -0.00685 | -0.0628 | 0.475045 |
| 6 | -0.033987 | -0.3115 | 0.378097 |
| 7 | -0.053055 | -0.4863 | 0.314025 |
| 8 | -0.008676 | -0.0795 | 0.468405 |
| 9 | 0.006247 | 0.0573 | 0.477238 |
| 10 | -0.029852 | -0.2736 | 0.392531 |
| 11 | -0.016211 | -0.1486 | 0.441123 |
| 12 | 0.001124 | 0.0103 | 0.495904 |
| 13 | -0.047202 | -0.4326 | 0.333203 |
| 14 | 0.005659 | 0.0519 | 0.479381 |
| 15 | -0.016772 | -0.1537 | 0.4391 |
| 16 | -0.021958 | -0.2012 | 0.420496 |
| 17 | 0.012742 | 0.1168 | 0.453654 |
| 18 | -0.031919 | -0.2925 | 0.385296 |
| 19 | -0.041687 | -0.3821 | 0.351687 |
| 20 | -0.001758 | -0.0161 | 0.493592 |
| 21 | 0.027497 | 0.252 | 0.400824 |
| 22 | -0.027812 | -0.2549 | 0.399712 |
| 23 | 0.072839 | 0.6676 | 0.253115 |
| 24 | -0.03479 | -0.3189 | 0.375315 |
| 25 | -0.029298 | -0.2685 | 0.394478 |
| 26 | -0.012558 | -0.1151 | 0.454324 |
| 27 | 0.011028 | 0.1011 | 0.459867 |
| 28 | -0.023342 | -0.2139 | 0.415558 |
| 29 | -0.0199 | -0.1824 | 0.42786 |
| 30 | -0.024635 | -0.2258 | 0.41096 |
| 31 | -0.034672 | -0.3178 | 0.375722 |
| 32 | -0.022581 | -0.207 | 0.418272 |
| 33 | -0.01698 | -0.1556 | 0.43835 |
| 34 | 0.032415 | 0.2971 | 0.383567 |
| 35 | -0.036699 | -0.3363 | 0.368724 |
| 36 | 0.028012 | 0.2567 | 0.399006 |
| 37 | -0.017174 | -0.1574 | 0.437653 |
| 38 | -0.013626 | -0.1249 | 0.450458 |
| 39 | -0.028995 | -0.2657 | 0.395545 |
| 40 | 0.005824 | 0.0534 | 0.478779 |
| 41 | -0.04051 | -0.3713 | 0.355683 |
| 42 | -0.020805 | -0.1907 | 0.424619 |
| 43 | -0.026667 | -0.2444 | 0.403755 |
| 44 | -0.049236 | -0.4513 | 0.326485 |
| 45 | -0.042932 | -0.3935 | 0.347481 |
| 46 | -0.010707 | -0.0981 | 0.461029 |
| 47 | -0.029445 | -0.2699 | 0.393963 |
| 48 | -0.02851 | -0.2613 | 0.397251 |
