| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.958297 | 18.483 | 0 |
| 2 | 0.915218 | 17.6521 | 0 |
| 3 | 0.883412 | 17.0386 | 0 |
| 4 | 0.870088 | 16.7816 | 0 |
| 5 | 0.861735 | 16.6205 | 0 |
| 6 | 0.832367 | 16.0541 | 0 |
| 7 | 0.812153 | 15.6642 | 0 |
| 8 | 0.775095 | 14.9495 | 0 |
| 9 | 0.745592 | 14.3805 | 0 |
| 10 | 0.734652 | 14.1695 | 0 |
| 11 | 0.739154 | 14.2563 | 0 |
| 12 | 0.743705 | 14.3441 | 0 |
| 13 | 0.693188 | 13.3697 | 0 |
| 14 | 0.64416 | 12.4241 | 0 |
| 15 | 0.611393 | 11.7921 | 0 |
| 16 | 0.599793 | 11.5684 | 0 |
| 17 | 0.597409 | 11.5224 | 0 |
| 18 | 0.577954 | 11.1472 | 0 |
| 19 | 0.568953 | 10.9736 | 0 |
| 20 | 0.543776 | 10.488 | 0 |
| 21 | 0.526232 | 10.1496 | 0 |
| 22 | 0.525701 | 10.1394 | 0 |
| 23 | 0.537712 | 10.371 | 0 |
| 24 | 0.551354 | 10.6341 | 0 |
| 25 | 0.512849 | 9.8915 | 0 |
| 26 | 0.475036 | 9.1622 | 0 |
| 27 | 0.45148 | 8.7078 | 0 |
| 28 | 0.446579 | 8.6133 | 0 |
| 29 | 0.44812 | 8.643 | 0 |
| 30 | 0.431867 | 8.3295 | 0 |
| 31 | 0.424902 | 8.1952 | 0 |
| 32 | 0.402821 | 7.7693 | 0 |
| 33 | 0.388339 | 7.49 | 0 |
| 34 | 0.388887 | 7.5006 | 0 |
| 35 | 0.40124 | 7.7388 | 0 |
| 36 | 0.415564 | 8.0151 | 0 |
| 37 | 0.379225 | 7.3142 | 0 |
| 38 | 0.34412 | 6.6371 | 0 |
| 39 | 0.320411 | 6.1799 | 0 |
| 40 | 0.313932 | 6.0549 | 0 |
| 41 | 0.313972 | 6.0557 | 0 |
| 42 | 0.298662 | 5.7604 | 0 |
| 43 | 0.291715 | 5.6264 | 0 |
| 44 | 0.271229 | 5.2313 | 0 |
| 45 | 0.258557 | 4.9869 | 0 |
| 46 | 0.2619 | 5.0513 | 0 |
| 47 | 0.277616 | 5.3545 | 0 |
| 48 | 0.293784 | 5.6663 | 0 |
| 49 | 0.263723 | 5.0865 | 0 |
| 50 | 0.233514 | 4.5039 | 4e-06 |
| 51 | 0.214215 | 4.1316 | 2.2e-05 |
| 52 | 0.20971 | 4.0447 | 3.2e-05 |
| 53 | 0.211375 | 4.0768 | 2.8e-05 |
| 54 | 0.196892 | 3.7975 | 8.5e-05 |
| 55 | 0.19039 | 3.6721 | 0.000138 |
| 56 | 0.168363 | 3.2473 | 0.000635 |
| 57 | 0.152388 | 2.9392 | 0.001748 |
| 58 | 0.150017 | 2.8934 | 0.002018 |
| 59 | 0.157802 | 3.0436 | 0.001252 |
| 60 | 0.165363 | 3.1894 | 0.000773 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.958297 | 18.483 | 0 |
| 2 | -0.038138 | -0.7356 | 0.231227 |
| 3 | 0.116008 | 2.2375 | 0.012923 |
| 4 | 0.207345 | 3.9991 | 3.8e-05 |
| 5 | 0.071295 | 1.3751 | 0.084967 |
| 6 | -0.216629 | -4.1782 | 1.8e-05 |
| 7 | 0.177843 | 3.4301 | 0.000336 |
| 8 | -0.280159 | -5.4035 | 0 |
| 9 | 0.051585 | 0.9949 | 0.160206 |
| 10 | 0.221443 | 4.271 | 1.2e-05 |
| 11 | 0.189049 | 3.6462 | 0.000152 |
| 12 | -0.045031 | -0.8685 | 0.192833 |
| 13 | -0.550158 | -10.6111 | 0 |
| 14 | 0.048685 | 0.939 | 0.17417 |
| 15 | 0.139152 | 2.6839 | 0.003802 |
| 16 | 0.058966 | 1.1373 | 0.128074 |
| 17 | 0.145015 | 2.797 | 0.002713 |
| 18 | 0.056415 | 1.0881 | 0.13863 |
| 19 | 0.089168 | 1.7198 | 0.04315 |
| 20 | -0.085304 | -1.6453 | 0.050378 |
| 21 | 0.010706 | 0.2065 | 0.418258 |
| 22 | 0.020453 | 0.3945 | 0.346725 |
| 23 | -0.016396 | -0.3162 | 0.376 |
| 24 | 0.056489 | 1.0895 | 0.138315 |
| 25 | -0.235006 | -4.5326 | 4e-06 |
| 26 | 0.00889 | 0.1715 | 0.431974 |
| 27 | 0.049098 | 0.947 | 0.172137 |
| 28 | -0.018295 | -0.3529 | 0.362198 |
| 29 | -0.002463 | -0.0475 | 0.481071 |
| 30 | 0.029494 | 0.5689 | 0.284897 |
| 31 | 0.050221 | 0.9686 | 0.16668 |
| 32 | -0.006361 | -0.1227 | 0.45121 |
| 33 | 0.043929 | 0.8473 | 0.198693 |
| 34 | 0.01692 | 0.3263 | 0.372172 |
| 35 | -0.002393 | -0.0462 | 0.481607 |
| 36 | 0.020121 | 0.3881 | 0.349091 |
| 37 | -0.189406 | -3.6531 | 0.000148 |
| 38 | 0.012351 | 0.2382 | 0.405923 |
| 39 | -0.038849 | -0.7493 | 0.227076 |
| 40 | -0.033337 | -0.643 | 0.260319 |
| 41 | 0.032614 | 0.629 | 0.264854 |
| 42 | 0.092839 | 1.7906 | 0.037084 |
| 43 | -0.013284 | -0.2562 | 0.398966 |
| 44 | 0.023528 | 0.4538 | 0.325119 |
| 45 | 0.033599 | 0.648 | 0.25868 |
| 46 | 0.040374 | 0.7787 | 0.218321 |
| 47 | 0.011645 | 0.2246 | 0.411208 |
| 48 | -0.024423 | -0.4711 | 0.31894 |
| 49 | -0.06699 | -1.2921 | 0.098569 |
| 50 | -0.031084 | -0.5995 | 0.274592 |
| 51 | -0.023084 | -0.4452 | 0.328206 |
| 52 | -0.061509 | -1.1863 | 0.118122 |
| 53 | -0.001646 | -0.0318 | 0.487343 |
| 54 | -0.002282 | -0.044 | 0.482462 |
| 55 | 0.001113 | 0.0215 | 0.491441 |
| 56 | -0.039442 | -0.7607 | 0.223649 |
| 57 | -0.0128 | -0.2469 | 0.402567 |
| 58 | -0.013281 | -0.2562 | 0.398983 |
| 59 | -0.018742 | -0.3615 | 0.358969 |
| 60 | -0.027922 | -0.5385 | 0.29526 |

