| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 7.746 | 0 |
| 1 | 0.888379 | 6.8814 | 0 |
| 2 | 0.725652 | 5.6209 | 0 |
| 3 | 0.617096 | 4.78 | 6e-06 |
| 4 | 0.574104 | 4.447 | 1.9e-05 |
| 5 | 0.574727 | 4.4518 | 1.9e-05 |
| 6 | 0.563829 | 4.3674 | 2.5e-05 |
| 7 | 0.507641 | 3.9322 | 0.00011 |
| 8 | 0.412024 | 3.1915 | 0.001127 |
| 9 | 0.350907 | 2.7181 | 0.004285 |
| 10 | 0.347569 | 2.6923 | 0.004592 |
| 11 | 0.398085 | 3.0836 | 0.001545 |
| 12 | 0.407333 | 3.1552 | 0.001254 |
| 13 | 0.265795 | 2.0588 | 0.021929 |
| 14 | 0.096233 | 0.7454 | 0.229464 |
| 15 | -0.020248 | -0.1568 | 0.562053 |
| 16 | -0.075045 | -0.5813 | 0.71839 |
| 17 | -0.089891 | -0.6963 | 0.755532 |
| 18 | -0.11135 | -0.8625 | 0.80408 |
| 19 | -0.163598 | -1.2672 | 0.895014 |
| 20 | -0.247006 | -1.9133 | 0.969758 |
| 21 | -0.294886 | -2.2842 | 0.987043 |
| 22 | -0.291104 | -2.2549 | 0.986099 |
| 23 | -0.239964 | -1.8588 | 0.966015 |
| 24 | -0.218038 | -1.6889 | 0.951787 |
| 25 | -0.29723 | -2.3023 | 0.987599 |
| 26 | -0.392228 | -3.0382 | 0.998239 |
| 27 | -0.436663 | -3.3824 | 0.999365 |
| 28 | -0.433451 | -3.3575 | 0.999315 |
| 29 | -0.40461 | -3.1341 | 0.998666 |
| 30 | -0.373892 | -2.8962 | 0.997368 |
| 31 | -0.358305 | -2.7754 | 0.996329 |
| 32 | -0.37191 | -2.8808 | 0.997253 |
| 33 | -0.361375 | -2.7992 | 0.99656 |
| 34 | -0.310326 | -2.4038 | 0.990333 |
| 35 | -0.238832 | -1.85 | 0.965379 |
| 36 | -0.190768 | -1.4777 | 0.927639 |
| 37 | -0.208048 | -1.6115 | 0.943844 |
| 38 | -0.237535 | -1.8399 | 0.964637 |
| 39 | -0.241601 | -1.8714 | 0.966919 |
| 40 | -0.212358 | -1.6449 | 0.947392 |
| 41 | -0.171772 | -1.3305 | 0.905812 |
| 42 | -0.125153 | -0.9694 | 0.831888 |
| 43 | -0.091932 | -0.7121 | 0.760419 |
| 44 | -0.084922 | -0.6578 | 0.74341 |
| 45 | -0.072136 | -0.5588 | 0.710797 |
| 46 | -0.041835 | -0.3241 | 0.626487 |
| 47 | 3.1e-05 | 2e-04 | 0.499905 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.888379 | 6.8814 | 0 |
| 1 | -0.301569 | -2.3359 | 0.988573 |
| 2 | 0.239763 | 1.8572 | 0.034096 |
| 3 | 0.1271 | 0.9845 | 0.164408 |
| 4 | 0.141149 | 1.0933 | 0.139309 |
| 5 | -0.046667 | -0.3615 | 0.640496 |
| 6 | -0.094483 | -0.7319 | 0.76645 |
| 7 | -0.120981 | -0.9371 | 0.823773 |
| 8 | 0.160102 | 1.2401 | 0.109875 |
| 9 | 0.065266 | 0.5056 | 0.307512 |
| 10 | 0.205193 | 1.5894 | 0.058611 |
| 11 | -0.245508 | -1.9017 | 0.968992 |
| 12 | -0.592492 | -4.5894 | 0.999988 |
| 13 | 0.130871 | 1.0137 | 0.157392 |
| 14 | -0.035322 | -0.2736 | 0.607334 |
| 15 | -0.079587 | -0.6165 | 0.730044 |
| 16 | -0.080305 | -0.622 | 0.731864 |
| 17 | -0.136262 | -1.0555 | 0.852281 |
| 18 | 0.131308 | 1.0171 | 0.156593 |
| 19 | 0.028824 | 0.2233 | 0.412041 |
| 20 | -0.009176 | -0.0711 | 0.528215 |
| 21 | -0.049762 | -0.3855 | 0.649369 |
| 22 | -0.002675 | -0.0207 | 0.508231 |
| 23 | 0.072116 | 0.5586 | 0.289254 |
| 24 | 0.019315 | 0.1496 | 0.440787 |
| 25 | -0.062303 | -0.4826 | 0.684431 |
| 26 | 0.053208 | 0.4121 | 0.34085 |
| 27 | -0.08851 | -0.6856 | 0.752196 |
| 28 | 0.016414 | 0.1271 | 0.449625 |
| 29 | 0.07233 | 0.5603 | 0.288691 |
| 30 | 0.047241 | 0.3659 | 0.357854 |
| 31 | -0.04702 | -0.3642 | 0.64151 |
| 32 | -0.014354 | -0.1112 | 0.544081 |
| 33 | 0.018836 | 0.1459 | 0.442242 |
| 34 | -0.080224 | -0.6214 | 0.731659 |
| 35 | 0.064631 | 0.5006 | 0.309232 |
| 36 | -0.001502 | -0.0116 | 0.504621 |
| 37 | -0.08477 | -0.6566 | 0.743035 |
| 38 | -0.101493 | -0.7862 | 0.782566 |
| 39 | 0.054272 | 0.4204 | 0.337851 |
| 40 | -0.018085 | -0.1401 | 0.55547 |
| 41 | 0.05039 | 0.3903 | 0.348841 |
| 42 | -0.126569 | -0.9804 | 0.834587 |
| 43 | 0.014622 | 0.1133 | 0.4551 |
| 44 | -0.067767 | -0.5249 | 0.699214 |
| 45 | -0.026935 | -0.2086 | 0.58228 |
| 46 | 0.075073 | 0.5815 | 0.281537 |
| 47 | -0.063564 | -0.4924 | 0.687871 |
