| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.918872 | 7.1176 | 0 |
| 2 | 0.837621 | 6.4882 | 0 |
| 3 | 0.769741 | 5.9624 | 0 |
| 4 | 0.677736 | 5.2497 | 1e-06 |
| 5 | 0.577229 | 4.4712 | 1.8e-05 |
| 6 | 0.51792 | 4.0118 | 8.5e-05 |
| 7 | 0.489426 | 3.7911 | 0.000175 |
| 8 | 0.465065 | 3.6024 | 0.000321 |
| 9 | 0.441604 | 3.4207 | 0.000565 |
| 10 | 0.426338 | 3.3024 | 0.000809 |
| 11 | 0.403556 | 3.1259 | 0.001366 |
| 12 | 0.367298 | 2.8451 | 0.003033 |
| 13 | 0.306131 | 2.3713 | 0.010477 |
| 14 | 0.237801 | 1.842 | 0.035209 |
| 15 | 0.167085 | 1.2942 | 0.100271 |
| 16 | 0.106257 | 0.8231 | 0.206865 |
| 17 | 0.051351 | 0.3978 | 0.346107 |
| 18 | 0.002634 | 0.0204 | 0.491895 |
| 19 | -0.029531 | -0.2287 | 0.409923 |
| 20 | -0.039984 | -0.3097 | 0.378925 |
| 21 | -0.050225 | -0.389 | 0.349311 |
| 22 | -0.054321 | -0.4208 | 0.337714 |
| 23 | -0.054326 | -0.4208 | 0.3377 |
| 24 | -0.063803 | -0.4942 | 0.311478 |
| 25 | -0.098521 | -0.7631 | 0.224184 |
| 26 | -0.13317 | -1.0315 | 0.153216 |
| 27 | -0.175517 | -1.3596 | 0.08953 |
| 28 | -0.226298 | -1.7529 | 0.042364 |
| 29 | -0.267031 | -2.0684 | 0.021459 |
| 30 | -0.303311 | -2.3494 | 0.011056 |
| 31 | -0.326674 | -2.5304 | 0.007017 |
| 32 | -0.339795 | -2.632 | 0.005387 |
| 33 | -0.34332 | -2.6593 | 0.005012 |
| 34 | -0.335485 | -2.5987 | 0.00588 |
| 35 | -0.330699 | -2.5616 | 0.006475 |
| 36 | -0.327863 | -2.5396 | 0.006853 |
| 37 | -0.330532 | -2.5603 | 0.006497 |
| 38 | -0.337355 | -2.6131 | 0.005661 |
| 39 | -0.362536 | -2.8082 | 0.003356 |
| 40 | -0.383135 | -2.9678 | 0.002152 |
| 41 | -0.39859 | -3.0875 | 0.001527 |
| 42 | -0.4057 | -3.1425 | 0.001301 |
| 43 | -0.403461 | -3.1252 | 0.001369 |
| 44 | -0.374445 | -2.9004 | 0.002601 |
| 45 | -0.335753 | -2.6007 | 0.005848 |
| 46 | -0.282262 | -2.1864 | 0.016349 |
| 47 | -0.237959 | -1.8432 | 0.035119 |
| 48 | -0.204007 | -1.5802 | 0.059656 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.918872 | 7.1176 | 0 |
| 2 | -0.043069 | -0.3336 | 0.369919 |
| 3 | 0.041834 | 0.324 | 0.373516 |
| 4 | -0.194606 | -1.5074 | 0.068476 |
| 5 | -0.102919 | -0.7972 | 0.214236 |
| 6 | 0.188266 | 1.4583 | 0.074986 |
| 7 | 0.184827 | 1.4317 | 0.078715 |
| 8 | 0.059156 | 0.4582 | 0.324226 |
| 9 | -0.069466 | -0.5381 | 0.296256 |
| 10 | -0.064102 | -0.4965 | 0.310667 |
| 11 | -0.058241 | -0.4511 | 0.32676 |
| 12 | -0.012776 | -0.099 | 0.460749 |
| 13 | -0.142292 | -1.1022 | 0.13739 |
| 14 | -0.086285 | -0.6684 | 0.253233 |
| 15 | -0.066404 | -0.5144 | 0.304444 |
| 16 | 0.060967 | 0.4723 | 0.31923 |
| 17 | 0.010245 | 0.0794 | 0.468505 |
| 18 | -0.072178 | -0.5591 | 0.289092 |
| 19 | -0.041472 | -0.3212 | 0.374572 |
| 20 | 0.062576 | 0.4847 | 0.314822 |
| 21 | 0.026721 | 0.207 | 0.418364 |
| 22 | 0.056997 | 0.4415 | 0.33022 |
| 23 | -0.017058 | -0.1321 | 0.447661 |
| 24 | -0.074943 | -0.5805 | 0.281873 |
| 25 | -0.133693 | -1.0356 | 0.152276 |
| 26 | 0.004739 | 0.0367 | 0.485418 |
| 27 | -0.053356 | -0.4133 | 0.340432 |
| 28 | -0.058084 | -0.4499 | 0.327195 |
| 29 | -0.003535 | -0.0274 | 0.489123 |
| 30 | -0.093474 | -0.724 | 0.235927 |
| 31 | 0.013647 | 0.1057 | 0.458084 |
| 32 | -0.033179 | -0.257 | 0.399026 |
| 33 | -0.013971 | -0.1082 | 0.457093 |
| 34 | 0.020613 | 0.1597 | 0.436839 |
| 35 | -0.02851 | -0.2208 | 0.412984 |
| 36 | 0.000896 | 0.0069 | 0.497242 |
| 37 | -0.015243 | -0.1181 | 0.453203 |
| 38 | -0.008847 | -0.0685 | 0.472796 |
| 39 | -0.123113 | -0.9536 | 0.172049 |
| 40 | -0.003027 | -0.0234 | 0.490686 |
| 41 | -0.009613 | -0.0745 | 0.470446 |
| 42 | 0.066455 | 0.5148 | 0.304306 |
| 43 | 0.003926 | 0.0304 | 0.487921 |
| 44 | 0.079996 | 0.6196 | 0.268918 |
| 45 | -0.001512 | -0.0117 | 0.495347 |
| 46 | 0.086757 | 0.672 | 0.252077 |
| 47 | -0.064892 | -0.5027 | 0.308524 |
| 48 | -0.061629 | -0.4774 | 0.317413 |
