| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.945419 | 10.862 | 0 |
| 2 | 0.881221 | 10.1245 | 0 |
| 3 | 0.81083 | 9.3157 | 0 |
| 4 | 0.744749 | 8.5565 | 0 |
| 5 | 0.677645 | 7.7855 | 0 |
| 6 | 0.612952 | 7.0423 | 0 |
| 7 | 0.543052 | 6.2392 | 0 |
| 8 | 0.473921 | 5.4449 | 0 |
| 9 | 0.420191 | 4.8276 | 2e-06 |
| 10 | 0.383522 | 4.4063 | 1.1e-05 |
| 11 | 0.355912 | 4.0891 | 3.7e-05 |
| 12 | 0.329438 | 3.7849 | 0.000116 |
| 13 | 0.307831 | 3.5367 | 0.00028 |
| 14 | 0.282325 | 3.2437 | 0.000747 |
| 15 | 0.254412 | 2.923 | 0.00204 |
| 16 | 0.233362 | 2.6811 | 0.004137 |
| 17 | 0.209987 | 2.4126 | 0.008607 |
| 18 | 0.19314 | 2.219 | 0.014097 |
| 19 | 0.177872 | 2.0436 | 0.021492 |
| 20 | 0.167582 | 1.9254 | 0.028167 |
| 21 | 0.160868 | 1.8482 | 0.033403 |
| 22 | 0.159874 | 1.8368 | 0.034243 |
| 23 | 0.159825 | 1.8363 | 0.034285 |
| 24 | 0.159325 | 1.8305 | 0.034715 |
| 25 | 0.160912 | 1.8487 | 0.033367 |
| 26 | 0.161109 | 1.851 | 0.033202 |
| 27 | 0.149292 | 1.7152 | 0.044324 |
| 28 | 0.127272 | 1.4622 | 0.073025 |
| 29 | 0.100811 | 1.1582 | 0.12443 |
| 30 | 0.068386 | 0.7857 | 0.216728 |
| 31 | 0.03184 | 0.3658 | 0.357543 |
| 32 | -0.003405 | -0.0391 | 0.484427 |
| 33 | -0.036769 | -0.4224 | 0.336694 |
| 34 | -0.067706 | -0.7779 | 0.219016 |
| 35 | -0.098314 | -1.1295 | 0.130358 |
| 36 | -0.128431 | -1.4756 | 0.071221 |
| 37 | -0.166675 | -1.9149 | 0.028831 |
| 38 | -0.20083 | -2.3074 | 0.011296 |
| 39 | -0.225336 | -2.5889 | 0.005354 |
| 40 | -0.250064 | -2.873 | 0.00237 |
| 41 | -0.27685 | -3.1808 | 0.000916 |
| 42 | -0.297125 | -3.4137 | 0.000426 |
| 43 | -0.317722 | -3.6504 | 0.000188 |
| 44 | -0.336605 | -3.8673 | 8.6e-05 |
| 45 | -0.353898 | -4.066 | 4.1e-05 |
| 46 | -0.367828 | -4.226 | 2.2e-05 |
| 47 | -0.372605 | -4.2809 | 1.8e-05 |
| 48 | -0.374836 | -4.3065 | 1.6e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.945419 | 10.862 | 0 |
| 2 | -0.118635 | -1.363 | 0.0876 |
| 3 | -0.085691 | -0.9845 | 0.163333 |
| 4 | 0.011281 | 0.1296 | 0.448538 |
| 5 | -0.052168 | -0.5994 | 0.274978 |
| 6 | -0.019737 | -0.2268 | 0.410478 |
| 7 | -0.090613 | -1.0411 | 0.149875 |
| 8 | -0.033279 | -0.3823 | 0.35141 |
| 9 | 0.108889 | 1.251 | 0.106566 |
| 10 | 0.098699 | 1.134 | 0.129432 |
| 11 | 0.021952 | 0.2522 | 0.400637 |
| 12 | -0.032651 | -0.3751 | 0.354083 |
| 13 | 0.024807 | 0.285 | 0.388042 |
| 14 | -0.060962 | -0.7004 | 0.242456 |
| 15 | -0.061414 | -0.7056 | 0.240842 |
| 16 | 0.03806 | 0.4373 | 0.331315 |
| 17 | -0.047574 | -0.5466 | 0.292792 |
| 18 | 0.075012 | 0.8618 | 0.195174 |
| 19 | 0.022982 | 0.264 | 0.396081 |
| 20 | 0.033478 | 0.3846 | 0.350563 |
| 21 | 0.039534 | 0.4542 | 0.32521 |
| 22 | 0.025332 | 0.291 | 0.385739 |
| 23 | -0.0185 | -0.2125 | 0.416003 |
| 24 | -0.025759 | -0.2959 | 0.383868 |
| 25 | 0.020354 | 0.2338 | 0.407734 |
| 26 | -0.014879 | -0.1709 | 0.432263 |
| 27 | -0.113074 | -1.2991 | 0.098084 |
| 28 | -0.066602 | -0.7652 | 0.222758 |
| 29 | -0.024551 | -0.2821 | 0.389164 |
| 30 | -0.040359 | -0.4637 | 0.321815 |
| 31 | -0.043944 | -0.5049 | 0.307244 |
| 32 | -0.01095 | -0.1258 | 0.450038 |
| 33 | 0.015663 | 0.18 | 0.428732 |
| 34 | 0.004329 | 0.0497 | 0.480206 |
| 35 | -0.048182 | -0.5536 | 0.290404 |
| 36 | -0.071421 | -0.8206 | 0.206686 |
| 37 | -0.136887 | -1.5727 | 0.059089 |
| 38 | -0.012125 | -0.1393 | 0.44471 |
| 39 | 0.035776 | 0.411 | 0.340856 |
| 40 | -0.06304 | -0.7243 | 0.235088 |
| 41 | -0.038875 | -0.4466 | 0.327932 |
| 42 | 0.055554 | 0.6383 | 0.262203 |
| 43 | -0.025158 | -0.289 | 0.386502 |
| 44 | -0.037763 | -0.4339 | 0.332547 |
| 45 | -0.072232 | -0.8299 | 0.204051 |
| 46 | -0.044681 | -0.5133 | 0.304285 |
| 47 | 0.057045 | 0.6554 | 0.256678 |
| 48 | -0.029287 | -0.3365 | 0.368523 |
