| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.911247 | 6.3133 | 0 |
| 2 | 0.810222 | 5.6134 | 0 |
| 3 | 0.717379 | 4.9701 | 4e-06 |
| 4 | 0.622191 | 4.3107 | 4e-05 |
| 5 | 0.533438 | 3.6958 | 0.000281 |
| 6 | 0.424957 | 2.9442 | 0.002489 |
| 7 | 0.309319 | 2.143 | 0.018604 |
| 8 | 0.211234 | 1.4635 | 0.074928 |
| 9 | 0.094743 | 0.6564 | 0.25735 |
| 10 | -0.021449 | -0.1486 | 0.441244 |
| 11 | -0.136918 | -0.9486 | 0.173789 |
| 12 | -0.247614 | -1.7155 | 0.04635 |
| 13 | -0.281318 | -1.949 | 0.028574 |
| 14 | -0.306842 | -2.1259 | 0.019343 |
| 15 | -0.341569 | -2.3665 | 0.011021 |
| 16 | -0.375998 | -2.605 | 0.006098 |
| 17 | -0.409404 | -2.8364 | 0.003331 |
| 18 | -0.433308 | -3.002 | 0.002124 |
| 19 | -0.412944 | -2.861 | 0.003119 |
| 20 | -0.387466 | -2.6844 | 0.004971 |
| 21 | -0.351763 | -2.4371 | 0.009282 |
| 22 | -0.31606 | -2.1897 | 0.016718 |
| 23 | -0.28108 | -1.9474 | 0.028676 |
| 24 | -0.24853 | -1.7219 | 0.045766 |
| 25 | -0.210867 | -1.4609 | 0.075275 |
| 26 | -0.174865 | -1.2115 | 0.115817 |
| 27 | -0.135071 | -0.9358 | 0.17703 |
| 28 | -0.094255 | -0.653 | 0.25843 |
| 29 | -0.053439 | -0.3702 | 0.356418 |
| 30 | -0.008532 | -0.0591 | 0.476554 |
| 31 | 0.004376 | 0.0303 | 0.487969 |
| 32 | 0.004715 | 0.0327 | 0.487037 |
| 33 | 0.008122 | 0.0563 | 0.47768 |
| 34 | 0.012253 | 0.0849 | 0.46635 |
| 35 | 0.016384 | 0.1135 | 0.455048 |
| 36 | 0.016425 | 0.1138 | 0.454937 |
| 37 | 0.011055 | 0.0766 | 0.469634 |
| 38 | 0.011138 | 0.0772 | 0.469405 |
| 39 | 0.008452 | 0.0586 | 0.476773 |
| 40 | 0.004445 | 0.0308 | 0.487779 |
| 41 | 0.000439 | 0.003 | 0.498794 |
| 42 | -0.000671 | -0.0046 | 0.498155 |
| 43 | -0.000758 | -0.0053 | 0.497916 |
| 44 | -0.000547 | -0.0038 | 0.498497 |
| 45 | -0.000634 | -0.0044 | 0.498257 |
| 46 | -0.000423 | -0.0029 | 0.498838 |
| 47 | -0.000211 | -0.0015 | 0.499419 |
| 48 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.911247 | 6.3133 | 0 |
| 2 | -0.118777 | -0.8229 | 0.207313 |
| 3 | -0.00235 | -0.0163 | 0.493538 |
| 4 | -0.074903 | -0.5189 | 0.303092 |
| 5 | -0.01529 | -0.1059 | 0.458038 |
| 6 | -0.184041 | -1.2751 | 0.10421 |
| 7 | -0.099306 | -0.688 | 0.247379 |
| 8 | 0.011001 | 0.0762 | 0.469781 |
| 9 | -0.208545 | -1.4448 | 0.0775 |
| 10 | -0.088802 | -0.6152 | 0.270653 |
| 11 | -0.123531 | -0.8559 | 0.198166 |
| 12 | -0.084053 | -0.5823 | 0.281534 |
| 13 | 0.333748 | 2.3123 | 0.012548 |
| 14 | -0.064705 | -0.4483 | 0.32798 |
| 15 | -0.068489 | -0.4745 | 0.318645 |
| 16 | -0.099923 | -0.6923 | 0.246046 |
| 17 | -0.048225 | -0.3341 | 0.369875 |
| 18 | -0.121189 | -0.8396 | 0.202642 |
| 19 | 0.192167 | 1.3314 | 0.094678 |
| 20 | 0.023461 | 0.1625 | 0.43578 |
| 21 | -0.064088 | -0.444 | 0.329515 |
| 22 | -0.069785 | -0.4835 | 0.315475 |
| 23 | -0.052726 | -0.3653 | 0.358247 |
| 24 | -0.113953 | -0.7895 | 0.216855 |
| 25 | 0.218403 | 1.5131 | 0.068401 |
| 26 | -0.00974 | -0.0675 | 0.473239 |
| 27 | -0.0906 | -0.6277 | 0.26659 |
| 28 | -0.067565 | -0.4681 | 0.320916 |
| 29 | -0.031003 | -0.2148 | 0.415418 |
| 30 | -0.026651 | -0.1846 | 0.427144 |
| 31 | 0.019789 | 0.1371 | 0.44576 |
| 32 | -0.008473 | -0.0587 | 0.476715 |
| 33 | -0.061663 | -0.4272 | 0.335566 |
| 34 | -0.080603 | -0.5584 | 0.289571 |
| 35 | -0.038792 | -0.2688 | 0.394634 |
| 36 | -0.097144 | -0.673 | 0.252077 |
| 37 | 0.198128 | 1.3727 | 0.088118 |
| 38 | 0.030847 | 0.2137 | 0.415839 |
| 39 | -0.051199 | -0.3547 | 0.362179 |
| 40 | -0.068237 | -0.4728 | 0.319264 |
| 41 | -0.02096 | -0.1452 | 0.442574 |
| 42 | -0.000665 | -0.0046 | 0.498172 |
| 43 | 0.007992 | 0.0554 | 0.478036 |
| 44 | 0.006461 | 0.0448 | 0.482242 |
| 45 | -0.0274 | -0.1898 | 0.425121 |
| 46 | -0.066692 | -0.4621 | 0.323065 |
| 47 | -0.025355 | -0.1757 | 0.430648 |
| 48 | NA | NA | NA |
