| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.952341 | 7.3768 | 0 |
| 2 | 0.896456 | 6.9439 | 0 |
| 3 | 0.837426 | 6.4867 | 0 |
| 4 | 0.778155 | 6.0276 | 0 |
| 5 | 0.718205 | 5.5632 | 0 |
| 6 | 0.655853 | 5.0802 | 2e-06 |
| 7 | 0.590532 | 4.5742 | 1.2e-05 |
| 8 | 0.523212 | 4.0528 | 7.4e-05 |
| 9 | 0.464868 | 3.6008 | 0.000322 |
| 10 | 0.407346 | 3.1553 | 0.001253 |
| 11 | 0.349695 | 2.7087 | 0.004395 |
| 12 | 0.290237 | 2.2482 | 0.014126 |
| 13 | 0.227812 | 1.7646 | 0.041358 |
| 14 | 0.169387 | 1.3121 | 0.097248 |
| 15 | 0.131208 | 1.0163 | 0.156775 |
| 16 | 0.105247 | 0.8152 | 0.209079 |
| 17 | 0.086157 | 0.6674 | 0.253547 |
| 18 | 0.067757 | 0.5248 | 0.300813 |
| 19 | 0.049163 | 0.3808 | 0.352343 |
| 20 | 0.030633 | 0.2373 | 0.406622 |
| 21 | 0.011677 | 0.0904 | 0.464117 |
| 22 | -0.004554 | -0.0353 | 0.485987 |
| 23 | -0.01912 | -0.1481 | 0.441379 |
| 24 | -0.034912 | -0.2704 | 0.393881 |
| 25 | -0.053381 | -0.4135 | 0.340363 |
| 26 | -0.074946 | -0.5805 | 0.281865 |
| 27 | -0.09748 | -0.7551 | 0.226578 |
| 28 | -0.113546 | -0.8795 | 0.191314 |
| 29 | -0.128281 | -0.9937 | 0.16219 |
| 30 | -0.143435 | -1.111 | 0.135491 |
| 31 | -0.159203 | -1.2332 | 0.11116 |
| 32 | -0.177389 | -1.3741 | 0.087269 |
| 33 | -0.197874 | -1.5327 | 0.0653 |
| 34 | -0.217521 | -1.6849 | 0.048601 |
| 35 | -0.237183 | -1.8372 | 0.035566 |
| 36 | -0.257072 | -1.9913 | 0.025505 |
| 37 | -0.278218 | -2.1551 | 0.01759 |
| 38 | -0.301574 | -2.336 | 0.011426 |
| 39 | -0.32566 | -2.5226 | 0.00716 |
| 40 | -0.347407 | -2.691 | 0.004608 |
| 41 | -0.367405 | -2.8459 | 0.003026 |
| 42 | -0.385837 | -2.9887 | 0.002028 |
| 43 | -0.404286 | -3.1316 | 0.001343 |
| 44 | -0.422086 | -3.2695 | 0.000893 |
| 45 | -0.435143 | -3.3706 | 0.000658 |
| 46 | -0.438548 | -3.397 | 0.000607 |
| 47 | -0.424343 | -3.2869 | 0.000848 |
| 48 | -0.399638 | -3.0956 | 0.001492 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.952341 | 7.3768 | 0 |
| 2 | -0.112818 | -0.8739 | 0.192833 |
| 3 | -0.0564 | -0.4369 | 0.331885 |
| 4 | -0.029934 | -0.2319 | 0.408716 |
| 5 | -0.039924 | -0.3093 | 0.379101 |
| 6 | -0.060174 | -0.4661 | 0.321413 |
| 7 | -0.066032 | -0.5115 | 0.305445 |
| 8 | -0.057438 | -0.4449 | 0.328993 |
| 9 | 0.059108 | 0.4579 | 0.324356 |
| 10 | -0.04508 | -0.3492 | 0.364087 |
| 11 | -0.047461 | -0.3676 | 0.357221 |
| 12 | -0.060638 | -0.4697 | 0.320136 |
| 13 | -0.075108 | -0.5818 | 0.281445 |
| 14 | -0.003327 | -0.0258 | 0.489763 |
| 15 | 0.167222 | 1.2953 | 0.10009 |
| 16 | 0.063637 | 0.4929 | 0.311931 |
| 17 | 0.030185 | 0.2338 | 0.407963 |
| 18 | -0.034068 | -0.2639 | 0.396384 |
| 19 | -0.038592 | -0.2989 | 0.383013 |
| 20 | -0.043454 | -0.3366 | 0.368798 |
| 21 | -0.058451 | -0.4528 | 0.326178 |
| 22 | -0.008513 | -0.0659 | 0.473821 |
| 23 | 0.021675 | 0.1679 | 0.433616 |
| 24 | -0.027958 | -0.2166 | 0.414643 |
| 25 | -0.052246 | -0.4047 | 0.343569 |
| 26 | -0.080176 | -0.621 | 0.268462 |
| 27 | -0.067523 | -0.523 | 0.301438 |
| 28 | 0.040549 | 0.3141 | 0.377269 |
| 29 | 0.019429 | 0.1505 | 0.44044 |
| 30 | 0.016955 | 0.1313 | 0.447975 |
| 31 | 0.009373 | 0.0726 | 0.471183 |
| 32 | -0.049801 | -0.3858 | 0.350522 |
| 33 | -0.069384 | -0.5374 | 0.296474 |
| 34 | -0.045884 | -0.3554 | 0.361762 |
| 35 | -0.055625 | -0.4309 | 0.334054 |
| 36 | -0.013269 | -0.1028 | 0.459238 |
| 37 | -0.022595 | -0.175 | 0.430826 |
| 38 | -0.051338 | -0.3977 | 0.346146 |
| 39 | -0.061319 | -0.475 | 0.318265 |
| 40 | -0.059585 | -0.4615 | 0.323038 |
| 41 | -0.058764 | -0.4552 | 0.325311 |
| 42 | -0.009052 | -0.0701 | 0.472166 |
| 43 | -0.019391 | -0.1502 | 0.440554 |
| 44 | -0.003362 | -0.026 | 0.489655 |
| 45 | 0.026067 | 0.2019 | 0.420334 |
| 46 | 0.051438 | 0.3984 | 0.345862 |
| 47 | 0.137613 | 1.0659 | 0.145359 |
| 48 | 0.06697 | 0.5187 | 0.302922 |
