| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.970404 | 8.2342 | 0 |
| 2 | 0.935843 | 7.9409 | 0 |
| 3 | 0.89794 | 7.6193 | 0 |
| 4 | 0.862364 | 7.3174 | 0 |
| 5 | 0.825929 | 7.0082 | 0 |
| 6 | 0.789693 | 6.7008 | 0 |
| 7 | 0.752993 | 6.3894 | 0 |
| 8 | 0.714908 | 6.0662 | 0 |
| 9 | 0.676199 | 5.7377 | 0 |
| 10 | 0.636101 | 5.3975 | 0 |
| 11 | 0.595449 | 5.0526 | 2e-06 |
| 12 | 0.553934 | 4.7003 | 6e-06 |
| 13 | 0.511362 | 4.3391 | 2.3e-05 |
| 14 | 0.467823 | 3.9696 | 8.4e-05 |
| 15 | 0.425663 | 3.6119 | 0.00028 |
| 16 | 0.382525 | 3.2458 | 0.000889 |
| 17 | 0.338089 | 2.8688 | 0.002702 |
| 18 | 0.292644 | 2.4832 | 0.007676 |
| 19 | 0.248649 | 2.1099 | 0.019173 |
| 20 | 0.205199 | 1.7412 | 0.042963 |
| 21 | 0.160878 | 1.3651 | 0.088237 |
| 22 | 0.117243 | 0.9948 | 0.161573 |
| 23 | 0.072887 | 0.6185 | 0.26911 |
| 24 | 0.029144 | 0.2473 | 0.402693 |
| 25 | -0.015913 | -0.135 | 0.446485 |
| 26 | -0.062021 | -0.5263 | 0.300162 |
| 27 | -0.109684 | -0.9307 | 0.17756 |
| 28 | -0.149483 | -1.2684 | 0.104369 |
| 29 | -0.18204 | -1.5447 | 0.063407 |
| 30 | -0.204575 | -1.7359 | 0.043431 |
| 31 | -0.227714 | -1.9322 | 0.028634 |
| 32 | -0.249663 | -2.1185 | 0.018794 |
| 33 | -0.271766 | -2.306 | 0.011996 |
| 34 | -0.292626 | -2.483 | 0.007679 |
| 35 | -0.312051 | -2.6478 | 0.004973 |
| 36 | -0.330912 | -2.8079 | 0.003207 |
| 37 | -0.350014 | -2.97 | 0.002022 |
| 38 | -0.368276 | -3.1249 | 0.001282 |
| 39 | -0.384284 | -3.2608 | 0.00085 |
| 40 | -0.398497 | -3.3814 | 0.000584 |
| 41 | -0.41319 | -3.506 | 0.000394 |
| 42 | -0.426729 | -3.6209 | 0.000271 |
| 43 | -0.440726 | -3.7397 | 0.000183 |
| 44 | -0.446038 | -3.7848 | 0.000158 |
| 45 | -0.445482 | -3.78 | 0.00016 |
| 46 | -0.437236 | -3.7101 | 0.000202 |
| 47 | -0.429166 | -3.6416 | 0.000254 |
| 48 | -0.420487 | -3.5679 | 0.000322 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.970404 | 8.2342 | 0 |
| 2 | -0.100161 | -0.8499 | 0.199101 |
| 3 | -0.068774 | -0.5836 | 0.280668 |
| 4 | 0.029063 | 0.2466 | 0.402956 |
| 5 | -0.038247 | -0.3245 | 0.373238 |
| 6 | -0.018653 | -0.1583 | 0.437341 |
| 7 | -0.024906 | -0.2113 | 0.416612 |
| 8 | -0.045866 | -0.3892 | 0.349145 |
| 9 | -0.028103 | -0.2385 | 0.406102 |
| 10 | -0.044161 | -0.3747 | 0.354485 |
| 11 | -0.031884 | -0.2705 | 0.393757 |
| 12 | -0.03707 | -0.3146 | 0.377005 |
| 13 | -0.044503 | -0.3776 | 0.35341 |
| 14 | -0.041271 | -0.3502 | 0.363606 |
| 15 | -0.002146 | -0.0182 | 0.49276 |
| 16 | -0.050365 | -0.4274 | 0.335196 |
| 17 | -0.054328 | -0.461 | 0.323097 |
| 18 | -0.042879 | -0.3638 | 0.358523 |
| 19 | -0.007217 | -0.0612 | 0.475669 |
| 20 | -0.028729 | -0.2438 | 0.404049 |
| 21 | -0.055666 | -0.4723 | 0.319056 |
| 22 | -0.022109 | -0.1876 | 0.425859 |
| 23 | -0.051224 | -0.4346 | 0.332559 |
| 24 | -0.031437 | -0.2668 | 0.395212 |
| 25 | -0.063243 | -0.5366 | 0.296588 |
| 26 | -0.064992 | -0.5515 | 0.291508 |
| 27 | -0.071847 | -0.6096 | 0.27201 |
| 28 | 0.090492 | 0.7679 | 0.222543 |
| 29 | 0.067185 | 0.5701 | 0.285197 |
| 30 | 0.110102 | 0.9342 | 0.176649 |
| 31 | -0.064739 | -0.5493 | 0.292241 |
| 32 | -0.017571 | -0.1491 | 0.440947 |
| 33 | -0.020258 | -0.1719 | 0.432 |
| 34 | -0.015996 | -0.1357 | 0.446208 |
| 35 | -0.013889 | -0.1179 | 0.453255 |
| 36 | -0.033615 | -0.2852 | 0.388144 |
| 37 | -0.052463 | -0.4452 | 0.328769 |
| 38 | -0.02163 | -0.1835 | 0.427445 |
| 39 | -0.006693 | -0.0568 | 0.477435 |
| 40 | -0.017346 | -0.1472 | 0.441697 |
| 41 | -0.064527 | -0.5475 | 0.292854 |
| 42 | -0.017348 | -0.1472 | 0.441692 |
| 43 | -0.048514 | -0.4117 | 0.340906 |
| 44 | 0.118076 | 1.0019 | 0.159871 |
| 45 | 0.044328 | 0.3761 | 0.353961 |
| 46 | 0.086689 | 0.7356 | 0.232187 |
| 47 | -0.034668 | -0.2942 | 0.384738 |
| 48 | -0.013488 | -0.1145 | 0.454599 |
