| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.939345 | 7.9706 | 0 |
| 2 | 0.874738 | 7.4224 | 0 |
| 3 | 0.816814 | 6.9309 | 0 |
| 4 | 0.764758 | 6.4892 | 0 |
| 5 | 0.711173 | 6.0345 | 0 |
| 6 | 0.655499 | 5.5621 | 0 |
| 7 | 0.591374 | 5.018 | 2e-06 |
| 8 | 0.525273 | 4.4571 | 1.5e-05 |
| 9 | 0.46975 | 3.986 | 8e-05 |
| 10 | 0.441421 | 3.7456 | 0.00018 |
| 11 | 0.411895 | 3.495 | 0.000408 |
| 12 | 0.379721 | 3.222 | 0.000956 |
| 13 | 0.33036 | 2.8032 | 0.003249 |
| 14 | 0.280976 | 2.3842 | 0.009878 |
| 15 | 0.232692 | 1.9745 | 0.026083 |
| 16 | 0.190927 | 1.6201 | 0.054794 |
| 17 | 0.144883 | 1.2294 | 0.111467 |
| 18 | 0.100197 | 0.8502 | 0.199017 |
| 19 | 0.055099 | 0.4675 | 0.320766 |
| 20 | 0.012554 | 0.1065 | 0.457732 |
| 21 | -0.025304 | -0.2147 | 0.415298 |
| 22 | -0.031562 | -0.2678 | 0.394806 |
| 23 | -0.041237 | -0.3499 | 0.363716 |
| 24 | -0.047665 | -0.4045 | 0.34354 |
| 25 | -0.051046 | -0.4331 | 0.333104 |
| 26 | -0.050954 | -0.4324 | 0.333385 |
| 27 | -0.057873 | -0.4911 | 0.312435 |
| 28 | -0.070197 | -0.5956 | 0.27664 |
| 29 | -0.088624 | -0.752 | 0.22725 |
| 30 | -0.104642 | -0.8879 | 0.188771 |
| 31 | -0.119739 | -1.016 | 0.156512 |
| 32 | -0.130587 | -1.1081 | 0.13576 |
| 33 | -0.143055 | -1.2139 | 0.114383 |
| 34 | -0.158078 | -1.3413 | 0.092013 |
| 35 | -0.177029 | -1.5021 | 0.068717 |
| 36 | -0.185844 | -1.5769 | 0.059597 |
| 37 | -0.193008 | -1.6377 | 0.052921 |
| 38 | -0.196373 | -1.6663 | 0.050001 |
| 39 | -0.206359 | -1.751 | 0.042101 |
| 40 | -0.215843 | -1.8315 | 0.035582 |
| 41 | -0.230687 | -1.9574 | 0.027086 |
| 42 | -0.243266 | -2.0642 | 0.021302 |
| 43 | -0.248247 | -2.1064 | 0.019326 |
| 44 | -0.253998 | -2.1552 | 0.017243 |
| 45 | -0.260245 | -2.2083 | 0.015206 |
| 46 | -0.27115 | -2.3008 | 0.012151 |
| 47 | -0.283087 | -2.4021 | 0.009442 |
| 48 | -0.297011 | -2.5202 | 0.006973 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.939345 | 7.9706 | 0 |
| 2 | -0.064874 | -0.5505 | 0.291848 |
| 3 | 0.023622 | 0.2004 | 0.420852 |
| 4 | 0.014417 | 0.1223 | 0.451489 |
| 5 | -0.043037 | -0.3652 | 0.358024 |
| 6 | -0.043459 | -0.3688 | 0.356694 |
| 7 | -0.104215 | -0.8843 | 0.189742 |
| 8 | -0.05536 | -0.4697 | 0.319977 |
| 9 | 0.041046 | 0.3483 | 0.36432 |
| 10 | 0.185543 | 1.5744 | 0.059891 |
| 11 | -0.036782 | -0.3121 | 0.37793 |
| 12 | -0.017035 | -0.1445 | 0.442735 |
| 13 | -0.162997 | -1.3831 | 0.085458 |
| 14 | -0.041215 | -0.3497 | 0.363784 |
| 15 | -0.059249 | -0.5027 | 0.308338 |
| 16 | -0.017066 | -0.1448 | 0.442633 |
| 17 | -0.072192 | -0.6126 | 0.271044 |
| 18 | 0.018509 | 0.1571 | 0.43782 |
| 19 | 0.019357 | 0.1643 | 0.434997 |
| 20 | -0.017591 | -0.1493 | 0.440881 |
| 21 | -0.018441 | -0.1565 | 0.438049 |
| 22 | 0.186353 | 1.5813 | 0.059102 |
| 23 | -0.061696 | -0.5235 | 0.301114 |
| 24 | 0.033727 | 0.2862 | 0.387781 |
| 25 | 0.029466 | 0.25 | 0.401638 |
| 26 | -0.011696 | -0.0992 | 0.460609 |
| 27 | -0.074698 | -0.6338 | 0.264099 |
| 28 | -0.093927 | -0.797 | 0.214037 |
| 29 | -0.081607 | -0.6925 | 0.245437 |
| 30 | 0.021204 | 0.1799 | 0.42886 |
| 31 | 0.067671 | 0.5742 | 0.283809 |
| 32 | -0.000473 | -0.004 | 0.498404 |
| 33 | 0.000202 | 0.0017 | 0.499319 |
| 34 | -0.078142 | -0.6631 | 0.254704 |
| 35 | -0.05965 | -0.5062 | 0.307149 |
| 36 | 0.004305 | 0.0365 | 0.48548 |
| 37 | -0.05308 | -0.4504 | 0.326888 |
| 38 | -0.027933 | -0.237 | 0.406659 |
| 39 | -0.027323 | -0.2318 | 0.408658 |
| 40 | 0.033776 | 0.2866 | 0.387622 |
| 41 | -0.051252 | -0.4349 | 0.332473 |
| 42 | -0.017423 | -0.1478 | 0.441441 |
| 43 | 0.074025 | 0.6281 | 0.265954 |
| 44 | -0.060577 | -0.514 | 0.304409 |
| 45 | 0.040267 | 0.3417 | 0.366795 |
| 46 | -0.051175 | -0.4342 | 0.332708 |
| 47 | -0.027976 | -0.2374 | 0.406515 |
| 48 | -0.118453 | -1.0051 | 0.159107 |
