| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.934627 | 7.9306 | 0 |
| 2 | 0.872729 | 7.4054 | 0 |
| 3 | 0.814455 | 6.9109 | 0 |
| 4 | 0.759432 | 6.444 | 0 |
| 5 | 0.71873 | 6.0986 | 0 |
| 6 | 0.676088 | 5.7368 | 0 |
| 7 | 0.631767 | 5.3607 | 0 |
| 8 | 0.586245 | 4.9745 | 2e-06 |
| 9 | 0.538033 | 4.5654 | 1e-05 |
| 10 | 0.499484 | 4.2383 | 3.3e-05 |
| 11 | 0.460048 | 3.9036 | 0.000106 |
| 12 | 0.42207 | 3.5814 | 0.000309 |
| 13 | 0.378878 | 3.2149 | 0.000977 |
| 14 | 0.333777 | 2.8322 | 0.002996 |
| 15 | 0.296543 | 2.5163 | 0.007045 |
| 16 | 0.265373 | 2.2518 | 0.013694 |
| 17 | 0.241126 | 2.046 | 0.022204 |
| 18 | 0.213167 | 1.8088 | 0.03733 |
| 19 | 0.183722 | 1.5589 | 0.061699 |
| 20 | 0.155477 | 1.3193 | 0.09563 |
| 21 | 0.125433 | 1.0643 | 0.145366 |
| 22 | 0.107065 | 0.9085 | 0.183329 |
| 23 | 0.087898 | 0.7458 | 0.229097 |
| 24 | 0.069389 | 0.5888 | 0.278925 |
| 25 | 0.049344 | 0.4187 | 0.338341 |
| 26 | 0.025125 | 0.2132 | 0.415891 |
| 27 | 0.006966 | 0.0591 | 0.476514 |
| 28 | -0.013761 | -0.1168 | 0.453687 |
| 29 | -0.030519 | -0.259 | 0.398201 |
| 30 | -0.047918 | -0.4066 | 0.342755 |
| 31 | -0.067414 | -0.572 | 0.284541 |
| 32 | -0.087211 | -0.74 | 0.230849 |
| 33 | -0.105217 | -0.8928 | 0.187471 |
| 34 | -0.120673 | -1.0239 | 0.154645 |
| 35 | -0.135959 | -1.1536 | 0.12623 |
| 36 | -0.15123 | -1.2832 | 0.101764 |
| 37 | -0.168203 | -1.4273 | 0.078915 |
| 38 | -0.186056 | -1.5787 | 0.05939 |
| 39 | -0.203175 | -1.724 | 0.0445 |
| 40 | -0.217532 | -1.8458 | 0.034514 |
| 41 | -0.230455 | -1.9555 | 0.027204 |
| 42 | -0.244324 | -2.0732 | 0.020869 |
| 43 | -0.261094 | -2.2155 | 0.014946 |
| 44 | -0.277124 | -2.3515 | 0.010719 |
| 45 | -0.288826 | -2.4508 | 0.008343 |
| 46 | -0.30324 | -2.5731 | 0.00607 |
| 47 | -0.312125 | -2.6485 | 0.004965 |
| 48 | -0.325468 | -2.7617 | 0.003646 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.934627 | 7.9306 | 0 |
| 2 | -0.006314 | -0.0536 | 0.478711 |
| 3 | -0.003721 | -0.0316 | 0.487448 |
| 4 | -0.005004 | -0.0425 | 0.483126 |
| 5 | 0.083936 | 0.7122 | 0.239316 |
| 6 | -0.032988 | -0.2799 | 0.390173 |
| 7 | -0.033323 | -0.2828 | 0.389087 |
| 8 | -0.032677 | -0.2773 | 0.391183 |
| 9 | -0.03952 | -0.3353 | 0.369172 |
| 10 | 0.042175 | 0.3579 | 0.360744 |
| 11 | -0.033412 | -0.2835 | 0.388799 |
| 12 | -0.014737 | -0.125 | 0.450417 |
| 13 | -0.069138 | -0.5867 | 0.279635 |
| 14 | -0.03224 | -0.2736 | 0.392602 |
| 15 | 0.025933 | 0.2201 | 0.413227 |
| 16 | 0.021279 | 0.1806 | 0.42861 |
| 17 | 0.024483 | 0.2077 | 0.418008 |
| 18 | -0.050218 | -0.4261 | 0.335647 |
| 19 | -0.016371 | -0.1389 | 0.444955 |
| 20 | -0.007727 | -0.0656 | 0.473953 |
| 21 | -0.028742 | -0.2439 | 0.404009 |
| 22 | 0.053416 | 0.4533 | 0.325865 |
| 23 | -0.02943 | -0.2497 | 0.401755 |
| 24 | -0.006243 | -0.053 | 0.478949 |
| 25 | -0.028935 | -0.2455 | 0.403375 |
| 26 | -0.030796 | -0.2613 | 0.397299 |
| 27 | 0.013132 | 0.1114 | 0.455795 |
| 28 | -0.04733 | -0.4016 | 0.34458 |
| 29 | 0.004861 | 0.0413 | 0.483605 |
| 30 | -0.031001 | -0.2631 | 0.396631 |
| 31 | -0.011925 | -0.1012 | 0.459841 |
| 32 | -0.033333 | -0.2828 | 0.389056 |
| 33 | -0.003082 | -0.0261 | 0.489606 |
| 34 | -0.012917 | -0.1096 | 0.456514 |
| 35 | -0.02866 | -0.2432 | 0.404276 |
| 36 | -0.009133 | -0.0775 | 0.469223 |
| 37 | -0.03505 | -0.2974 | 0.383507 |
| 38 | -0.01497 | -0.127 | 0.449637 |
| 39 | -0.031342 | -0.2659 | 0.39552 |
| 40 | -0.006037 | -0.0512 | 0.479644 |
| 41 | -0.016123 | -0.1368 | 0.445782 |
| 42 | -0.034539 | -0.2931 | 0.385156 |
| 43 | -0.035341 | -0.2999 | 0.382566 |
| 44 | -0.025 | -0.2121 | 0.416301 |
| 45 | 0.011433 | 0.097 | 0.461494 |
| 46 | -0.057603 | -0.4888 | 0.313244 |
| 47 | 0.008897 | 0.0755 | 0.470014 |
| 48 | -0.053869 | -0.4571 | 0.32449 |
