| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.963315 | 8.174 | 0 |
| 2 | 0.926629 | 7.8627 | 0 |
| 3 | 0.889944 | 7.5514 | 0 |
| 4 | 0.853258 | 7.2401 | 0 |
| 5 | 0.816826 | 6.931 | 0 |
| 6 | 0.780395 | 6.6219 | 0 |
| 7 | 0.743963 | 6.3127 | 0 |
| 8 | 0.707532 | 6.0036 | 0 |
| 9 | 0.674877 | 5.7265 | 0 |
| 10 | 0.642222 | 5.4494 | 0 |
| 11 | 0.609568 | 5.1724 | 1e-06 |
| 12 | 0.576913 | 4.8953 | 3e-06 |
| 13 | 0.527137 | 4.4729 | 1.4e-05 |
| 14 | 0.477361 | 4.0505 | 6.4e-05 |
| 15 | 0.427585 | 3.6282 | 0.000265 |
| 16 | 0.377809 | 3.2058 | 0.001005 |
| 17 | 0.333957 | 2.8337 | 0.002983 |
| 18 | 0.290105 | 2.4616 | 0.008114 |
| 19 | 0.246254 | 2.0895 | 0.020097 |
| 20 | 0.202402 | 1.7174 | 0.045099 |
| 21 | 0.168191 | 1.4272 | 0.078929 |
| 22 | 0.133981 | 1.1369 | 0.129682 |
| 23 | 0.09977 | 0.8466 | 0.200017 |
| 24 | 0.06556 | 0.5563 | 0.289867 |
| 25 | 0.019834 | 0.1683 | 0.433409 |
| 26 | -0.025891 | -0.2197 | 0.413366 |
| 27 | -0.071617 | -0.6077 | 0.272654 |
| 28 | -0.117342 | -0.9957 | 0.16137 |
| 29 | -0.157059 | -1.3327 | 0.093419 |
| 30 | -0.196775 | -1.6697 | 0.049661 |
| 31 | -0.236492 | -2.0067 | 0.024269 |
| 32 | -0.276208 | -2.3437 | 0.010929 |
| 33 | -0.293263 | -2.4884 | 0.007573 |
| 34 | -0.310317 | -2.6331 | 0.005174 |
| 35 | -0.327372 | -2.7778 | 0.003486 |
| 36 | -0.344426 | -2.9226 | 0.002318 |
| 37 | -0.365173 | -3.0986 | 0.001386 |
| 38 | -0.38592 | -3.2746 | 0.000814 |
| 39 | -0.406667 | -3.4507 | 0.00047 |
| 40 | -0.427413 | -3.6267 | 0.000266 |
| 41 | -0.428864 | -3.639 | 0.000256 |
| 42 | -0.430314 | -3.6513 | 0.000246 |
| 43 | -0.431764 | -3.6636 | 0.000236 |
| 44 | -0.433215 | -3.6759 | 0.000227 |
| 45 | -0.427608 | -3.6284 | 0.000265 |
| 46 | -0.422001 | -3.5808 | 0.000309 |
| 47 | -0.416395 | -3.5332 | 0.000361 |
| 48 | -0.410788 | -3.4857 | 0.00042 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.963315 | 8.174 | 0 |
| 2 | -0.018685 | -0.1586 | 0.437233 |
| 3 | -0.019041 | -0.1616 | 0.436048 |
| 4 | -0.019411 | -0.1647 | 0.434818 |
| 5 | -0.016266 | -0.138 | 0.445304 |
| 6 | -0.020053 | -0.1702 | 0.432683 |
| 7 | -0.020463 | -0.1736 | 0.43132 |
| 8 | -0.020891 | -0.1773 | 0.4299 |
| 9 | 0.031253 | 0.2652 | 0.395811 |
| 10 | -0.019624 | -0.1665 | 0.434108 |
| 11 | -0.020017 | -0.1699 | 0.432801 |
| 12 | -0.020426 | -0.1733 | 0.431443 |
| 13 | -0.259335 | -2.2005 | 0.015489 |
| 14 | -0.03473 | -0.2947 | 0.384538 |
| 15 | -0.03598 | -0.3053 | 0.38051 |
| 16 | -0.037323 | -0.3167 | 0.376197 |
| 17 | 0.054323 | 0.4609 | 0.323114 |
| 18 | -0.033477 | -0.2841 | 0.388591 |
| 19 | -0.034636 | -0.2939 | 0.384841 |
| 20 | -0.035879 | -0.3044 | 0.380835 |
| 21 | 0.078564 | 0.6666 | 0.253568 |
| 22 | -0.030652 | -0.2601 | 0.397769 |
| 23 | -0.031621 | -0.2683 | 0.394613 |
| 24 | -0.032654 | -0.2771 | 0.391258 |
| 25 | -0.144614 | -1.2271 | 0.111892 |
| 26 | -0.043695 | -0.3708 | 0.355952 |
| 27 | -0.045691 | -0.3877 | 0.34969 |
| 28 | -0.047879 | -0.4063 | 0.342877 |
| 29 | 0.017598 | 0.1493 | 0.440858 |
| 30 | -0.046223 | -0.3922 | 0.34803 |
| 31 | -0.048463 | -0.4112 | 0.341066 |
| 32 | -0.050931 | -0.4322 | 0.333457 |
| 33 | 0.234707 | 1.9916 | 0.025107 |
| 34 | -0.031568 | -0.2679 | 0.394785 |
| 35 | -0.032597 | -0.2766 | 0.391442 |
| 36 | -0.033695 | -0.2859 | 0.387882 |
| 37 | -0.018352 | -0.1557 | 0.438343 |
| 38 | -0.034955 | -0.2966 | 0.383811 |
| 39 | -0.036221 | -0.3073 | 0.379733 |
| 40 | -0.037583 | -0.3189 | 0.375363 |
| 41 | 0.253141 | 2.148 | 0.017541 |
| 42 | -0.022399 | -0.1901 | 0.424898 |
| 43 | -0.022912 | -0.1944 | 0.423199 |
| 44 | -0.023449 | -0.199 | 0.421422 |
| 45 | -0.073559 | -0.6242 | 0.267244 |
| 46 | -0.027173 | -0.2306 | 0.409151 |
| 47 | -0.027932 | -0.237 | 0.40666 |
| 48 | -0.028735 | -0.2438 | 0.404031 |
