| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.953931 | 8.0944 | 0 |
| 2 | 0.898632 | 7.6251 | 0 |
| 3 | 0.838361 | 7.1137 | 0 |
| 4 | 0.779117 | 6.611 | 0 |
| 5 | 0.718427 | 6.0961 | 0 |
| 6 | 0.654599 | 5.5545 | 0 |
| 7 | 0.590828 | 5.0133 | 2e-06 |
| 8 | 0.527864 | 4.4791 | 1.4e-05 |
| 9 | 0.466623 | 3.9594 | 8.7e-05 |
| 10 | 0.404245 | 3.4301 | 0.000501 |
| 11 | 0.340888 | 2.8925 | 0.002526 |
| 12 | 0.282412 | 2.3963 | 0.009579 |
| 13 | 0.229771 | 1.9497 | 0.027555 |
| 14 | 0.188533 | 1.5998 | 0.057016 |
| 15 | 0.150061 | 1.2733 | 0.103502 |
| 16 | 0.115339 | 0.9787 | 0.165507 |
| 17 | 0.077958 | 0.6615 | 0.255204 |
| 18 | 0.036696 | 0.3114 | 0.378208 |
| 19 | -0.001222 | -0.0104 | 0.495877 |
| 20 | -0.043646 | -0.3704 | 0.356104 |
| 21 | -0.073939 | -0.6274 | 0.266192 |
| 22 | -0.089502 | -0.7595 | 0.22503 |
| 23 | -0.103686 | -0.8798 | 0.190947 |
| 24 | -0.110871 | -0.9408 | 0.174984 |
| 25 | -0.116389 | -0.9876 | 0.163329 |
| 26 | -0.115581 | -0.9807 | 0.165003 |
| 27 | -0.103668 | -0.8796 | 0.190988 |
| 28 | -0.089772 | -0.7617 | 0.224352 |
| 29 | -0.077043 | -0.6537 | 0.257684 |
| 30 | -0.064309 | -0.5457 | 0.293485 |
| 31 | -0.048024 | -0.4075 | 0.342426 |
| 32 | -0.036779 | -0.3121 | 0.377939 |
| 33 | -0.027561 | -0.2339 | 0.407877 |
| 34 | -0.022238 | -0.1887 | 0.425432 |
| 35 | -0.021471 | -0.1822 | 0.427973 |
| 36 | -0.024595 | -0.2087 | 0.417637 |
| 37 | -0.032276 | -0.2739 | 0.392484 |
| 38 | -0.046904 | -0.398 | 0.345907 |
| 39 | -0.065811 | -0.5584 | 0.289144 |
| 40 | -0.089437 | -0.7589 | 0.225195 |
| 41 | -0.112204 | -0.9521 | 0.17212 |
| 42 | -0.138767 | -1.1775 | 0.121442 |
| 43 | -0.162657 | -1.3802 | 0.0859 |
| 44 | -0.185885 | -1.5773 | 0.059557 |
| 45 | -0.210557 | -1.7866 | 0.039103 |
| 46 | -0.236212 | -2.0043 | 0.024399 |
| 47 | -0.2548 | -2.162 | 0.016969 |
| 48 | -0.271044 | -2.2999 | 0.012178 |
| 49 | -0.289789 | -2.4589 | 0.00817 |
| 50 | -0.303694 | -2.5769 | 0.006009 |
| 51 | -0.317312 | -2.6925 | 0.004408 |
| 52 | -0.321151 | -2.7251 | 0.004033 |
| 53 | -0.316393 | -2.6847 | 0.004502 |
| 54 | -0.319688 | -2.7126 | 0.004172 |
| 55 | -0.320103 | -2.7162 | 0.004132 |
| 56 | -0.32525 | -2.7598 | 0.003665 |
| 57 | -0.332964 | -2.8253 | 0.003054 |
| 58 | -0.337813 | -2.8664 | 0.00272 |
| 59 | -0.340372 | -2.8881 | 0.002557 |
| 60 | -0.329324 | -2.7944 | 0.003329 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.953931 | 8.0944 | 0 |
| 2 | -0.126115 | -1.0701 | 0.144069 |
| 3 | -0.075368 | -0.6395 | 0.262257 |
| 4 | -0.011828 | -0.1004 | 0.460168 |
| 5 | -0.050331 | -0.4271 | 0.335301 |
| 6 | -0.069749 | -0.5918 | 0.277907 |
| 7 | -0.03009 | -0.2553 | 0.399601 |
| 8 | -0.029069 | -0.2467 | 0.402936 |
| 9 | -0.024932 | -0.2116 | 0.416527 |
| 10 | -0.057888 | -0.4912 | 0.31239 |
| 11 | -0.053539 | -0.4543 | 0.325492 |
| 12 | 0.012226 | 0.1037 | 0.458833 |
| 13 | 0.010993 | 0.0933 | 0.46297 |
| 14 | 0.071014 | 0.6026 | 0.274342 |
| 15 | -0.027747 | -0.2354 | 0.407267 |
| 16 | -0.005737 | -0.0487 | 0.480656 |
| 17 | -0.074537 | -0.6325 | 0.264541 |
| 18 | -0.087982 | -0.7465 | 0.228883 |
| 19 | 0.000202 | 0.0017 | 0.49932 |
| 20 | -0.098138 | -0.8327 | 0.203876 |
| 21 | 0.100083 | 0.8492 | 0.199284 |
| 22 | 0.121693 | 1.0326 | 0.152623 |
| 23 | -0.056723 | -0.4813 | 0.315878 |
| 24 | 0.04578 | 0.3885 | 0.349412 |
| 25 | -0.006091 | -0.0517 | 0.479463 |
| 26 | 0.034939 | 0.2965 | 0.383865 |
| 27 | 0.114978 | 0.9756 | 0.16626 |
| 28 | -0.016946 | -0.1438 | 0.443034 |
| 29 | -0.032835 | -0.2786 | 0.39067 |
| 30 | -0.015628 | -0.1326 | 0.447438 |
| 31 | -0.00323 | -0.0274 | 0.489104 |
| 32 | -0.077561 | -0.6581 | 0.256278 |
| 33 | -0.019366 | -0.1643 | 0.434966 |
| 34 | 0.002892 | 0.0245 | 0.490247 |
| 35 | -0.026361 | -0.2237 | 0.41182 |
| 36 | -0.039583 | -0.3359 | 0.36897 |
| 37 | -0.036592 | -0.3105 | 0.378541 |
| 38 | -0.10973 | -0.9311 | 0.177459 |
| 39 | -0.026598 | -0.2257 | 0.41104 |
| 40 | -0.056548 | -0.4798 | 0.316403 |
| 41 | -0.020957 | -0.1778 | 0.429679 |
| 42 | -0.021246 | -0.1803 | 0.428719 |
| 43 | -0.006853 | -0.0581 | 0.476896 |
| 44 | -0.025976 | -0.2204 | 0.413085 |
| 45 | -0.04651 | -0.3947 | 0.347133 |
| 46 | -0.05376 | -0.4562 | 0.324822 |
| 47 | 0.097037 | 0.8234 | 0.206505 |
| 48 | 0.019893 | 0.1688 | 0.433213 |
| 49 | -0.076693 | -0.6508 | 0.258635 |
| 50 | 0.028217 | 0.2394 | 0.405726 |
| 51 | -0.034688 | -0.2943 | 0.384672 |
| 52 | 0.081023 | 0.6875 | 0.246987 |
| 53 | 0.060375 | 0.5123 | 0.305006 |
| 54 | -0.133334 | -1.1314 | 0.130825 |
| 55 | 0.025437 | 0.2158 | 0.414863 |
| 56 | -0.085214 | -0.7231 | 0.235991 |
| 57 | -0.087427 | -0.7418 | 0.230298 |
| 58 | -0.015652 | -0.1328 | 0.447357 |
| 59 | -0.036877 | -0.3129 | 0.377626 |
| 60 | 0.146978 | 1.2471 | 0.108193 |
