| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.965305 | 8.8472 | 0 |
| 2 | 0.9274 | 8.4998 | 0 |
| 3 | 0.887758 | 8.1364 | 0 |
| 4 | 0.849833 | 7.7889 | 0 |
| 5 | 0.811306 | 7.4357 | 0 |
| 6 | 0.773701 | 7.0911 | 0 |
| 7 | 0.736137 | 6.7468 | 0 |
| 8 | 0.698253 | 6.3996 | 0 |
| 9 | 0.662147 | 6.0687 | 0 |
| 10 | 0.625874 | 5.7362 | 0 |
| 11 | 0.590118 | 5.4085 | 0 |
| 12 | 0.552306 | 5.062 | 1e-06 |
| 13 | 0.514674 | 4.7171 | 5e-06 |
| 14 | 0.479773 | 4.3972 | 1.6e-05 |
| 15 | 0.445038 | 4.0788 | 5.1e-05 |
| 16 | 0.410448 | 3.7618 | 0.000156 |
| 17 | 0.375759 | 3.4439 | 0.000448 |
| 18 | 0.341983 | 3.1343 | 0.001186 |
| 19 | 0.308969 | 2.8317 | 0.002896 |
| 20 | 0.27647 | 2.5339 | 0.006569 |
| 21 | 0.245423 | 2.2493 | 0.013554 |
| 22 | 0.214451 | 1.9655 | 0.026332 |
| 23 | 0.183648 | 1.6832 | 0.048028 |
| 24 | 0.156211 | 1.4317 | 0.07797 |
| 25 | 0.13324 | 1.2212 | 0.11272 |
| 26 | 0.110198 | 1.01 | 0.157702 |
| 27 | 0.088937 | 0.8151 | 0.208655 |
| 28 | 0.067269 | 0.6165 | 0.269606 |
| 29 | 0.045435 | 0.4164 | 0.339083 |
| 30 | 0.023431 | 0.2148 | 0.415241 |
| 31 | 0.001481 | 0.0136 | 0.4946 |
| 32 | -0.020802 | -0.1907 | 0.424629 |
| 33 | -0.04214 | -0.3862 | 0.350155 |
| 34 | -0.064261 | -0.589 | 0.278734 |
| 35 | -0.08471 | -0.7764 | 0.219852 |
| 36 | -0.104984 | -0.9622 | 0.169356 |
| 37 | -0.123982 | -1.1363 | 0.129528 |
| 38 | -0.143023 | -1.3108 | 0.096745 |
| 39 | -0.160137 | -1.4677 | 0.072963 |
| 40 | -0.177063 | -1.6228 | 0.054188 |
| 41 | -0.194442 | -1.7821 | 0.039174 |
| 42 | -0.211115 | -1.9349 | 0.028184 |
| 43 | -0.227951 | -2.0892 | 0.019858 |
| 44 | -0.244264 | -2.2387 | 0.013909 |
| 45 | -0.260661 | -2.389 | 0.009567 |
| 46 | -0.276622 | -2.5353 | 0.006544 |
| 47 | -0.291045 | -2.6675 | 0.004584 |
| 48 | -0.304716 | -2.7928 | 0.003235 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.965305 | 8.8472 | 0 |
| 2 | -0.064731 | -0.5933 | 0.277298 |
| 3 | -0.043131 | -0.3953 | 0.34681 |
| 4 | 0.006454 | 0.0591 | 0.476487 |
| 5 | -0.031113 | -0.2852 | 0.388113 |
| 6 | -0.008073 | -0.074 | 0.470595 |
| 7 | -0.020631 | -0.1891 | 0.425242 |
| 8 | -0.02759 | -0.2529 | 0.400494 |
| 9 | 0.005221 | 0.0479 | 0.480973 |
| 10 | -0.026607 | -0.2439 | 0.403969 |
| 11 | -0.015773 | -0.1446 | 0.442702 |
| 12 | -0.051927 | -0.4759 | 0.317685 |
| 13 | -0.020275 | -0.1858 | 0.426515 |
| 14 | 0.018014 | 0.1651 | 0.434632 |
| 15 | -0.026796 | -0.2456 | 0.4033 |
| 16 | -0.023327 | -0.2138 | 0.415614 |
| 17 | -0.024275 | -0.2225 | 0.412238 |
| 18 | -0.012824 | -0.1175 | 0.453357 |
| 19 | -0.013115 | -0.1202 | 0.452304 |
| 20 | -0.021217 | -0.1945 | 0.423144 |
| 21 | -0.004632 | -0.0425 | 0.483119 |
| 22 | -0.024549 | -0.225 | 0.411263 |
| 23 | -0.023555 | -0.2159 | 0.414801 |
| 24 | 0.025291 | 0.2318 | 0.408629 |
| 25 | 0.034244 | 0.3139 | 0.377205 |
| 26 | -0.030117 | -0.276 | 0.391601 |
| 27 | 0.005301 | 0.0486 | 0.480682 |
| 28 | -0.028048 | -0.2571 | 0.398878 |
| 29 | -0.025795 | -0.2364 | 0.406843 |
| 30 | -0.02313 | -0.212 | 0.416316 |
| 31 | -0.023705 | -0.2173 | 0.414267 |
| 32 | -0.027513 | -0.2522 | 0.400766 |
| 33 | -0.008017 | -0.0735 | 0.470799 |
| 34 | -0.03689 | -0.3381 | 0.368063 |
| 35 | -0.001658 | -0.0152 | 0.493954 |
| 36 | -0.02791 | -0.2558 | 0.399365 |
| 37 | -0.004825 | -0.0442 | 0.482418 |
| 38 | -0.022946 | -0.2103 | 0.416969 |
| 39 | 0.000784 | 0.0072 | 0.497142 |
| 40 | -0.021775 | -0.1996 | 0.421151 |
| 41 | -0.033151 | -0.3038 | 0.381003 |
| 42 | -0.013044 | -0.1196 | 0.452562 |
| 43 | -0.02747 | -0.2518 | 0.40092 |
| 44 | -0.018873 | -0.173 | 0.431544 |
| 45 | -0.024527 | -0.2248 | 0.411344 |
| 46 | -0.024323 | -0.2229 | 0.412068 |
| 47 | -0.001872 | -0.0172 | 0.493177 |
| 48 | -0.013531 | -0.124 | 0.4508 |
