| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.898063 | 6.9564 | 0 |
| 2 | 0.806348 | 6.2459 | 0 |
| 3 | 0.733341 | 5.6804 | 0 |
| 4 | 0.677119 | 5.2449 | 1e-06 |
| 5 | 0.61877 | 4.793 | 6e-06 |
| 6 | 0.557564 | 4.3189 | 3e-05 |
| 7 | 0.490515 | 3.7995 | 0.000171 |
| 8 | 0.415316 | 3.217 | 0.001045 |
| 9 | 0.349168 | 2.7046 | 0.004443 |
| 10 | 0.281104 | 2.1774 | 0.016696 |
| 11 | 0.207505 | 1.6073 | 0.056617 |
| 12 | 0.131518 | 1.0187 | 0.156209 |
| 13 | 0.052864 | 0.4095 | 0.34182 |
| 14 | -0.022157 | -0.1716 | 0.432154 |
| 15 | -0.069831 | -0.5409 | 0.295286 |
| 16 | -0.090184 | -0.6986 | 0.243761 |
| 17 | -0.13001 | -1.007 | 0.158977 |
| 18 | -0.166475 | -1.2895 | 0.101085 |
| 19 | -0.204498 | -1.584 | 0.059222 |
| 20 | -0.25847 | -2.0021 | 0.0249 |
| 21 | -0.303965 | -2.3545 | 0.010919 |
| 22 | -0.340241 | -2.6355 | 0.005338 |
| 23 | -0.370071 | -2.8666 | 0.002858 |
| 24 | -0.409562 | -3.1725 | 0.001192 |
| 25 | -0.435504 | -3.3734 | 0.000653 |
| 26 | -0.437118 | -3.3859 | 0.000628 |
| 27 | -0.41644 | -3.2257 | 0.001018 |
| 28 | -0.38831 | -3.0078 | 0.00192 |
| 29 | -0.367555 | -2.8471 | 0.003016 |
| 30 | -0.375769 | -2.9107 | 0.002527 |
| 31 | -0.390408 | -3.0241 | 0.001833 |
| 32 | -0.379849 | -2.9423 | 0.002313 |
| 33 | -0.349215 | -2.705 | 0.004438 |
| 34 | -0.307829 | -2.3844 | 0.010142 |
| 35 | -0.268961 | -2.0834 | 0.020743 |
| 36 | -0.238795 | -1.8497 | 0.034642 |
| 37 | -0.217515 | -1.6849 | 0.048605 |
| 38 | -0.181461 | -1.4056 | 0.082501 |
| 39 | -0.154634 | -1.1978 | 0.117854 |
| 40 | -0.133947 | -1.0375 | 0.151822 |
| 41 | -0.127745 | -0.9895 | 0.163195 |
| 42 | -0.108679 | -0.8418 | 0.201615 |
| 43 | -0.087645 | -0.6789 | 0.249907 |
| 44 | -0.070394 | -0.5453 | 0.293796 |
| 45 | -0.02909 | -0.2253 | 0.411246 |
| 46 | 0.00525 | 0.0407 | 0.483848 |
| 47 | 0.029244 | 0.2265 | 0.410782 |
| 48 | 0.056074 | 0.4343 | 0.332797 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.898063 | 6.9564 | 0 |
| 2 | -0.000877 | -0.0068 | 0.497303 |
| 3 | 0.048284 | 0.374 | 0.354859 |
| 4 | 0.053177 | 0.4119 | 0.340937 |
| 5 | -0.028847 | -0.2234 | 0.411972 |
| 6 | -0.035963 | -0.2786 | 0.390766 |
| 7 | -0.063365 | -0.4908 | 0.312672 |
| 8 | -0.091343 | -0.7075 | 0.240984 |
| 9 | -0.015214 | -0.1178 | 0.453292 |
| 10 | -0.068038 | -0.527 | 0.30006 |
| 11 | -0.084668 | -0.6558 | 0.257219 |
| 12 | -0.071969 | -0.5575 | 0.28964 |
| 13 | -0.089224 | -0.6911 | 0.246077 |
| 14 | -0.062464 | -0.4838 | 0.31513 |
| 15 | 0.066958 | 0.5187 | 0.302955 |
| 16 | 0.102335 | 0.7927 | 0.215543 |
| 17 | -0.094744 | -0.7339 | 0.232938 |
| 18 | 0.009591 | 0.0743 | 0.470512 |
| 19 | -0.044768 | -0.3468 | 0.364989 |
| 20 | -0.154023 | -1.1931 | 0.118772 |
| 21 | -0.041387 | -0.3206 | 0.374821 |
| 22 | -0.051903 | -0.402 | 0.344542 |
| 23 | -0.045448 | -0.352 | 0.363021 |
| 24 | -0.098864 | -0.7658 | 0.2234 |
| 25 | -0.020035 | -0.1552 | 0.438596 |
| 26 | 0.064895 | 0.5027 | 0.308516 |
| 27 | 0.09772 | 0.7569 | 0.226026 |
| 28 | 0.056237 | 0.4356 | 0.332342 |
| 29 | 0.017721 | 0.1373 | 0.44564 |
| 30 | -0.121035 | -0.9375 | 0.176122 |
| 31 | -0.108629 | -0.8414 | 0.201722 |
| 32 | 0.009731 | 0.0754 | 0.470085 |
| 33 | 0.043949 | 0.3404 | 0.367363 |
| 34 | 0.019028 | 0.1474 | 0.441659 |
| 35 | -0.009981 | -0.0773 | 0.469316 |
| 36 | -0.017459 | -0.1352 | 0.446437 |
| 37 | -0.069529 | -0.5386 | 0.296089 |
| 38 | 0.035095 | 0.2718 | 0.393338 |
| 39 | -0.060224 | -0.4665 | 0.321276 |
| 40 | 0.001568 | 0.0121 | 0.495176 |
| 41 | -0.054776 | -0.4243 | 0.336436 |
| 42 | 0.045034 | 0.3488 | 0.364218 |
| 43 | -0.006332 | -0.049 | 0.480524 |
| 44 | -0.087933 | -0.6811 | 0.249206 |
| 45 | 0.062123 | 0.4812 | 0.316061 |
| 46 | -0.005642 | -0.0437 | 0.482642 |
| 47 | 0.000183 | 0.0014 | 0.499437 |
| 48 | 0.061426 | 0.4758 | 0.317972 |
