| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.960299 | 8.1484 | 0 |
| 2 | 0.918394 | 7.7928 | 0 |
| 3 | 0.878616 | 7.4553 | 0 |
| 4 | 0.841867 | 7.1435 | 0 |
| 5 | 0.806022 | 6.8393 | 0 |
| 6 | 0.76857 | 6.5215 | 0 |
| 7 | 0.729156 | 6.1871 | 0 |
| 8 | 0.687768 | 5.8359 | 0 |
| 9 | 0.64718 | 5.4915 | 0 |
| 10 | 0.61082 | 5.183 | 1e-06 |
| 11 | 0.574174 | 4.872 | 3e-06 |
| 12 | 0.53531 | 4.5423 | 1.1e-05 |
| 13 | 0.492921 | 4.1826 | 4e-05 |
| 14 | 0.45023 | 3.8203 | 0.00014 |
| 15 | 0.409109 | 3.4714 | 0.00044 |
| 16 | 0.366955 | 3.1137 | 0.001325 |
| 17 | 0.328685 | 2.789 | 0.00338 |
| 18 | 0.289505 | 2.4565 | 0.00822 |
| 19 | 0.249061 | 2.1134 | 0.019019 |
| 20 | 0.206953 | 1.7561 | 0.041666 |
| 21 | 0.166636 | 1.414 | 0.080843 |
| 22 | 0.130428 | 1.1067 | 0.136051 |
| 23 | 0.096025 | 0.8148 | 0.208937 |
| 24 | 0.060739 | 0.5154 | 0.303932 |
| 25 | 0.02234 | 0.1896 | 0.425095 |
| 26 | -0.018513 | -0.1571 | 0.437807 |
| 27 | -0.058681 | -0.4979 | 0.310026 |
| 28 | -0.100024 | -0.8487 | 0.199423 |
| 29 | -0.132242 | -1.1221 | 0.132772 |
| 30 | -0.162764 | -1.3811 | 0.08576 |
| 31 | -0.196034 | -1.6634 | 0.05029 |
| 32 | -0.228982 | -1.943 | 0.027965 |
| 33 | -0.258572 | -2.1941 | 0.01573 |
| 34 | -0.281614 | -2.3896 | 0.009744 |
| 35 | -0.303622 | -2.5763 | 0.006018 |
| 36 | -0.324734 | -2.7555 | 0.003709 |
| 37 | -0.347653 | -2.9499 | 0.002143 |
| 38 | -0.369431 | -3.1347 | 0.001245 |
| 39 | -0.390762 | -3.3157 | 0.000717 |
| 40 | -0.402849 | -3.4183 | 0.00052 |
| 41 | -0.410143 | -3.4802 | 0.000427 |
| 42 | -0.414972 | -3.5212 | 0.000375 |
| 43 | -0.420802 | -3.5706 | 0.00032 |
| 44 | -0.424193 | -3.5994 | 0.000291 |
| 45 | -0.420001 | -3.5638 | 0.000327 |
| 46 | -0.416905 | -3.5376 | 0.000356 |
| 47 | -0.411068 | -3.488 | 0.000417 |
| 48 | -0.40535 | -3.4395 | 0.000486 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.960299 | 8.1484 | 0 |
| 2 | -0.048574 | -0.4122 | 0.340723 |
| 3 | 0.006311 | 0.0536 | 0.478721 |
| 4 | 0.016302 | 0.1383 | 0.445183 |
| 5 | -0.009783 | -0.083 | 0.467035 |
| 6 | -0.039284 | -0.3333 | 0.369925 |
| 7 | -0.043473 | -0.3689 | 0.35665 |
| 8 | -0.047151 | -0.4001 | 0.345137 |
| 9 | -0.015281 | -0.1297 | 0.448596 |
| 10 | 0.026282 | 0.223 | 0.41208 |
| 11 | -0.030642 | -0.26 | 0.397801 |
| 12 | -0.048349 | -0.4103 | 0.341418 |
| 13 | -0.064752 | -0.5494 | 0.292203 |
| 14 | -0.029885 | -0.2536 | 0.400271 |
| 15 | -0.014305 | -0.1214 | 0.451864 |
| 16 | -0.049589 | -0.4208 | 0.337585 |
| 17 | 0.019116 | 0.1622 | 0.435801 |
| 18 | -0.039619 | -0.3362 | 0.368858 |
| 19 | -0.03939 | -0.3342 | 0.369588 |
| 20 | -0.050471 | -0.4283 | 0.33487 |
| 21 | -0.013633 | -0.1157 | 0.454114 |
| 22 | 0.010792 | 0.0916 | 0.463645 |
| 23 | -0.011455 | -0.0972 | 0.461419 |
| 24 | -0.039225 | -0.3328 | 0.370114 |
| 25 | -0.067451 | -0.5723 | 0.284436 |
| 26 | -0.061185 | -0.5192 | 0.302616 |
| 27 | -0.036283 | -0.3079 | 0.379533 |
| 28 | -0.067989 | -0.5769 | 0.282902 |
| 29 | 0.067803 | 0.5753 | 0.283433 |
| 30 | -0.01849 | -0.1569 | 0.437885 |
| 31 | -0.060613 | -0.5143 | 0.304302 |
| 32 | -0.026588 | -0.2256 | 0.411073 |
| 33 | 0.001746 | 0.0148 | 0.494111 |
| 34 | 0.031044 | 0.2634 | 0.39649 |
| 35 | -0.031462 | -0.267 | 0.395131 |
| 36 | -0.021258 | -0.1804 | 0.428681 |
| 37 | -0.051883 | -0.4402 | 0.330541 |
| 38 | -0.005692 | -0.0483 | 0.480805 |
| 39 | -0.038426 | -0.3261 | 0.372664 |
| 40 | 0.070236 | 0.596 | 0.276531 |
| 41 | 0.013018 | 0.1105 | 0.456176 |
| 42 | 0.008733 | 0.0741 | 0.470567 |
| 43 | -0.017764 | -0.1507 | 0.440304 |
| 44 | 0.004113 | 0.0349 | 0.48613 |
| 45 | 0.07584 | 0.6435 | 0.260964 |
| 46 | -0.054944 | -0.4662 | 0.321234 |
| 47 | 0.009552 | 0.0811 | 0.467813 |
| 48 | -0.025193 | -0.2138 | 0.415667 |
