| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.966247 | 10.5847 | 0 |
| 2 | 0.92829 | 10.1689 | 0 |
| 3 | 0.88904 | 9.7389 | 0 |
| 4 | 0.849173 | 9.3022 | 0 |
| 5 | 0.804982 | 8.8181 | 0 |
| 6 | 0.752773 | 8.2462 | 0 |
| 7 | 0.695735 | 7.6214 | 0 |
| 8 | 0.647224 | 7.09 | 0 |
| 9 | 0.597547 | 6.5458 | 0 |
| 10 | 0.546939 | 5.9914 | 0 |
| 11 | 0.493011 | 5.4007 | 0 |
| 12 | 0.43545 | 4.7701 | 3e-06 |
| 13 | 0.378909 | 4.1507 | 3.1e-05 |
| 14 | 0.317633 | 3.4795 | 0.00035 |
| 15 | 0.257011 | 2.8154 | 0.002848 |
| 16 | 0.198815 | 2.1779 | 0.015684 |
| 17 | 0.140265 | 1.5365 | 0.06352 |
| 18 | 0.0773 | 0.8468 | 0.199401 |
| 19 | 0.014608 | 0.16 | 0.436564 |
| 20 | -0.047592 | -0.5213 | 0.301545 |
| 21 | -0.09989 | -1.0942 | 0.138019 |
| 22 | -0.144626 | -1.5843 | 0.057879 |
| 23 | -0.186968 | -2.0481 | 0.021364 |
| 24 | -0.229452 | -2.5135 | 0.006639 |
| 25 | -0.254178 | -2.7844 | 0.003117 |
| 26 | -0.268561 | -2.9419 | 0.001958 |
| 27 | -0.276777 | -3.0319 | 0.001489 |
| 28 | -0.286188 | -3.135 | 0.00108 |
| 29 | -0.294312 | -3.224 | 0.000814 |
| 30 | -0.298364 | -3.2684 | 0.000706 |
| 31 | -0.298578 | -3.2708 | 7e-04 |
| 32 | -0.297352 | -3.2573 | 0.000731 |
| 33 | -0.292146 | -3.2003 | 0.000878 |
| 34 | -0.287296 | -3.1472 | 0.00104 |
| 35 | -0.281958 | -3.0887 | 0.001249 |
| 36 | -0.275647 | -3.0196 | 0.001547 |
| 37 | -0.26811 | -2.937 | 0.001987 |
| 38 | -0.255459 | -2.7984 | 0.002993 |
| 39 | -0.239173 | -2.62 | 0.004964 |
| 40 | -0.221355 | -2.4248 | 0.008403 |
| 41 | -0.2084 | -2.2829 | 0.012098 |
| 42 | -0.190041 | -2.0818 | 0.019743 |
| 43 | -0.169812 | -1.8602 | 0.032653 |
| 44 | -0.147319 | -1.6138 | 0.054599 |
| 45 | -0.127847 | -1.4005 | 0.081972 |
| 46 | -0.117013 | -1.2818 | 0.101191 |
| 47 | -0.109289 | -1.1972 | 0.116794 |
| 48 | -0.104906 | -1.1492 | 0.126382 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.966247 | 10.5847 | 0 |
| 2 | -0.080523 | -0.8821 | 0.189748 |
| 3 | -0.035462 | -0.3885 | 0.349179 |
| 4 | -0.028059 | -0.3074 | 0.379545 |
| 5 | -0.086039 | -0.9425 | 0.173913 |
| 6 | -0.139623 | -1.5295 | 0.064387 |
| 7 | -0.091803 | -1.0057 | 0.158302 |
| 8 | 0.108018 | 1.1833 | 0.119519 |
| 9 | -0.055492 | -0.6079 | 0.272207 |
| 10 | -0.034486 | -0.3778 | 0.353131 |
| 11 | -0.063818 | -0.6991 | 0.242925 |
| 12 | -0.089621 | -0.9817 | 0.164099 |
| 13 | -0.042555 | -0.4662 | 0.320972 |
| 14 | -0.131652 | -1.4422 | 0.075929 |
| 15 | -0.003648 | -0.04 | 0.484094 |
| 16 | -0.001268 | -0.0139 | 0.494469 |
| 17 | -0.045341 | -0.4967 | 0.310162 |
| 18 | -0.123173 | -1.3493 | 0.089893 |
| 19 | -0.052223 | -0.5721 | 0.284172 |
| 20 | -0.050173 | -0.5496 | 0.291802 |
| 21 | 0.060958 | 0.6678 | 0.252786 |
| 22 | 0.071139 | 0.7793 | 0.218672 |
| 23 | 0.004032 | 0.0442 | 0.482421 |
| 24 | -0.04977 | -0.5452 | 0.293312 |
| 25 | 0.211696 | 2.319 | 0.011043 |
| 26 | 0.07343 | 0.8044 | 0.211382 |
| 27 | 0.018772 | 0.2056 | 0.418713 |
| 28 | -0.033999 | -0.3724 | 0.355111 |
| 29 | 0.000809 | 0.0089 | 0.496474 |
| 30 | -0.01414 | -0.1549 | 0.438584 |
| 31 | -0.037461 | -0.4104 | 0.341134 |
| 32 | 0.011899 | 0.1303 | 0.448256 |
| 33 | 0.046294 | 0.5071 | 0.3065 |
| 34 | -0.046248 | -0.5066 | 0.306675 |
| 35 | -0.070632 | -0.7737 | 0.220305 |
| 36 | -0.054615 | -0.5983 | 0.27539 |
| 37 | -0.018187 | -0.1992 | 0.421212 |
| 38 | -0.016491 | -0.1807 | 0.428473 |
| 39 | 0.012125 | 0.1328 | 0.447277 |
| 40 | 0.023538 | 0.2578 | 0.398484 |
| 41 | -0.101873 | -1.116 | 0.133333 |
| 42 | 0.045741 | 0.5011 | 0.30862 |
| 43 | -0.016957 | -0.1858 | 0.426475 |
| 44 | -0.011937 | -0.1308 | 0.448092 |
| 45 | -0.001389 | -0.0152 | 0.493941 |
| 46 | -0.073824 | -0.8087 | 0.210144 |
| 47 | -0.003303 | -0.0362 | 0.4856 |
| 48 | -0.117398 | -1.286 | 0.100454 |
