| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.974558 | 10.6757 | 0 |
| 2 | 0.948423 | 10.3895 | 0 |
| 3 | 0.921603 | 10.0957 | 0 |
| 4 | 0.894626 | 9.8001 | 0 |
| 5 | 0.867597 | 9.5041 | 0 |
| 6 | 0.83976 | 9.1991 | 0 |
| 7 | 0.811273 | 8.887 | 0 |
| 8 | 0.782178 | 8.5683 | 0 |
| 9 | 0.752739 | 8.2458 | 0 |
| 10 | 0.723394 | 7.9244 | 0 |
| 11 | 0.694166 | 7.6042 | 0 |
| 12 | 0.664462 | 7.2788 | 0 |
| 13 | 0.63525 | 6.9588 | 0 |
| 14 | 0.607355 | 6.6532 | 0 |
| 15 | 0.579489 | 6.348 | 0 |
| 16 | 0.551614 | 6.0426 | 0 |
| 17 | 0.523664 | 5.7365 | 0 |
| 18 | 0.495332 | 5.4261 | 0 |
| 19 | 0.466668 | 5.1121 | 1e-06 |
| 20 | 0.438425 | 4.8027 | 2e-06 |
| 21 | 0.412399 | 4.5176 | 7e-06 |
| 22 | 0.391206 | 4.2854 | 1.9e-05 |
| 23 | 0.370831 | 4.0622 | 4.4e-05 |
| 24 | 0.351723 | 3.8529 | 9.4e-05 |
| 25 | 0.333849 | 3.6571 | 0.00019 |
| 26 | 0.316246 | 3.4643 | 0.000369 |
| 27 | 0.298694 | 3.272 | 0.000697 |
| 28 | 0.281892 | 3.088 | 0.001252 |
| 29 | 0.265214 | 2.9053 | 0.002185 |
| 30 | 0.248259 | 2.7195 | 0.003754 |
| 31 | 0.231211 | 2.5328 | 0.006303 |
| 32 | 0.2145 | 2.3497 | 0.01021 |
| 33 | 0.197861 | 2.1675 | 0.016088 |
| 34 | 0.181883 | 1.9924 | 0.024297 |
| 35 | 0.166519 | 1.8241 | 0.035311 |
| 36 | 0.151186 | 1.6562 | 0.050151 |
| 37 | 0.134688 | 1.4754 | 0.071358 |
| 38 | 0.117947 | 1.292 | 0.099412 |
| 39 | 0.101231 | 1.1089 | 0.134838 |
| 40 | 0.084914 | 0.9302 | 0.177071 |
| 41 | 0.068331 | 0.7485 | 0.227804 |
| 42 | 0.051651 | 0.5658 | 0.28629 |
| 43 | 0.035034 | 0.3838 | 0.350911 |
| 44 | 0.018109 | 0.1984 | 0.421542 |
| 45 | 0.000767 | 0.0084 | 0.496655 |
| 46 | -0.016295 | -0.1785 | 0.429313 |
| 47 | -0.033148 | -0.3631 | 0.358576 |
| 48 | -0.050414 | -0.5523 | 0.2909 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.974558 | 10.6757 | 0 |
| 2 | -0.026674 | -0.2922 | 0.385319 |
| 3 | -0.026864 | -0.2943 | 0.384528 |
| 4 | -0.016757 | -0.1836 | 0.427334 |
| 5 | -0.015008 | -0.1644 | 0.434843 |
| 6 | -0.030494 | -0.334 | 0.369463 |
| 7 | -0.027693 | -0.3034 | 0.381071 |
| 8 | -0.027154 | -0.2975 | 0.383314 |
| 9 | -0.022538 | -0.2469 | 0.402706 |
| 10 | -0.01447 | -0.1585 | 0.43716 |
| 11 | -0.014293 | -0.1566 | 0.437921 |
| 12 | -0.02652 | -0.2905 | 0.385963 |
| 13 | -0.007378 | -0.0808 | 0.467857 |
| 14 | 0.008964 | 0.0982 | 0.460969 |
| 15 | -0.017345 | -0.19 | 0.424813 |
| 16 | -0.01849 | -0.2025 | 0.419917 |
| 17 | -0.019332 | -0.2118 | 0.416323 |
| 18 | -0.026088 | -0.2858 | 0.387769 |
| 19 | -0.026239 | -0.2874 | 0.387139 |
| 20 | -0.011485 | -0.1258 | 0.450044 |
| 21 | 0.024089 | 0.2639 | 0.39616 |
| 22 | 0.077143 | 0.8451 | 0.199881 |
| 23 | -0.001628 | -0.0178 | 0.492899 |
| 24 | 0.007709 | 0.0845 | 0.466419 |
| 25 | 0.008415 | 0.0922 | 0.463352 |
| 26 | -0.010884 | -0.1192 | 0.452648 |
| 27 | -0.017789 | -0.1949 | 0.422911 |
| 28 | -0.00389 | -0.0426 | 0.483038 |
| 29 | -0.016121 | -0.1766 | 0.430061 |
| 30 | -0.023449 | -0.2569 | 0.398859 |
| 31 | -0.018667 | -0.2045 | 0.419158 |
| 32 | -0.010074 | -0.1104 | 0.456156 |
| 33 | -0.015398 | -0.1687 | 0.433166 |
| 34 | 0.001027 | 0.0113 | 0.49552 |
| 35 | 0.001418 | 0.0155 | 0.493816 |
| 36 | -0.014502 | -0.1589 | 0.437023 |
| 37 | -0.038453 | -0.4212 | 0.337171 |
| 38 | -0.021337 | -0.2337 | 0.407795 |
| 39 | -0.019161 | -0.2099 | 0.417052 |
| 40 | -0.011422 | -0.1251 | 0.450318 |
| 41 | -0.020522 | -0.2248 | 0.411258 |
| 42 | -0.012154 | -0.1331 | 0.447154 |
| 43 | -0.006401 | -0.0701 | 0.472108 |
| 44 | -0.018481 | -0.2025 | 0.419952 |
| 45 | -0.019905 | -0.2181 | 0.41388 |
| 46 | -0.007443 | -0.0815 | 0.467577 |
| 47 | -0.011366 | -0.1245 | 0.450563 |
| 48 | -0.024309 | -0.2663 | 0.395237 |
