| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.945609 | 7.3247 | 0 |
| 2 | 0.893891 | 6.924 | 0 |
| 3 | 0.842762 | 6.528 | 0 |
| 4 | 0.792334 | 6.1374 | 0 |
| 5 | 0.742735 | 5.7532 | 0 |
| 6 | 0.694736 | 5.3814 | 1e-06 |
| 7 | 0.646765 | 5.0098 | 3e-06 |
| 8 | 0.599979 | 4.6474 | 9e-06 |
| 9 | 0.553071 | 4.2841 | 3.4e-05 |
| 10 | 0.507252 | 3.9292 | 0.000112 |
| 11 | 0.461573 | 3.5753 | 0.000349 |
| 12 | 0.41595 | 3.2219 | 0.001029 |
| 13 | 0.369506 | 2.8622 | 0.002893 |
| 14 | 0.323427 | 2.5053 | 0.007484 |
| 15 | 0.276908 | 2.1449 | 0.018009 |
| 16 | 0.23123 | 1.7911 | 0.039161 |
| 17 | 0.186669 | 1.4459 | 0.0767 |
| 18 | 0.143071 | 1.1082 | 0.136094 |
| 19 | 0.101041 | 0.7827 | 0.218452 |
| 20 | 0.060916 | 0.4719 | 0.319371 |
| 21 | 0.022881 | 0.1772 | 0.429961 |
| 22 | -0.014368 | -0.1113 | 0.455877 |
| 23 | -0.049319 | -0.382 | 0.351898 |
| 24 | -0.083092 | -0.6436 | 0.261135 |
| 25 | -0.11633 | -0.9011 | 0.185571 |
| 26 | -0.14905 | -1.1545 | 0.126429 |
| 27 | -0.180662 | -1.3994 | 0.083421 |
| 28 | -0.210532 | -1.6308 | 0.054088 |
| 29 | -0.237669 | -1.841 | 0.035285 |
| 30 | -0.263501 | -2.0411 | 0.022825 |
| 31 | -0.286751 | -2.2212 | 0.015063 |
| 32 | -0.308177 | -2.3871 | 0.010074 |
| 33 | -0.327173 | -2.5343 | 0.006948 |
| 34 | -0.343937 | -2.6641 | 0.004949 |
| 35 | -0.358617 | -2.7778 | 0.003646 |
| 36 | -0.372167 | -2.8828 | 0.002732 |
| 37 | -0.38422 | -2.9762 | 0.002102 |
| 38 | -0.395098 | -3.0604 | 0.001652 |
| 39 | -0.40324 | -3.1235 | 0.001376 |
| 40 | -0.409786 | -3.1742 | 0.001186 |
| 41 | -0.412618 | -3.1961 | 0.001111 |
| 42 | -0.412777 | -3.1974 | 0.001107 |
| 43 | -0.409807 | -3.1743 | 0.001185 |
| 44 | -0.403734 | -3.1273 | 0.00136 |
| 45 | -0.394477 | -3.0556 | 0.001675 |
| 46 | -0.382533 | -2.9631 | 0.002181 |
| 47 | -0.368683 | -2.8558 | 0.002944 |
| 48 | -0.352067 | -2.7271 | 0.004183 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.945609 | 7.3247 | 0 |
| 2 | -0.002704 | -0.0209 | 0.491679 |
| 3 | -0.021151 | -0.1638 | 0.435205 |
| 4 | -0.02084 | -0.1614 | 0.43615 |
| 5 | -0.019962 | -0.1546 | 0.438817 |
| 6 | -0.012898 | -0.0999 | 0.460376 |
| 7 | -0.027274 | -0.2113 | 0.416698 |
| 8 | -0.017653 | -0.1367 | 0.445846 |
| 9 | -0.029709 | -0.2301 | 0.409388 |
| 10 | -0.019624 | -0.152 | 0.439846 |
| 11 | -0.028346 | -0.2196 | 0.413476 |
| 12 | -0.030472 | -0.236 | 0.407105 |
| 13 | -0.039633 | -0.307 | 0.379955 |
| 14 | -0.030652 | -0.2374 | 0.406568 |
| 15 | -0.038546 | -0.2986 | 0.383149 |
| 16 | -0.028604 | -0.2216 | 0.412703 |
| 17 | -0.026032 | -0.2016 | 0.420439 |
| 18 | -0.028165 | -0.2182 | 0.414019 |
| 19 | -0.022678 | -0.1757 | 0.430574 |
| 20 | -0.019677 | -0.1524 | 0.439684 |
| 21 | -0.017093 | -0.1324 | 0.447555 |
| 22 | -0.029397 | -0.2277 | 0.410324 |
| 23 | -0.015741 | -0.1219 | 0.451682 |
| 24 | -0.025387 | -0.1966 | 0.422384 |
| 25 | -0.032111 | -0.2487 | 0.402211 |
| 26 | -0.033528 | -0.2597 | 0.397989 |
| 27 | -0.029158 | -0.2259 | 0.411039 |
| 28 | -0.023383 | -0.1811 | 0.428441 |
| 29 | -0.014135 | -0.1095 | 0.456589 |
| 30 | -0.026392 | -0.2044 | 0.419354 |
| 31 | -0.015444 | -0.1196 | 0.452589 |
| 32 | -0.021065 | -0.1632 | 0.435466 |
| 33 | -0.015291 | -0.1184 | 0.453057 |
| 34 | -0.01579 | -0.1223 | 0.451531 |
| 35 | -0.016874 | -0.1307 | 0.448224 |
| 36 | -0.024446 | -0.1894 | 0.425225 |
| 37 | -0.021825 | -0.1691 | 0.433161 |
| 38 | -0.023847 | -0.1847 | 0.427036 |
| 39 | -0.009308 | -0.0721 | 0.471381 |
| 40 | -0.018187 | -0.1409 | 0.44422 |
| 41 | 0.001855 | 0.0144 | 0.494291 |
| 42 | -0.004363 | -0.0338 | 0.486576 |
| 43 | 0.001269 | 0.0098 | 0.496094 |
| 44 | 0.004113 | 0.0319 | 0.487344 |
| 45 | 0.007092 | 0.0549 | 0.478188 |
| 46 | 0.006169 | 0.0478 | 0.481023 |
| 47 | 0.000727 | 0.0056 | 0.497763 |
| 48 | 0.011678 | 0.0905 | 0.464111 |
