| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.923811 | 7.1558 | 0 |
| 2 | 0.854772 | 6.621 | 0 |
| 3 | 0.788512 | 6.1078 | 0 |
| 4 | 0.728739 | 5.6448 | 0 |
| 5 | 0.667763 | 5.1725 | 1e-06 |
| 6 | 0.594693 | 4.6065 | 1.1e-05 |
| 7 | 0.554764 | 4.2972 | 3.2e-05 |
| 8 | 0.499289 | 3.8675 | 0.000137 |
| 9 | 0.445427 | 3.4503 | 0.000516 |
| 10 | 0.3993 | 3.093 | 0.001503 |
| 11 | 0.357411 | 2.7685 | 0.00374 |
| 12 | 0.325443 | 2.5209 | 0.007191 |
| 13 | 0.278821 | 2.1597 | 0.017399 |
| 14 | 0.227484 | 1.7621 | 0.041574 |
| 15 | 0.181514 | 1.406 | 0.08244 |
| 16 | 0.143992 | 1.1154 | 0.134572 |
| 17 | 0.1146 | 0.8877 | 0.189127 |
| 18 | 0.075287 | 0.5832 | 0.280983 |
| 19 | 0.045232 | 0.3504 | 0.363645 |
| 20 | 0.016441 | 0.1274 | 0.449543 |
| 21 | -0.017116 | -0.1326 | 0.447483 |
| 22 | -0.048341 | -0.3745 | 0.354695 |
| 23 | -0.078481 | -0.6079 | 0.272771 |
| 24 | -0.103698 | -0.8032 | 0.212503 |
| 25 | -0.116781 | -0.9046 | 0.184653 |
| 26 | -0.134429 | -1.0413 | 0.15096 |
| 27 | -0.155737 | -1.2063 | 0.116212 |
| 28 | -0.185096 | -1.4338 | 0.078417 |
| 29 | -0.21689 | -1.68 | 0.049076 |
| 30 | -0.227793 | -1.7645 | 0.04137 |
| 31 | -0.254556 | -1.9718 | 0.026625 |
| 32 | -0.281284 | -2.1788 | 0.016642 |
| 33 | -0.309019 | -2.3936 | 0.009913 |
| 34 | -0.336472 | -2.6063 | 0.005764 |
| 35 | -0.362538 | -2.8082 | 0.003356 |
| 36 | -0.406994 | -3.1526 | 0.001263 |
| 37 | -0.400382 | -3.1013 | 0.001467 |
| 38 | -0.393679 | -3.0494 | 0.001705 |
| 39 | -0.387761 | -3.0036 | 0.001944 |
| 40 | -0.387807 | -3.0039 | 0.001942 |
| 41 | -0.388978 | -3.013 | 0.001892 |
| 42 | -0.369622 | -2.8631 | 0.002885 |
| 43 | -0.345734 | -2.678 | 0.00477 |
| 44 | -0.320105 | -2.4795 | 0.007991 |
| 45 | -0.293078 | -2.2702 | 0.013401 |
| 46 | -0.265398 | -2.0558 | 0.022082 |
| 47 | -0.236889 | -1.8349 | 0.035737 |
| 48 | -0.224062 | -1.7356 | 0.043886 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.923811 | 7.1558 | 0 |
| 2 | 0.00918 | 0.0711 | 0.471774 |
| 3 | -0.016151 | -0.1251 | 0.45043 |
| 4 | 0.00894 | 0.0692 | 0.472511 |
| 5 | -0.038708 | -0.2998 | 0.38267 |
| 6 | -0.118199 | -0.9156 | 0.18178 |
| 7 | 0.178362 | 1.3816 | 0.086111 |
| 8 | -0.126238 | -0.9778 | 0.16604 |
| 9 | -0.029858 | -0.2313 | 0.408943 |
| 10 | 0.037313 | 0.289 | 0.386779 |
| 11 | -0.009355 | -0.0725 | 0.471238 |
| 12 | 0.009384 | 0.0727 | 0.471149 |
| 13 | -0.061506 | -0.4764 | 0.317752 |
| 14 | -0.115094 | -0.8915 | 0.188107 |
| 15 | 0.003969 | 0.0307 | 0.487789 |
| 16 | 0.034564 | 0.2677 | 0.394913 |
| 17 | 0.012667 | 0.0981 | 0.461083 |
| 18 | -0.066669 | -0.5164 | 0.303731 |
| 19 | 0.008903 | 0.069 | 0.472623 |
| 20 | -0.033655 | -0.2607 | 0.397613 |
| 21 | -0.049603 | -0.3842 | 0.351086 |
| 22 | -0.008461 | -0.0655 | 0.473981 |
| 23 | -0.02171 | -0.1682 | 0.433509 |
| 24 | -0.046814 | -0.3626 | 0.359082 |
| 25 | 0.099916 | 0.7739 | 0.221001 |
| 26 | -0.045456 | -0.3521 | 0.362997 |
| 27 | -0.071372 | -0.5528 | 0.291212 |
| 28 | -0.075231 | -0.5827 | 0.281126 |
| 29 | -0.08396 | -0.6504 | 0.258973 |
| 30 | 0.104365 | 0.8084 | 0.211025 |
| 31 | -0.096563 | -0.748 | 0.228699 |
| 32 | -0.079094 | -0.6127 | 0.271209 |
| 33 | -0.030704 | -0.2378 | 0.406412 |
| 34 | -0.055582 | -0.4305 | 0.334175 |
| 35 | -0.051176 | -0.3964 | 0.346607 |
| 36 | -0.123535 | -0.9569 | 0.171229 |
| 37 | 0.243035 | 1.8825 | 0.032307 |
| 38 | -0.029111 | -0.2255 | 0.411181 |
| 39 | -0.020318 | -0.1574 | 0.437735 |
| 40 | -0.020658 | -0.16 | 0.436704 |
| 41 | -0.029945 | -0.232 | 0.408681 |
| 42 | 0.002375 | 0.0184 | 0.492691 |
| 43 | 0.177036 | 1.3713 | 0.087692 |
| 44 | -0.065394 | -0.5065 | 0.307166 |
| 45 | 0.01975 | 0.153 | 0.439463 |
| 46 | 0.036348 | 0.2815 | 0.389629 |
| 47 | -0.042164 | -0.3266 | 0.372552 |
| 48 | -0.046189 | -0.3578 | 0.360884 |
