| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.213677 | 1.8005 | 0.038016 |
| 2 | -0.057547 | -0.4849 | 0.314619 |
| 3 | -0.236733 | -1.9947 | 0.024955 |
| 4 | -0.369792 | -3.1159 | 0.001323 |
| 5 | -0.022751 | -0.1917 | 0.424262 |
| 6 | -0.014721 | -0.124 | 0.450817 |
| 7 | -0.033303 | -0.2806 | 0.389912 |
| 8 | -0.272922 | -2.2997 | 0.012205 |
| 9 | -0.225716 | -1.9019 | 0.030619 |
| 10 | -0.023087 | -0.1945 | 0.423157 |
| 11 | 0.219934 | 1.8532 | 0.034005 |
| 12 | 0.672621 | 5.6676 | 0 |
| 13 | 0.270403 | 2.2785 | 0.012855 |
| 14 | -0.0514 | -0.4331 | 0.333126 |
| 15 | -0.233607 | -1.9684 | 0.026463 |
| 16 | -0.273188 | -2.3019 | 0.012138 |
| 17 | -0.030272 | -0.2551 | 0.399699 |
| 18 | -0.014859 | -0.1252 | 0.450358 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.213677 | 1.8005 | 0.038016 |
| 2 | -0.108143 | -0.9112 | 0.18263 |
| 3 | -0.212047 | -1.7867 | 0.039124 |
| 4 | -0.307725 | -2.5929 | 0.005774 |
| 5 | 0.087807 | 0.7399 | 0.230908 |
| 6 | -0.128845 | -1.0857 | 0.14065 |
| 7 | -0.169854 | -1.4312 | 0.078378 |
| 8 | -0.456002 | -3.8423 | 0.000131 |
| 9 | -0.265236 | -2.2349 | 0.014285 |
| 10 | -0.275073 | -2.3178 | 0.011673 |
| 11 | -0.148133 | -1.2482 | 0.10803 |
| 12 | 0.382048 | 3.2192 | 0.00097 |
| 13 | 0.069983 | 0.5897 | 0.278636 |
| 14 | -0.042395 | -0.3572 | 0.360992 |
| 15 | -0.054591 | -0.46 | 0.323465 |
| 16 | 0.113462 | 0.956 | 0.171146 |
| 17 | 0.045077 | 0.3798 | 0.352606 |
| 18 | -0.032771 | -0.2761 | 0.391624 |
