| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.580323 | 4.9242 | 3e-06 |
| 2 | 0.169292 | 1.4365 | 0.077597 |
| 3 | -0.022645 | -0.1921 | 0.424084 |
| 4 | -0.334884 | -2.8416 | 0.002917 |
| 5 | -0.557729 | -4.7325 | 5e-06 |
| 6 | -0.653629 | -5.5462 | 0 |
| 7 | -0.526616 | -4.4685 | 1.4e-05 |
| 8 | -0.269955 | -2.2906 | 0.012457 |
| 9 | 0.004388 | 0.0372 | 0.4852 |
| 10 | 0.170259 | 1.4447 | 0.076441 |
| 11 | 0.505958 | 4.2932 | 2.7e-05 |
| 12 | 0.823558 | 6.9881 | 0 |
| 13 | 0.491206 | 4.168 | 4.2e-05 |
| 14 | 0.149716 | 1.2704 | 0.104019 |
| 15 | -0.009742 | -0.0827 | 0.467173 |
| 16 | -0.271984 | -2.3079 | 0.011942 |
| 17 | -0.452441 | -3.8391 | 0.000131 |
| 18 | -0.533287 | -4.5251 | 1.2e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.580323 | 4.9242 | 3e-06 |
| 2 | -0.252529 | -2.1428 | 0.017756 |
| 3 | 0.00137 | 0.0116 | 0.49538 |
| 4 | -0.444964 | -3.7756 | 0.000163 |
| 5 | -0.239114 | -2.0289 | 0.023081 |
| 6 | -0.455135 | -3.8619 | 0.000122 |
| 7 | -0.155908 | -1.3229 | 0.095024 |
| 8 | -0.296482 | -2.5157 | 0.007055 |
| 9 | -0.137955 | -1.1706 | 0.122813 |
| 10 | -0.570015 | -4.8367 | 4e-06 |
| 11 | 0.242591 | 2.0585 | 0.021583 |
| 12 | 0.244486 | 2.0745 | 0.020803 |
| 13 | -0.384684 | -3.2642 | 0.000841 |
| 14 | -0.140458 | -1.1918 | 0.118622 |
| 15 | -0.111465 | -0.9458 | 0.173704 |
| 16 | -0.001189 | -0.0101 | 0.49599 |
| 17 | 0.001882 | 0.016 | 0.493652 |
| 18 | 0.013329 | 0.1131 | 0.455132 |
