| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.710033 | 6.5076 | 0 |
| 2 | 0.405198 | 3.7137 | 0.000183 |
| 3 | -0.011264 | -0.1032 | 0.459011 |
| 4 | -0.338724 | -3.1045 | 0.001299 |
| 5 | -0.592951 | -5.4345 | 0 |
| 6 | -0.663109 | -6.0775 | 0 |
| 7 | -0.628773 | -5.7628 | 0 |
| 8 | -0.377797 | -3.4626 | 0.000422 |
| 9 | -0.057725 | -0.5291 | 0.29908 |
| 10 | 0.318015 | 2.9147 | 0.002282 |
| 11 | 0.595228 | 5.4554 | 0 |
| 12 | 0.818544 | 7.5021 | 0 |
| 13 | 0.585549 | 5.3666 | 0 |
| 14 | 0.336226 | 3.0816 | 0.001392 |
| 15 | -0.021991 | -0.2016 | 0.420376 |
| 16 | -0.299672 | -2.7465 | 0.003684 |
| 17 | -0.518078 | -4.7483 | 4e-06 |
| 18 | -0.575033 | -5.2703 | 1e-06 |
| 19 | -0.550093 | -5.0417 | 1e-06 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.710033 | 6.5076 | 0 |
| 2 | -0.199554 | -1.8289 | 0.035478 |
| 3 | -0.450929 | -4.1328 | 4.2e-05 |
| 4 | -0.223396 | -2.0475 | 0.021869 |
| 5 | -0.261201 | -2.3939 | 0.009447 |
| 6 | -0.150761 | -1.3817 | 0.085357 |
| 7 | -0.244195 | -2.2381 | 0.013931 |
| 8 | 0.042014 | 0.3851 | 0.350581 |
| 9 | 0.081072 | 0.743 | 0.229766 |
| 10 | 0.186124 | 1.7059 | 0.045865 |
| 11 | 0.194663 | 1.7841 | 0.039008 |
| 12 | 0.473329 | 4.3381 | 2e-05 |
| 13 | -0.525394 | -4.8153 | 3e-06 |
| 14 | -0.012109 | -0.111 | 0.455947 |
| 15 | 0.134823 | 1.2357 | 0.110013 |
| 16 | 0.024969 | 0.2288 | 0.409774 |
| 17 | 0.012513 | 0.1147 | 0.454483 |
| 18 | 0.127255 | 1.1663 | 0.123395 |
| 19 | 0.005327 | 0.0488 | 0.480587 |
