| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.67738 | 6.2083 | 0 |
| 2 | 0.329861 | 3.0232 | 0.001658 |
| 3 | -0.120316 | -1.1027 | 0.13665 |
| 4 | -0.449231 | -4.1173 | 4.5e-05 |
| 5 | -0.589608 | -5.4038 | 0 |
| 6 | -0.573575 | -5.2569 | 1e-06 |
| 7 | -0.544022 | -4.986 | 2e-06 |
| 8 | -0.36516 | -3.3467 | 0.000612 |
| 9 | -0.090119 | -0.826 | 0.205584 |
| 10 | 0.264034 | 2.4199 | 0.008841 |
| 11 | 0.580169 | 5.3173 | 0 |
| 12 | 0.783687 | 7.1826 | 0 |
| 13 | 0.586548 | 5.3758 | 0 |
| 14 | 0.294838 | 2.7022 | 0.004166 |
| 15 | -0.101209 | -0.9276 | 0.178137 |
| 16 | -0.374022 | -3.428 | 0.000472 |
| 17 | -0.492805 | -4.5166 | 1e-05 |
| 18 | -0.476958 | -4.3714 | 1.8e-05 |
| 19 | -0.447082 | -4.0976 | 4.8e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.67738 | 6.2083 | 0 |
| 2 | -0.238346 | -2.1845 | 0.015857 |
| 3 | -0.461512 | -4.2298 | 3e-05 |
| 4 | -0.243963 | -2.236 | 0.014003 |
| 5 | -0.083825 | -0.7683 | 0.222242 |
| 6 | -0.164962 | -1.5119 | 0.067156 |
| 7 | -0.512815 | -4.7 | 5e-06 |
| 8 | -0.311035 | -2.8507 | 0.002744 |
| 9 | -0.017504 | -0.1604 | 0.436466 |
| 10 | 0.110879 | 1.0162 | 0.156221 |
| 11 | 0.050205 | 0.4601 | 0.323304 |
| 12 | 0.27048 | 2.479 | 0.007588 |
| 13 | -0.237594 | -2.1776 | 0.016121 |
| 14 | -0.070962 | -0.6504 | 0.25861 |
| 15 | 0.035329 | 0.3238 | 0.373449 |
| 16 | 0.134202 | 1.23 | 0.111068 |
| 17 | 0.033684 | 0.3087 | 0.37915 |
| 18 | -0.006347 | -0.0582 | 0.476876 |
| 19 | -0.063995 | -0.5865 | 0.279547 |
