| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.208239 | -2.84 | 0.002507 |
| 2 | -0.233893 | -3.1899 | 0.000835 |
| 3 | 0.050988 | 0.6954 | 0.243842 |
| 4 | 0.18205 | 2.4828 | 0.00696 |
| 5 | 0.008732 | 0.1191 | 0.452666 |
| 6 | -0.522238 | -7.1224 | 0 |
| 7 | 0.006219 | 0.0848 | 0.466252 |
| 8 | 0.184775 | 2.52 | 0.006288 |
| 9 | 0.016838 | 0.2296 | 0.409313 |
| 10 | -0.226165 | -3.0845 | 0.001175 |
| 11 | -0.078865 | -1.0756 | 0.141755 |
| 12 | 0.686078 | 9.3569 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.208239 | -2.84 | 0.002507 |
| 2 | -0.289824 | -3.9527 | 5.5e-05 |
| 3 | -0.082379 | -1.1235 | 0.131338 |
| 4 | 0.122763 | 1.6743 | 0.047879 |
| 5 | 0.10357 | 1.4125 | 0.079736 |
| 6 | -0.486631 | -6.6368 | 0 |
| 7 | -0.350313 | -4.7776 | 2e-06 |
| 8 | -0.220146 | -3.0024 | 0.001523 |
| 9 | -0.018564 | -0.2532 | 0.400202 |
| 10 | -0.127103 | -1.7335 | 0.042336 |
| 11 | -0.327237 | -4.4629 | 7e-06 |
| 12 | 0.39863 | 5.4366 | 0 |
