| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.551146 | 4.6766 | 7e-06 |
| 2 | 0.076714 | 0.6509 | 0.258579 |
| 3 | -0.19625 | -1.6652 | 0.050106 |
| 4 | -0.286128 | -2.4279 | 0.008844 |
| 5 | -0.271716 | -2.3056 | 0.012009 |
| 6 | -0.421235 | -3.5743 | 0.000316 |
| 7 | -0.335881 | -2.85 | 0.002849 |
| 8 | -0.274947 | -2.333 | 0.011223 |
| 9 | -0.175475 | -1.489 | 0.070433 |
| 10 | 0.140511 | 1.1923 | 0.118534 |
| 11 | 0.508286 | 4.313 | 2.5e-05 |
| 12 | 0.747062 | 6.339 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.551146 | 4.6766 | 7e-06 |
| 2 | -0.326107 | -2.7671 | 0.003592 |
| 3 | -0.11666 | -0.9899 | 0.16277 |
| 4 | -0.109798 | -0.9317 | 0.17731 |
| 5 | -0.108799 | -0.9232 | 0.179496 |
| 6 | -0.447984 | -3.8013 | 0.000149 |
| 7 | 0.040369 | 0.3425 | 0.36647 |
| 8 | -0.420784 | -3.5705 | 0.00032 |
| 9 | -0.222106 | -1.8846 | 0.031758 |
| 10 | 0.105425 | 0.8946 | 0.187001 |
| 11 | 0.36888 | 3.1301 | 0.001262 |
| 12 | 0.277703 | 2.3564 | 0.010589 |
