| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.903812 | 8.2836 | 0 |
| 2 | 0.793009 | 7.268 | 0 |
| 3 | 0.646514 | 5.9254 | 0 |
| 4 | 0.529053 | 4.8488 | 3e-06 |
| 5 | 0.421382 | 3.862 | 0.00011 |
| 6 | 0.318663 | 2.9206 | 0.002243 |
| 7 | 0.207703 | 1.9036 | 0.030192 |
| 8 | 0.083278 | 0.7633 | 0.223723 |
| 9 | -0.039811 | -0.3649 | 0.358061 |
| 10 | -0.176817 | -1.6206 | 0.054431 |
| 11 | -0.296575 | -2.7182 | 0.003986 |
| 12 | -0.392844 | -3.6005 | 0.000268 |
| 13 | -0.430493 | -3.9455 | 8.2e-05 |
| 14 | -0.439749 | -4.0304 | 6.1e-05 |
| 15 | -0.417781 | -3.829 | 0.000124 |
| 16 | -0.383703 | -3.5167 | 0.000354 |
| 17 | -0.366972 | -3.3634 | 0.000581 |
| 18 | -0.34716 | -3.1818 | 0.001026 |
| 19 | -0.32 | -2.9328 | 0.002164 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.903812 | 8.2836 | 0 |
| 2 | -0.130334 | -1.1945 | 0.117817 |
| 3 | -0.254616 | -2.3336 | 0.011003 |
| 4 | 0.102338 | 0.9379 | 0.175482 |
| 5 | -0.006112 | -0.056 | 0.477731 |
| 6 | -0.123486 | -1.1318 | 0.130477 |
| 7 | -0.125374 | -1.1491 | 0.126894 |
| 8 | -0.145749 | -1.3358 | 0.092609 |
| 9 | -0.078906 | -0.7232 | 0.235787 |
| 10 | -0.20668 | -1.8943 | 0.030817 |
| 11 | -0.082996 | -0.7607 | 0.224491 |
| 12 | 0.006008 | 0.0551 | 0.47811 |
| 13 | 0.15341 | 1.406 | 0.081703 |
| 14 | 0.010354 | 0.0949 | 0.462312 |
| 15 | 0.034521 | 0.3164 | 0.376245 |
| 16 | 0.077305 | 0.7085 | 0.240294 |
| 17 | -0.145466 | -1.3332 | 0.093033 |
| 18 | -0.050525 | -0.4631 | 0.322255 |
| 19 | 0.028236 | 0.2588 | 0.398217 |
