| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.63196 | -4.4686 | 2.3e-05 |
| 2 | 0.205413 | 1.4525 | 0.076306 |
| 3 | -0.068028 | -0.481 | 0.316297 |
| 4 | 0.032773 | 0.2317 | 0.408844 |
| 5 | -0.100687 | -0.712 | 0.239897 |
| 6 | -0.016861 | -0.1192 | 0.452788 |
| 7 | 0.228823 | 1.618 | 0.055975 |
| 8 | -0.245199 | -1.7338 | 0.044556 |
| 9 | 0.084868 | 0.6001 | 0.275573 |
| 10 | 0.047128 | 0.3332 | 0.370171 |
| 11 | -0.020979 | -0.1483 | 0.441334 |
| 12 | -0.037311 | -0.2638 | 0.396498 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.63196 | -4.4686 | 2.3e-05 |
| 2 | -0.32293 | -2.2835 | 0.013344 |
| 3 | -0.186571 | -1.3193 | 0.096547 |
| 4 | -0.09192 | -0.65 | 0.259343 |
| 5 | -0.212027 | -1.4993 | 0.070048 |
| 6 | -0.3924 | -2.7747 | 0.003875 |
| 7 | -0.011526 | -0.0815 | 0.467684 |
| 8 | -0.058673 | -0.4149 | 0.340001 |
| 9 | -0.235597 | -1.6659 | 0.050991 |
| 10 | -0.163048 | -1.1529 | 0.127212 |
| 11 | -0.050246 | -0.3553 | 0.361933 |
| 12 | -0.013191 | -0.0933 | 0.463029 |
