| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 7.6811 | 0 |
| 1 | 0.358077 | 2.7504 | 0.003945 |
| 2 | 0.104072 | 0.7994 | 0.213635 |
| 3 | 0.079765 | 0.6127 | 0.27122 |
| 4 | -0.137429 | -1.0556 | 0.852276 |
| 5 | -0.333937 | -2.565 | 0.99356 |
| 6 | -0.249986 | -1.9202 | 0.970163 |
| 7 | -0.294738 | -2.2639 | 0.986365 |
| 8 | -0.267539 | -2.055 | 0.977843 |
| 9 | -0.146549 | -1.1257 | 0.867567 |
| 10 | 0.026339 | 0.2023 | 0.420183 |
| 11 | 0.133742 | 1.0273 | 0.154239 |
| 12 | 0.126518 | 0.9718 | 0.167557 |
| 13 | 0.210335 | 1.6156 | 0.055756 |
| 14 | 0.221617 | 1.7023 | 0.046984 |
| 15 | -0.056174 | -0.4315 | 0.666154 |
| 16 | 0.045689 | 0.3509 | 0.36344 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.358077 | 2.7504 | 0.003945 |
| 1 | -0.027699 | -0.2128 | 0.583875 |
| 2 | 0.058988 | 0.4531 | 0.326071 |
| 3 | -0.210687 | -1.6183 | 0.944536 |
| 4 | -0.259734 | -1.9951 | 0.974669 |
| 5 | -0.063452 | -0.4874 | 0.686104 |
| 6 | -0.198786 | -1.5269 | 0.933936 |
| 7 | -0.114661 | -0.8807 | 0.808981 |
| 8 | -0.112321 | -0.8628 | 0.804117 |
| 9 | 0.016191 | 0.1244 | 0.450723 |
| 10 | 0.036941 | 0.2837 | 0.388798 |
| 11 | -0.093566 | -0.7187 | 0.762416 |
| 12 | 0.049759 | 0.3822 | 0.351841 |
| 13 | 0.020532 | 0.1577 | 0.437611 |
| 14 | -0.245565 | -1.8862 | 0.967905 |
| 15 | 0.127637 | 0.9804 | 0.165447 |
| 16 | -0.178233 | -1.369 | 0.911911 |

