| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 8.4853 | 0 |
| 1 | 0.316265 | 2.6836 | 0.004515 |
| 2 | -0.1018 | -0.8638 | 0.804717 |
| 3 | -0.281545 | -2.389 | 0.990241 |
| 4 | -0.254244 | -2.1573 | 0.982841 |
| 5 | -0.079129 | -0.6714 | 0.747952 |
| 6 | -0.013355 | -0.1133 | 0.544955 |
| 7 | -0.077063 | -0.6539 | 0.742372 |
| 8 | -0.307474 | -2.609 | 0.994482 |
| 9 | -0.304034 | -2.5798 | 0.994037 |
| 10 | -0.079666 | -0.676 | 0.749393 |
| 11 | 0.283521 | 2.4058 | 0.009354 |
| 12 | 0.813004 | 6.8986 | 0 |
| 13 | 0.254976 | 2.1635 | 0.01691 |
| 14 | -0.083706 | -0.7103 | 0.760085 |
| 15 | -0.248574 | -2.1092 | 0.980798 |
| 16 | -0.211711 | -1.7964 | 0.961689 |
| 17 | -0.062362 | -0.5292 | 0.700837 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.316265 | 2.6836 | 0.004515 |
| 1 | -0.224255 | -1.9029 | 0.969471 |
| 2 | -0.200306 | -1.6997 | 0.953244 |
| 3 | -0.133423 | -1.1321 | 0.869332 |
| 4 | -0.023903 | -0.2028 | 0.580078 |
| 5 | -0.101525 | -0.8615 | 0.80408 |
| 6 | -0.174644 | -1.4819 | 0.928635 |
| 7 | -0.393026 | -3.3349 | 0.999324 |
| 8 | -0.327425 | -2.7783 | 0.996518 |
| 9 | -0.286958 | -2.4349 | 0.991313 |
| 10 | -0.085005 | -0.7213 | 0.763467 |
| 11 | 0.660673 | 5.606 | 0 |
| 12 | -0.270174 | -2.2925 | 0.987599 |
| 13 | 0.071721 | 0.6086 | 0.27236 |
| 14 | -0.107247 | -0.91 | 0.817076 |
| 15 | -0.084975 | -0.721 | 0.763389 |
| 16 | -0.05663 | -0.4805 | 0.683845 |
| 17 | -0.146646 | -1.2443 | 0.891293 |
