| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 11.8322 | 0 |
| 1 | 0.361543 | 4.2778 | 1.7e-05 |
| 2 | 0.024565 | 0.2907 | 0.385872 |
| 3 | -0.043699 | -0.5171 | 0.697035 |
| 4 | 0.006266 | 0.0741 | 0.470501 |
| 5 | -0.078834 | -0.9328 | 0.823731 |
| 6 | -0.066641 | -0.7885 | 0.784132 |
| 7 | -0.113011 | -1.3372 | 0.908331 |
| 8 | -0.007844 | -0.0928 | 0.536908 |
| 9 | -0.122629 | -1.451 | 0.925486 |
| 10 | -0.102094 | -1.208 | 0.885456 |
| 11 | 0.049026 | 0.5801 | 0.281395 |
| 12 | 0.069687 | 0.8246 | 0.205514 |
| 13 | 0.054732 | 0.6476 | 0.259153 |
| 14 | 0.091499 | 1.0826 | 0.140416 |
| 15 | 0.013163 | 0.1557 | 0.438228 |
| 16 | 0.001633 | 0.0193 | 0.492304 |
| 17 | -0.032453 | -0.384 | 0.649215 |
| 18 | 0.038355 | 0.4538 | 0.325329 |
| 19 | 0.073193 | 0.866 | 0.193977 |
| 20 | 0.051444 | 0.6087 | 0.271857 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.361543 | 4.2778 | 1.7e-05 |
| 1 | -0.12211 | -1.4448 | 0.924629 |
| 2 | -0.011114 | -0.1315 | 0.552217 |
| 3 | 0.036022 | 0.4262 | 0.335303 |
| 4 | -0.115444 | -1.366 | 0.912928 |
| 5 | 0.005137 | 0.0608 | 0.475808 |
| 6 | -0.10669 | -1.2624 | 0.895542 |
| 7 | 0.070418 | 0.8332 | 0.203078 |
| 8 | -0.17918 | -2.1201 | 0.982119 |
| 9 | -0.004324 | -0.0512 | 0.520364 |
| 10 | 0.111058 | 1.3141 | 0.095489 |
| 11 | -0.046778 | -0.5535 | 0.709591 |
| 12 | 0.071299 | 0.8436 | 0.20016 |
| 13 | 0.040549 | 0.4798 | 0.316064 |
| 14 | -0.056044 | -0.6631 | 0.74583 |
| 15 | 0.012663 | 0.1498 | 0.440559 |
| 16 | -0.03889 | -0.4602 | 0.67694 |
| 17 | 0.096493 | 1.1417 | 0.127759 |
| 18 | 0.011872 | 0.1405 | 0.444243 |
| 19 | 0.039515 | 0.4676 | 0.320416 |
| 20 | -0.008443 | -0.0999 | 0.539718 |
