| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 10.7703 | 0 |
| 1 | 0.026225 | 0.2825 | 0.389049 |
| 2 | 0.012272 | 0.1322 | 0.447538 |
| 3 | -0.109861 | -1.1832 | 0.880434 |
| 4 | -0.204273 | -2.2001 | 0.985109 |
| 5 | 0.023115 | 0.249 | 0.401917 |
| 6 | -0.044197 | -0.476 | 0.68252 |
| 7 | -0.113697 | -1.2246 | 0.888388 |
| 8 | -0.071764 | -0.7729 | 0.779429 |
| 9 | 0.014491 | 0.1561 | 0.438124 |
| 10 | 0.078117 | 0.8414 | 0.200941 |
| 11 | 0.175242 | 1.8874 | 0.030802 |
| 12 | 0.204554 | 2.2031 | 0.014781 |
| 13 | -0.06357 | -0.6847 | 0.752541 |
| 14 | 0.121013 | 1.3033 | 0.097518 |
| 15 | -0.166424 | -1.7924 | 0.962166 |
| 16 | -0.035683 | -0.3843 | 0.649275 |
| 17 | -0.023808 | -0.2564 | 0.600959 |
| 18 | -0.12007 | -1.2932 | 0.900743 |
| 19 | -0.037136 | -0.4 | 0.655041 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.026225 | 0.2825 | 0.389049 |
| 1 | 0.011592 | 0.1249 | 0.450428 |
| 2 | -0.110574 | -1.1909 | 0.881942 |
| 3 | -0.201185 | -2.1668 | 0.983854 |
| 4 | 0.034426 | 0.3708 | 0.35574 |
| 5 | -0.053102 | -0.5719 | 0.715761 |
| 6 | -0.16656 | -1.7939 | 0.962283 |
| 7 | -0.112112 | -1.2075 | 0.885149 |
| 8 | 0.019757 | 0.2128 | 0.415932 |
| 9 | 0.027831 | 0.2997 | 0.382452 |
| 10 | 0.104187 | 1.1221 | 0.132063 |
| 11 | 0.195712 | 2.1079 | 0.018597 |
| 12 | -0.052089 | -0.561 | 0.712064 |
| 13 | 0.170177 | 1.8329 | 0.034694 |
| 14 | -0.088163 | -0.9495 | 0.827841 |
| 15 | 0.028512 | 0.3071 | 0.379663 |
| 16 | -0.001508 | -0.0162 | 0.506466 |
| 17 | -0.038515 | -0.4148 | 0.66048 |
| 18 | -0.052792 | -0.5686 | 0.714634 |
| 19 | -0.067488 | -0.7269 | 0.765615 |
