| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 8.544 | 0 |
| 1 | 0.68793 | 5.8777 | 0 |
| 2 | 0.416274 | 3.5566 | 0.000332 |
| 3 | 0.208888 | 1.7847 | 0.039229 |
| 4 | 0.071684 | 0.6125 | 0.271065 |
| 5 | -0.002363 | -0.0202 | 0.508026 |
| 6 | -0.058187 | -0.4972 | 0.689712 |
| 7 | -0.085695 | -0.7322 | 0.766799 |
| 8 | -0.192466 | -1.6444 | 0.947807 |
| 9 | -0.187696 | -1.6037 | 0.943448 |
| 10 | -0.273499 | -2.3368 | 0.988901 |
| 11 | -0.332172 | -2.8381 | 0.997063 |
| 12 | -0.367874 | -3.1431 | 0.998792 |
| 13 | -0.34942 | -2.9854 | 0.998074 |
| 14 | -0.234325 | -2.0021 | 0.975504 |
| 15 | -0.138213 | -1.1809 | 0.87926 |
| 16 | -0.048912 | -0.4179 | 0.661378 |
| 17 | -0.124502 | -1.0637 | 0.854526 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.68793 | 5.8777 | 0 |
| 1 | -0.108161 | -0.9241 | 0.820767 |
| 2 | -0.065399 | -0.5588 | 0.710985 |
| 3 | -0.03245 | -0.2773 | 0.608815 |
| 4 | -0.008559 | -0.0731 | 0.529047 |
| 5 | -0.051579 | -0.4407 | 0.669629 |
| 6 | -0.019315 | -0.165 | 0.56531 |
| 7 | -0.207205 | -1.7704 | 0.959579 |
| 8 | 0.086383 | 0.7381 | 0.231423 |
| 9 | -0.251119 | -2.1456 | 0.982383 |
| 10 | -0.084918 | -0.7255 | 0.76478 |
| 11 | -0.130861 | -1.1181 | 0.8664 |
| 12 | -0.035839 | -0.3062 | 0.619842 |
| 13 | 0.057927 | 0.4949 | 0.311069 |
| 14 | -0.014081 | -0.1203 | 0.547715 |
| 15 | -0.0476 | -0.4067 | 0.657289 |
| 16 | -0.244282 | -2.0871 | 0.979817 |
| 17 | -0.060906 | -0.5204 | 0.697812 |
