| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 7.746 | 0 |
| 1 | 0.941532 | 7.2931 | 0 |
| 2 | 0.880348 | 6.8191 | 0 |
| 3 | 0.827288 | 6.4081 | 0 |
| 4 | 0.789242 | 6.1134 | 0 |
| 5 | 0.760063 | 5.8874 | 0 |
| 6 | 0.713306 | 5.5252 | 0 |
| 7 | 0.663226 | 5.1373 | 2e-06 |
| 8 | 0.615477 | 4.7675 | 6e-06 |
| 9 | 0.583104 | 4.5167 | 1.5e-05 |
| 10 | 0.548385 | 4.2478 | 3.8e-05 |
| 11 | 0.50886 | 3.9416 | 0.000107 |
| 12 | 0.458344 | 3.5503 | 0.000378 |
| 13 | 0.404521 | 3.1334 | 0.001336 |
| 14 | 0.343252 | 2.6588 | 0.005019 |
| 15 | 0.280566 | 2.1733 | 0.01686 |
| 16 | 0.217341 | 1.6835 | 0.048736 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.941532 | 7.2931 | 0 |
| 1 | -0.054039 | -0.4186 | 0.661491 |
| 2 | 0.039749 | 0.3079 | 0.379616 |
| 3 | 0.100271 | 0.7767 | 0.220195 |
| 4 | 0.055755 | 0.4319 | 0.33369 |
| 5 | -0.161467 | -1.2507 | 0.892053 |
| 6 | -0.025703 | -0.1991 | 0.57857 |
| 7 | -0.005283 | -0.0409 | 0.516254 |
| 8 | 0.080318 | 0.6221 | 0.268103 |
| 9 | -0.073775 | -0.5715 | 0.71509 |
| 10 | -0.030655 | -0.2374 | 0.593441 |
| 11 | -0.096688 | -0.7489 | 0.77159 |
| 12 | -0.054554 | -0.4226 | 0.662942 |
| 13 | -0.161074 | -1.2477 | 0.891501 |
| 14 | -0.073629 | -0.5703 | 0.714707 |
| 15 | -0.077156 | -0.5976 | 0.723839 |
| 16 | -0.013271 | -0.1028 | 0.540766 |
