| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 9.798 | 0 |
| 1 | 0.358893 | 3.5164 | 0.000335 |
| 2 | 0.15575 | 1.526 | 0.065145 |
| 3 | 0.049037 | 0.4805 | 0.315995 |
| 4 | -0.183934 | -1.8022 | 0.962672 |
| 5 | -0.315277 | -3.0891 | 0.998687 |
| 6 | -0.469839 | -4.6035 | 0.999994 |
| 7 | -0.344287 | -3.3733 | 0.999464 |
| 8 | -0.20416 | -2.0004 | 0.975857 |
| 9 | -0.02239 | -0.2194 | 0.586589 |
| 10 | 0.054845 | 0.5374 | 0.296127 |
| 11 | 0.254731 | 2.4958 | 0.007136 |
| 12 | 0.786474 | 7.7058 | 0 |
| 13 | 0.294149 | 2.8821 | 0.002437 |
| 14 | 0.124383 | 1.2187 | 0.112972 |
| 15 | 0.025368 | 0.2486 | 0.402117 |
| 16 | -0.163729 | -1.6042 | 0.944024 |
| 17 | -0.295181 | -2.8922 | 0.997634 |
| 18 | -0.417121 | -4.0869 | 0.999955 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.358893 | 3.5164 | 0.000335 |
| 1 | 0.03093 | 0.3031 | 0.381252 |
| 2 | -0.01865 | -0.1827 | 0.572302 |
| 3 | -0.230043 | -2.254 | 0.986763 |
| 4 | -0.219975 | -2.1553 | 0.983181 |
| 5 | -0.34035 | -3.3347 | 0.999393 |
| 6 | -0.10714 | -1.0498 | 0.851767 |
| 7 | -0.069414 | -0.6801 | 0.750965 |
| 8 | 0.044994 | 0.4408 | 0.330158 |
| 9 | -0.100054 | -0.9803 | 0.835305 |
| 10 | 0.087357 | 0.8559 | 0.197087 |
| 11 | 0.7081 | 6.9379 | 0 |
| 12 | -0.305156 | -2.9899 | 0.998228 |
| 13 | -0.180562 | -1.7691 | 0.959977 |
| 14 | -0.110054 | -1.0783 | 0.8582 |
| 15 | 0.079799 | 0.7819 | 0.218109 |
| 16 | -0.06109 | -0.5986 | 0.72456 |
| 17 | 0.085996 | 0.8426 | 0.200777 |
| 18 | 0.008193 | 0.0803 | 0.468094 |
