| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 8.2462 | 0 |
| 1 | 0.152226 | 1.2553 | 0.106835 |
| 2 | 0.064752 | 0.534 | 0.297555 |
| 3 | 0.106425 | 0.8776 | 0.191624 |
| 4 | 0.090349 | 0.745 | 0.229408 |
| 5 | 0.031389 | 0.2588 | 0.39827 |
| 6 | 0.057102 | 0.4709 | 0.319619 |
| 7 | -0.271203 | -2.2364 | 0.985695 |
| 8 | -0.174254 | -1.4369 | 0.922339 |
| 9 | -0.055374 | -0.4566 | 0.675303 |
| 10 | -0.179433 | -1.4796 | 0.928206 |
| 11 | -0.161091 | -1.3284 | 0.905755 |
| 12 | -0.527595 | -4.3507 | 0.999977 |
| 13 | -0.242728 | -2.0016 | 0.975339 |
| 14 | -0.077439 | -0.6386 | 0.737379 |
| 15 | 0.017346 | 0.143 | 0.443342 |
| 16 | -0.130202 | -1.0737 | 0.856617 |
| 17 | 0.213853 | 1.7635 | 0.041156 |
| 18 | 0.018351 | 0.1513 | 0.440083 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.152226 | 1.2553 | 0.106835 |
| 1 | 0.042566 | 0.351 | 0.363334 |
| 2 | 0.092824 | 0.7654 | 0.223328 |
| 3 | 0.061292 | 0.5054 | 0.307448 |
| 4 | 0.001467 | 0.0121 | 0.49519 |
| 5 | 0.038682 | 0.319 | 0.375358 |
| 6 | -0.31103 | -2.5648 | 0.993733 |
| 7 | -0.120427 | -0.9931 | 0.837901 |
| 8 | -0.010297 | -0.0849 | 0.533709 |
| 9 | -0.133128 | -1.0978 | 0.861919 |
| 10 | -0.056865 | -0.4689 | 0.679686 |
| 11 | -0.541538 | -4.4656 | 0.999985 |
| 12 | -0.124911 | -1.03 | 0.846681 |
| 13 | -0.131067 | -1.0808 | 0.858199 |
| 14 | 0.032273 | 0.2661 | 0.395473 |
| 15 | -0.109169 | -0.9002 | 0.814413 |
| 16 | 0.247839 | 2.0437 | 0.022428 |
| 17 | -0.01311 | -0.1081 | 0.542884 |
| 18 | -0.122855 | -1.0131 | 0.842695 |
