| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 8.3066 | 0 |
| 1 | 0.739136 | 6.1397 | 0 |
| 2 | 0.496544 | 4.1246 | 5.1e-05 |
| 3 | 0.283905 | 2.3583 | 0.010599 |
| 4 | 0.151278 | 1.2566 | 0.106566 |
| 5 | 0.081056 | 0.6733 | 0.251502 |
| 6 | 0.053218 | 0.4421 | 0.329914 |
| 7 | 0.003709 | 0.0308 | 0.487757 |
| 8 | -0.166979 | -1.387 | 0.915052 |
| 9 | -0.257093 | -2.1356 | 0.981867 |
| 10 | -0.391362 | -3.2509 | 0.99911 |
| 11 | -0.467961 | -3.8872 | 0.999885 |
| 12 | -0.5191 | -4.312 | 0.999974 |
| 13 | -0.424868 | -3.5292 | 0.999627 |
| 14 | -0.314384 | -2.6115 | 0.994474 |
| 15 | -0.266527 | -2.2139 | 0.98493 |
| 16 | -0.176874 | -1.4692 | 0.926842 |
| 17 | -0.191215 | -1.5883 | 0.94161 |
| 18 | -0.17391 | -1.4446 | 0.923453 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.739136 | 6.1397 | 0 |
| 1 | -0.10972 | -0.9114 | 0.817372 |
| 2 | -0.094326 | -0.7835 | 0.782002 |
| 3 | 0.016053 | 0.1333 | 0.447153 |
| 4 | 0.019755 | 0.1641 | 0.435068 |
| 5 | 0.017228 | 0.1431 | 0.443312 |
| 6 | -0.083195 | -0.6911 | 0.754079 |
| 7 | -0.318091 | -2.6423 | 0.994909 |
| 8 | 0.029773 | 0.2473 | 0.4027 |
| 9 | -0.249913 | -2.0759 | 0.979186 |
| 10 | -0.124189 | -1.0316 | 0.847068 |
| 11 | -0.173691 | -1.4428 | 0.923197 |
| 12 | 0.130889 | 1.0872 | 0.140355 |
| 13 | 0.00105 | 0.0087 | 0.496533 |
| 14 | -0.133283 | -1.1071 | 0.863959 |
| 15 | 0.052256 | 0.4341 | 0.332796 |
| 16 | -0.164611 | -1.3674 | 0.912025 |
| 17 | -0.04806 | -0.3992 | 0.654517 |
| 18 | -0.03484 | -0.2894 | 0.613428 |
