| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 8.9443 | 0 |
| 1 | 0.244179 | 2.184 | 0.015945 |
| 2 | -0.164029 | -1.4671 | 0.926868 |
| 3 | -0.274121 | -2.4518 | 0.991804 |
| 4 | -0.289035 | -2.5852 | 0.994226 |
| 5 | 0.01732 | 0.1549 | 0.438641 |
| 6 | 0.152354 | 1.3627 | 0.0884 |
| 7 | 0.039948 | 0.3573 | 0.360901 |
| 8 | -0.278545 | -2.4914 | 0.992604 |
| 9 | -0.257474 | -2.3029 | 0.988059 |
| 10 | -0.097233 | -0.8697 | 0.806461 |
| 11 | 0.234555 | 2.0979 | 0.019534 |
| 12 | 0.74285 | 6.6443 | 0 |
| 13 | 0.162445 | 1.4529 | 0.075075 |
| 14 | -0.1343 | -1.2012 | 0.883394 |
| 15 | -0.247369 | -2.2125 | 0.98511 |
| 16 | -0.227835 | -2.0378 | 0.977563 |
| 17 | 0.014628 | 0.1308 | 0.448116 |
| 18 | 0.109966 | 0.9836 | 0.164148 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.244179 | 2.184 | 0.015945 |
| 1 | -0.237832 | -2.1272 | 0.98176 |
| 2 | -0.187637 | -1.6783 | 0.951402 |
| 3 | -0.236353 | -2.114 | 0.981185 |
| 4 | 0.067444 | 0.6032 | 0.274029 |
| 5 | -0.00257 | -0.023 | 0.509142 |
| 6 | -0.100327 | -0.8973 | 0.813887 |
| 7 | -0.362614 | -3.2433 | 0.999138 |
| 8 | -0.14696 | -1.3144 | 0.903774 |
| 9 | -0.163277 | -1.4604 | 0.925952 |
| 10 | 0.102154 | 0.9137 | 0.181812 |
| 11 | 0.614128 | 5.4929 | 0 |
| 12 | -0.165107 | -1.4768 | 0.928168 |
| 13 | 0.156658 | 1.4012 | 0.082512 |
| 14 | -0.019867 | -0.1777 | 0.570293 |
| 15 | 0.106975 | 0.9568 | 0.170772 |
| 16 | -0.059563 | -0.5327 | 0.702157 |
| 17 | -0.034474 | -0.3083 | 0.620689 |
| 18 | -0.047774 | -0.4273 | 0.664848 |
