| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 10.7703 | 0 |
| 1 | -0.084439 | -0.9094 | 0.817498 |
| 2 | 0.187814 | 2.0228 | 0.022696 |
| 3 | -0.111488 | -1.2008 | 0.883855 |
| 4 | -0.127438 | -1.3725 | 0.913729 |
| 5 | -0.101414 | -1.0923 | 0.861508 |
| 6 | -0.105229 | -1.1334 | 0.870299 |
| 7 | -0.158469 | -1.7068 | 0.954729 |
| 8 | -0.048889 | -0.5266 | 0.700244 |
| 9 | -0.029116 | -0.3136 | 0.622803 |
| 10 | 0.064009 | 0.6894 | 0.245976 |
| 11 | 0.105607 | 1.1374 | 0.128854 |
| 12 | 0.336068 | 3.6196 | 0.000219 |
| 13 | -0.028828 | -0.3105 | 0.621626 |
| 14 | 0.096881 | 1.0434 | 0.149456 |
| 15 | -0.189853 | -2.0448 | 0.97843 |
| 16 | -0.030522 | -0.3287 | 0.628524 |
| 17 | -0.128096 | -1.3796 | 0.914824 |
| 18 | 0.036175 | 0.3896 | 0.348769 |
| 19 | -0.23336 | -2.5134 | 0.993334 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | -0.084439 | -0.9094 | 0.817498 |
| 1 | 0.181981 | 1.96 | 0.026197 |
| 2 | -0.086614 | -0.9329 | 0.823586 |
| 3 | -0.182359 | -1.9641 | 0.974043 |
| 4 | -0.091548 | -0.986 | 0.836909 |
| 5 | -0.07603 | -0.8189 | 0.79273 |
| 6 | -0.184364 | -1.9857 | 0.975285 |
| 7 | -0.101693 | -1.0953 | 0.862166 |
| 8 | -0.039481 | -0.4252 | 0.66427 |
| 9 | 0.002751 | 0.0296 | 0.488205 |
| 10 | 0.038557 | 0.4153 | 0.339356 |
| 11 | 0.313305 | 3.3744 | 0.000503 |
| 12 | -0.024047 | -0.259 | 0.60195 |
| 13 | -0.032573 | -0.3508 | 0.636821 |
| 14 | -0.117622 | -1.2668 | 0.896123 |
| 15 | 0.018901 | 0.2036 | 0.419525 |
| 16 | -0.038606 | -0.4158 | 0.660837 |
| 17 | 0.101918 | 1.0977 | 0.137306 |
| 18 | -0.172848 | -1.8616 | 0.967407 |
| 19 | -0.008127 | -0.0875 | 0.534798 |
