| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 8.3066 | 0 |
| 1 | 0.320654 | 2.6636 | 0.004808 |
| 2 | 0.437048 | 3.6304 | 0.00027 |
| 3 | 0.532435 | 4.4227 | 1.8e-05 |
| 4 | 0.24929 | 2.0708 | 0.021062 |
| 5 | 0.243518 | 2.0228 | 0.023485 |
| 6 | 0.187894 | 1.5608 | 0.061577 |
| 7 | -0.072133 | -0.5992 | 0.724492 |
| 8 | -0.058594 | -0.4867 | 0.685999 |
| 9 | -0.045798 | -0.3804 | 0.647601 |
| 10 | -0.282547 | -2.347 | 0.9891 |
| 11 | -0.154983 | -1.2874 | 0.898869 |
| 12 | -0.266494 | -2.2137 | 0.98492 |
| 13 | -0.230892 | -1.9179 | 0.97037 |
| 14 | -0.098451 | -0.8178 | 0.791855 |
| 15 | -0.141919 | -1.1789 | 0.87875 |
| 16 | -0.183263 | -1.5223 | 0.933748 |
| 17 | 0.055327 | 0.4596 | 0.323631 |
| 18 | 0.018793 | 0.1561 | 0.438204 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.320654 | 2.6636 | 0.004808 |
| 1 | 0.372532 | 3.0945 | 0.001423 |
| 2 | 0.42068 | 3.4944 | 0.000417 |
| 3 | -0.05521 | -0.4586 | 0.676021 |
| 4 | -0.161413 | -1.3408 | 0.907808 |
| 5 | -0.161093 | -1.3381 | 0.907378 |
| 6 | -0.322743 | -2.6809 | 0.995412 |
| 7 | -0.212753 | -1.7673 | 0.959196 |
| 8 | 0.086773 | 0.7208 | 0.236736 |
| 9 | -0.00769 | -0.0639 | 0.525374 |
| 10 | 0.131282 | 1.0905 | 0.13964 |
| 11 | -0.049933 | -0.4148 | 0.660202 |
| 12 | 0.069089 | 0.5739 | 0.283952 |
| 13 | 0.160395 | 1.3323 | 0.093566 |
| 14 | 0.118465 | 0.984 | 0.164265 |
| 15 | -0.160646 | -1.3344 | 0.906775 |
| 16 | -0.004132 | -0.0343 | 0.51364 |
| 17 | 0.027679 | 0.2299 | 0.409418 |
| 18 | -0.15744 | -1.3078 | 0.902359 |
