| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 9.7468 | 0 |
| 1 | 0.184544 | 1.7987 | 0.03762 |
| 2 | -0.079608 | -0.7759 | 0.780139 |
| 3 | -0.038657 | -0.3768 | 0.646413 |
| 4 | -0.149292 | -1.4551 | 0.925533 |
| 5 | 0.065441 | 0.6378 | 0.262557 |
| 6 | 0.055808 | 0.5439 | 0.293876 |
| 7 | -0.065985 | -0.6431 | 0.739159 |
| 8 | -0.143715 | -1.4008 | 0.917728 |
| 9 | -0.090604 | -0.8831 | 0.810295 |
| 10 | 0.056747 | 0.5531 | 0.290748 |
| 11 | 0.331064 | 3.2268 | 0.000859 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.184544 | 1.7987 | 0.03762 |
| 1 | -0.117672 | -1.1469 | 0.872853 |
| 2 | -0.000548 | -0.0053 | 0.502124 |
| 3 | -0.158076 | -1.5407 | 0.936647 |
| 4 | 0.13208 | 1.2874 | 0.100549 |
| 5 | -0.018842 | -0.1837 | 0.572662 |
| 6 | -0.059963 | -0.5844 | 0.719846 |
| 7 | -0.149266 | -1.4549 | 0.925498 |
| 8 | -0.014619 | -0.1425 | 0.556501 |
| 9 | 0.056455 | 0.5503 | 0.291719 |
| 10 | 0.308517 | 3.0071 | 0.001688 |
| 11 | -0.122647 | -1.1954 | 0.882549 |
