| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.7347 | 7.1986 | 0 |
| 2 | 0.387088 | 3.7927 | 0.00013 |
| 3 | -0.000125 | -0.0012 | 0.499511 |
| 4 | -0.434319 | -4.2554 | 2.4e-05 |
| 5 | -0.7201 | -7.0555 | 0 |
| 6 | -0.785135 | -7.6927 | 0 |
| 7 | -0.692733 | -6.7874 | 0 |
| 8 | -0.383629 | -3.7588 | 0.000147 |
| 9 | 0.034958 | 0.3425 | 0.366357 |
| 10 | 0.356281 | 3.4908 | 0.000365 |
| 11 | 0.652426 | 6.3924 | 0 |
| 12 | 0.822157 | 8.0555 | 0 |
| 13 | 0.623638 | 6.1104 | 0 |
| 14 | 0.334269 | 3.2752 | 0.000735 |
| 15 | -0.013351 | -0.1308 | 0.448097 |
| 16 | -0.364028 | -3.5667 | 0.000283 |
| 17 | -0.6031 | -5.9091 | 0 |
| 18 | -0.677232 | -6.6355 | 0 |
| 19 | -0.596272 | -5.8422 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.7347 | 7.1986 | 0 |
| 2 | -0.331793 | -3.2509 | 0.000794 |
| 3 | -0.329898 | -3.2323 | 0.000842 |
| 4 | -0.51606 | -5.0563 | 1e-06 |
| 5 | -0.311301 | -3.0501 | 0.001478 |
| 6 | -0.178836 | -1.7522 | 0.041464 |
| 7 | -0.267022 | -2.6163 | 0.005163 |
| 8 | -0.034569 | -0.3387 | 0.367784 |
| 9 | 0.040271 | 0.3946 | 0.347018 |
| 10 | -0.193038 | -1.8914 | 0.030794 |
| 11 | 0.160128 | 1.5689 | 0.059978 |
| 12 | 0.33961 | 3.3275 | 0.000622 |
| 13 | -0.291879 | -2.8598 | 0.0026 |
| 14 | 0.000284 | 0.0028 | 0.498892 |
| 15 | 0.022561 | 0.2211 | 0.41276 |
| 16 | 0.210063 | 2.0582 | 0.021141 |
| 17 | 0.005367 | 0.0526 | 0.479086 |
| 18 | -0.076259 | -0.7472 | 0.228391 |
| 19 | 0.048258 | 0.4728 | 0.318703 |
