| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.354152 | 2.6025 | 0.005961 |
| 2 | 0.07594 | 0.558 | 0.289561 |
| 3 | 0.188512 | 1.3853 | 0.085833 |
| 4 | 0.358312 | 2.633 | 0.005507 |
| 5 | 0.264693 | 1.9451 | 0.028489 |
| 6 | 0.046301 | 0.3402 | 0.367499 |
| 7 | -0.200801 | -1.4756 | 0.072932 |
| 8 | -0.054702 | -0.402 | 0.344645 |
| 9 | -0.004869 | -0.0358 | 0.485795 |
| 10 | -0.063227 | -0.4646 | 0.322034 |
| 11 | -0.0981 | -0.7209 | 0.237044 |
| 12 | -0.41042 | -3.016 | 0.00195 |
| 13 | -0.177946 | -1.3076 | 0.09827 |
| 14 | 0.067606 | 0.4968 | 0.310672 |
| 15 | -0.06652 | -0.4888 | 0.313474 |
| 16 | -0.230051 | -1.6905 | 0.048347 |
| 17 | -0.139392 | -1.0243 | 0.155125 |
| 18 | -0.082314 | -0.6049 | 0.273896 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.354152 | 2.6025 | 0.005961 |
| 2 | -0.05658 | -0.4158 | 0.33961 |
| 3 | 0.206628 | 1.5184 | 0.067373 |
| 4 | 0.26668 | 1.9597 | 0.027601 |
| 5 | 0.080443 | 0.5911 | 0.278449 |
| 6 | -0.084609 | -0.6217 | 0.268362 |
| 7 | -0.336984 | -2.4763 | 0.00822 |
| 8 | -0.061407 | -0.4512 | 0.326809 |
| 9 | -0.11199 | -0.823 | 0.207076 |
| 10 | 0.02542 | 0.1868 | 0.426261 |
| 11 | 0.148325 | 1.09 | 0.140286 |
| 12 | -0.395272 | -2.9046 | 0.002659 |
| 13 | 0.166594 | 1.2242 | 0.113093 |
| 14 | 0.05801 | 0.4263 | 0.335797 |
| 15 | -0.041547 | -0.3053 | 0.380653 |
| 16 | 0.051022 | 0.3749 | 0.35459 |
| 17 | -0.05567 | -0.4091 | 0.342047 |
| 18 | -0.085566 | -0.6288 | 0.266072 |
