| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.198041 | 1.8042 | 0.037411 |
| 2 | 0.166609 | 1.5179 | 0.066423 |
| 3 | -0.009068 | -0.0826 | 0.467178 |
| 4 | -0.145599 | -1.3265 | 0.094161 |
| 5 | -0.246847 | -2.2489 | 0.013584 |
| 6 | -0.335866 | -3.0599 | 0.001491 |
| 7 | -0.209911 | -1.9124 | 0.029639 |
| 8 | -0.158753 | -1.4463 | 0.075928 |
| 9 | -0.105412 | -0.9604 | 0.169834 |
| 10 | 0.083727 | 0.7628 | 0.223877 |
| 11 | 0.295299 | 2.6903 | 0.004315 |
| 12 | 0.458044 | 4.173 | 3.7e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.198041 | 1.8042 | 0.037411 |
| 2 | 0.132589 | 1.2079 | 0.115251 |
| 3 | -0.067748 | -0.6172 | 0.269391 |
| 4 | -0.164516 | -1.4988 | 0.068858 |
| 5 | -0.198784 | -1.811 | 0.036879 |
| 6 | -0.247831 | -2.2578 | 0.01329 |
| 7 | -0.089796 | -0.8181 | 0.207828 |
| 8 | -0.082471 | -0.7513 | 0.227285 |
| 9 | -0.128337 | -1.1692 | 0.122835 |
| 10 | 0.015015 | 0.1368 | 0.445762 |
| 11 | 0.20264 | 1.8461 | 0.034218 |
| 12 | 0.339395 | 3.092 | 0.001354 |
