| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.92664 | 7.2373 | 0 |
| 2 | 0.779303 | 6.0866 | 0 |
| 3 | 0.576887 | 4.5056 | 1.5e-05 |
| 4 | 0.364048 | 2.8433 | 0.003033 |
| 5 | 0.161988 | 1.2652 | 0.105311 |
| 6 | -0.003661 | -0.0286 | 0.488641 |
| 7 | -0.120454 | -0.9408 | 0.175265 |
| 8 | -0.20104 | -1.5702 | 0.060774 |
| 9 | -0.25593 | -1.9989 | 0.025041 |
| 10 | -0.282131 | -2.2035 | 0.015672 |
| 11 | -0.295285 | -2.3063 | 0.012255 |
| 12 | -0.304394 | -2.3774 | 0.010293 |
| 13 | -0.303277 | -2.3687 | 0.010518 |
| 14 | -0.290226 | -2.2667 | 0.013482 |
| 15 | -0.269948 | -2.1084 | 0.019557 |
| 16 | -0.252076 | -1.9688 | 0.026763 |
| 17 | -0.223985 | -1.7494 | 0.042628 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.92664 | 7.2373 | 0 |
| 2 | -0.56148 | -4.3853 | 2.3e-05 |
| 3 | -0.31432 | -2.4549 | 0.008479 |
| 4 | 0.063547 | 0.4963 | 0.310726 |
| 5 | -0.013506 | -0.1055 | 0.458168 |
| 6 | 0.04109 | 0.3209 | 0.374684 |
| 7 | 0.055722 | 0.4352 | 0.332476 |
| 8 | -0.175404 | -1.3699 | 0.087862 |
| 9 | -0.141352 | -1.104 | 0.136965 |
| 10 | 0.10827 | 0.8456 | 0.200535 |
| 11 | -0.100225 | -0.7828 | 0.218391 |
| 12 | -0.138461 | -1.0814 | 0.141885 |
| 13 | 0.104713 | 0.8178 | 0.208318 |
| 14 | -0.011064 | -0.0864 | 0.465712 |
| 15 | -0.127982 | -0.9996 | 0.160733 |
| 16 | -0.081339 | -0.6353 | 0.263812 |
| 17 | 0.096296 | 0.7521 | 0.227444 |
