| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.512621 | 3.9707 | 9.7e-05 |
| 2 | 0.380669 | 2.9486 | 0.002272 |
| 3 | 0.077851 | 0.603 | 0.274382 |
| 4 | -0.059227 | -0.4588 | 0.324029 |
| 5 | -0.277243 | -2.1475 | 0.017901 |
| 6 | -0.33975 | -2.6317 | 0.005392 |
| 7 | -0.229151 | -1.775 | 0.040485 |
| 8 | -0.184118 | -1.4262 | 0.0795 |
| 9 | -0.203637 | -1.5774 | 0.059985 |
| 10 | -0.081831 | -0.6339 | 0.26429 |
| 11 | -0.028041 | -0.2172 | 0.414394 |
| 12 | -0.101534 | -0.7865 | 0.217342 |
| 13 | -0.103622 | -0.8027 | 0.212671 |
| 14 | -0.043358 | -0.3358 | 0.369079 |
| 15 | 0.021392 | 0.1657 | 0.434475 |
| 16 | -0.088814 | -0.6879 | 0.247069 |
| 17 | -0.075875 | -0.5877 | 0.279461 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.512621 | 3.9707 | 9.7e-05 |
| 2 | 0.159909 | 1.2387 | 0.110149 |
| 3 | -0.233942 | -1.8121 | 0.037487 |
| 4 | -0.110397 | -0.8551 | 0.197941 |
| 5 | -0.220055 | -1.7045 | 0.046727 |
| 6 | -0.128619 | -0.9963 | 0.161558 |
| 7 | 0.146108 | 1.1317 | 0.131122 |
| 8 | -0.036184 | -0.2803 | 0.390114 |
| 9 | -0.237673 | -1.841 | 0.035283 |
| 10 | 0.04188 | 0.3244 | 0.373382 |
| 11 | -0.01045 | -0.0809 | 0.467878 |
| 12 | -0.253017 | -1.9599 | 0.027331 |
| 13 | -0.027189 | -0.2106 | 0.416954 |
| 14 | 0.047814 | 0.3704 | 0.356208 |
| 15 | -0.039064 | -0.3026 | 0.381626 |
| 16 | -0.20116 | -1.5582 | 0.062226 |
| 17 | -0.124594 | -0.9651 | 0.169184 |
