| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.146445 | -1.1249 | 0.132601 |
| 2 | -0.20074 | -1.5419 | 0.06422 |
| 3 | -0.14458 | -1.1105 | 0.135636 |
| 4 | 0.577601 | 4.4366 | 2e-05 |
| 5 | -0.140411 | -1.0785 | 0.142597 |
| 6 | -0.228807 | -1.7575 | 0.04201 |
| 7 | -0.169942 | -1.3054 | 0.098421 |
| 8 | 0.51931 | 3.9889 | 9.3e-05 |
| 9 | -0.185866 | -1.4277 | 0.07933 |
| 10 | -0.192448 | -1.4782 | 0.072334 |
| 11 | -0.120587 | -0.9262 | 0.179046 |
| 12 | 0.713165 | 5.4779 | 0 |
| 13 | -0.160559 | -1.2333 | 0.111181 |
| 14 | -0.224069 | -1.7211 | 0.045236 |
| 15 | -0.140098 | -1.0761 | 0.14313 |
| 16 | 0.43806 | 3.3648 | 0.000676 |
| 17 | -0.145921 | -1.1208 | 0.133449 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.146445 | -1.1249 | 0.132601 |
| 2 | -0.227056 | -1.744 | 0.043179 |
| 3 | -0.230473 | -1.7703 | 0.040922 |
| 4 | 0.519353 | 3.9892 | 9.3e-05 |
| 5 | -0.062647 | -0.4812 | 0.316077 |
| 6 | -0.132809 | -1.0201 | 0.155916 |
| 7 | -0.135489 | -1.0407 | 0.151128 |
| 8 | 0.224286 | 1.7228 | 0.045084 |
| 9 | -0.140827 | -1.0817 | 0.14189 |
| 10 | -0.030282 | -0.2326 | 0.408439 |
| 11 | 0.004731 | 0.0363 | 0.485569 |
| 12 | 0.527672 | 4.0531 | 7.5e-05 |
| 13 | 0.006887 | 0.0529 | 0.478994 |
| 14 | -0.085489 | -0.6567 | 0.256979 |
| 15 | -0.088973 | -0.6834 | 0.24851 |
| 16 | -0.272156 | -2.0905 | 0.020447 |
| 17 | -0.058972 | -0.453 | 0.326114 |
