| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.972804 | 12.0722 | 0 |
| 2 | 0.931613 | 11.561 | 0 |
| 3 | 0.884161 | 10.9721 | 0 |
| 4 | 0.840664 | 10.4324 | 0 |
| 5 | 0.801704 | 9.9489 | 0 |
| 6 | 0.758686 | 9.4151 | 0 |
| 7 | 0.709455 | 8.8041 | 0 |
| 8 | 0.649487 | 8.0599 | 0 |
| 9 | 0.58242 | 7.2276 | 0 |
| 10 | 0.513283 | 6.3697 | 0 |
| 11 | 0.443307 | 5.5013 | 0 |
| 12 | 0.371289 | 4.6076 | 4e-06 |
| 13 | 0.29804 | 3.6986 | 0.000151 |
| 14 | 0.225399 | 2.7971 | 0.002907 |
| 15 | 0.151339 | 1.8781 | 0.031131 |
| 16 | 0.077859 | 0.9662 | 0.167728 |
| 17 | 0.006164 | 0.0765 | 0.469565 |
| 18 | -0.063024 | -0.7821 | 0.217676 |
| 19 | -0.129805 | -1.6108 | 0.054631 |
| 20 | -0.194485 | -2.4135 | 0.008487 |
| 21 | -0.256873 | -3.1877 | 0.000869 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.972804 | 12.0722 | 0 |
| 2 | -0.274646 | -3.4083 | 0.000417 |
| 3 | -0.077498 | -0.9617 | 0.168847 |
| 4 | 0.098779 | 1.2258 | 0.11107 |
| 5 | 0.026246 | 0.3257 | 0.372547 |
| 6 | -0.160779 | -1.9952 | 0.023892 |
| 7 | -0.106236 | -1.3183 | 0.094672 |
| 8 | -0.163366 | -2.0273 | 0.022177 |
| 9 | -0.098726 | -1.2252 | 0.111193 |
| 10 | -0.044936 | -0.5576 | 0.288951 |
| 11 | -0.08194 | -1.0169 | 0.155409 |
| 12 | -0.12304 | -1.5269 | 0.06442 |
| 13 | -0.04853 | -0.6022 | 0.273951 |
| 14 | -0.004767 | -0.0592 | 0.476452 |
| 15 | -0.088719 | -1.101 | 0.136313 |
| 16 | -0.040444 | -0.5019 | 0.308226 |
| 17 | -0.014085 | -0.1748 | 0.430737 |
| 18 | -0.027438 | -0.3405 | 0.366973 |
| 19 | -0.038749 | -0.4809 | 0.315648 |
| 20 | -0.033838 | -0.4199 | 0.337564 |
| 21 | -0.046834 | -0.5812 | 0.280978 |
