| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.862465 | 7.3183 | 0 |
| 2 | 0.721639 | 6.1233 | 0 |
| 3 | 0.589404 | 5.0013 | 2e-06 |
| 4 | 0.468084 | 3.9718 | 8.4e-05 |
| 5 | 0.39618 | 3.3617 | 0.000621 |
| 6 | 0.311069 | 2.6395 | 0.005086 |
| 7 | 0.221772 | 1.8818 | 0.031953 |
| 8 | 0.133773 | 1.1351 | 0.130048 |
| 9 | 0.000796 | 0.0068 | 0.497315 |
| 10 | -0.094891 | -0.8052 | 0.211684 |
| 11 | -0.200943 | -1.7051 | 0.046248 |
| 12 | -0.30198 | -2.5624 | 0.006244 |
| 13 | -0.298297 | -2.5311 | 0.006777 |
| 14 | -0.307713 | -2.611 | 0.005489 |
| 15 | -0.300204 | -2.5473 | 0.006496 |
| 16 | -0.283935 | -2.4093 | 0.009272 |
| 17 | -0.279652 | -2.3729 | 0.01016 |
| 18 | -0.266497 | -2.2613 | 0.013381 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.862465 | 7.3183 | 0 |
| 2 | -0.086691 | -0.7356 | 0.232183 |
| 3 | -0.047879 | -0.4063 | 0.342876 |
| 4 | -0.041031 | -0.3482 | 0.364368 |
| 5 | 0.111792 | 0.9486 | 0.173001 |
| 6 | -0.114645 | -0.9728 | 0.166956 |
| 7 | -0.073786 | -0.6261 | 0.266617 |
| 8 | -0.061821 | -0.5246 | 0.300747 |
| 9 | -0.235256 | -1.9962 | 0.024847 |
| 10 | 0.022211 | 0.1885 | 0.425519 |
| 11 | -0.168969 | -1.4337 | 0.077986 |
| 12 | -0.105615 | -0.8962 | 0.186572 |
| 13 | 0.270102 | 2.2919 | 0.012419 |
| 14 | -0.101647 | -0.8625 | 0.195636 |
| 15 | 0.010202 | 0.0866 | 0.465628 |
| 16 | 0.021878 | 0.1856 | 0.426624 |
| 17 | 0.027668 | 0.2348 | 0.407526 |
| 18 | -0.087262 | -0.7404 | 0.23072 |
