| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.238298 | -2.197 | 0.015371 |
| 2 | 0.040382 | 0.3723 | 0.355295 |
| 3 | -0.023297 | -0.2148 | 0.415222 |
| 4 | 0.121491 | 1.1201 | 0.132914 |
| 5 | 0.060422 | 0.5571 | 0.289473 |
| 6 | -0.194126 | -1.7897 | 0.038528 |
| 7 | 0.039864 | 0.3675 | 0.357069 |
| 8 | 0.093385 | 0.861 | 0.195839 |
| 9 | -0.069497 | -0.6407 | 0.26171 |
| 10 | -0.010392 | -0.0958 | 0.461949 |
| 11 | -0.319507 | -2.9457 | 0.002078 |
| 12 | 0.794226 | 7.3224 | 0 |
| 13 | -0.262063 | -2.4161 | 0.008914 |
| 14 | -0.014312 | -0.132 | 0.447666 |
| 15 | -0.09 | -0.8298 | 0.204498 |
| 16 | 0.045069 | 0.4155 | 0.339407 |
| 17 | 0.004559 | 0.042 | 0.483285 |
| 18 | -0.229349 | -2.1145 | 0.018701 |
| 19 | -0.007419 | -0.0684 | 0.472814 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.238298 | -2.197 | 0.015371 |
| 2 | -0.017391 | -0.1603 | 0.436498 |
| 3 | -0.01872 | -0.1726 | 0.431693 |
| 4 | 0.119097 | 1.098 | 0.137649 |
| 5 | 0.126088 | 1.1625 | 0.124149 |
| 6 | -0.166082 | -1.5312 | 0.064716 |
| 7 | -0.053167 | -0.4902 | 0.312637 |
| 8 | 0.092559 | 0.8534 | 0.197931 |
| 9 | -0.05032 | -0.4639 | 0.321942 |
| 10 | -0.002279 | -0.021 | 0.491641 |
| 11 | -0.332221 | -3.0629 | 0.001468 |
| 12 | 0.758454 | 6.9926 | 0 |
| 13 | -0.170028 | -1.5676 | 0.060347 |
| 14 | -0.16012 | -1.4762 | 0.071789 |
| 15 | -0.189549 | -1.7476 | 0.042076 |
| 16 | -0.17472 | -1.6108 | 0.055461 |
| 17 | -0.116529 | -1.0743 | 0.142854 |
| 18 | -0.021851 | -0.2015 | 0.420412 |
| 19 | -0.01319 | -0.1216 | 0.45175 |
