| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.330054 | -4.4158 | 9e-06 |
| 2 | -0.247095 | -3.3059 | 0.000572 |
| 3 | 0.049042 | 0.6561 | 0.256291 |
| 4 | 0.180676 | 2.4173 | 0.00832 |
| 5 | 0.017873 | 0.2391 | 0.405643 |
| 6 | -0.295272 | -3.9505 | 5.6e-05 |
| 7 | 0.02561 | 0.3426 | 0.366135 |
| 8 | 0.136075 | 1.8206 | 0.035172 |
| 9 | 0.089302 | 1.1948 | 0.116876 |
| 10 | -0.252544 | -3.3788 | 0.000447 |
| 11 | -0.228431 | -3.0562 | 0.001292 |
| 12 | 0.71408 | 9.5537 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.330054 | -4.4158 | 9e-06 |
| 2 | -0.399556 | -5.3457 | 0 |
| 3 | -0.263049 | -3.5194 | 0.000274 |
| 4 | -0.010171 | -0.1361 | 0.445958 |
| 5 | 0.110255 | 1.4751 | 0.070971 |
| 6 | -0.197004 | -2.6357 | 0.004566 |
| 7 | -0.218856 | -2.9281 | 0.001927 |
| 8 | -0.182346 | -2.4396 | 0.007839 |
| 9 | 0.024727 | 0.3308 | 0.37058 |
| 10 | -0.153818 | -2.0579 | 0.020523 |
| 11 | -0.545103 | -7.293 | 0 |
| 12 | 0.365544 | 4.8906 | 1e-06 |
