| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.058734 | -0.5725 | 0.284179 |
| 2 | -0.202186 | -1.9707 | 0.025837 |
| 3 | -0.109709 | -1.0693 | 0.14382 |
| 4 | -0.289873 | -2.8253 | 0.002878 |
| 5 | 0.124261 | 1.2111 | 0.114422 |
| 6 | 0.158711 | 1.5469 | 0.062604 |
| 7 | 0.157588 | 1.536 | 0.063933 |
| 8 | -0.316618 | -3.086 | 0.001329 |
| 9 | -0.105371 | -1.027 | 0.153507 |
| 10 | -0.197365 | -1.9237 | 0.028695 |
| 11 | -0.072642 | -0.708 | 0.240332 |
| 12 | 0.806601 | 7.8618 | 0 |
| 13 | 0.003435 | 0.0335 | 0.48668 |
| 14 | -0.176082 | -1.7162 | 0.044689 |
| 15 | -0.107184 | -1.0447 | 0.149406 |
| 16 | -0.249232 | -2.4292 | 0.008506 |
| 17 | 0.102081 | 0.995 | 0.161142 |
| 18 | 0.151355 | 1.4752 | 0.071729 |
| 19 | 0.148398 | 1.4464 | 0.075677 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.058734 | -0.5725 | 0.284179 |
| 2 | -0.206347 | -2.0112 | 0.023568 |
| 3 | -0.142701 | -1.3909 | 0.083756 |
| 4 | -0.37769 | -3.6813 | 0.000193 |
| 5 | -0.014784 | -0.1441 | 0.442863 |
| 6 | -0.008288 | -0.0808 | 0.467892 |
| 7 | 0.151005 | 1.4718 | 0.072188 |
| 8 | -0.402506 | -3.9231 | 8.3e-05 |
| 9 | -0.051129 | -0.4983 | 0.309696 |
| 10 | -0.470005 | -4.581 | 7e-06 |
| 11 | -0.281395 | -2.7427 | 0.003642 |
| 12 | 0.591391 | 5.7642 | 0 |
| 13 | 0.089021 | 0.8677 | 0.19388 |
| 14 | -0.00521 | -0.0508 | 0.479805 |
| 15 | 0.026269 | 0.256 | 0.399238 |
| 16 | -0.03101 | -0.3022 | 0.381562 |
| 17 | 0.028088 | 0.2738 | 0.392427 |
| 18 | -0.065391 | -0.6374 | 0.262713 |
| 19 | -0.104737 | -1.0208 | 0.15496 |
