| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.813891 | 8.3795 | 0 |
| 2 | 0.427274 | 4.3991 | 1.3e-05 |
| 3 | -0.027179 | -0.2798 | 0.390078 |
| 4 | -0.429725 | -4.4243 | 1.2e-05 |
| 5 | -0.685409 | -7.0567 | 0 |
| 6 | -0.775217 | -7.9813 | 0 |
| 7 | -0.684343 | -7.0457 | 0 |
| 8 | -0.42728 | -4.3991 | 1.3e-05 |
| 9 | -0.043891 | -0.4519 | 0.326138 |
| 10 | 0.381331 | 3.926 | 7.7e-05 |
| 11 | 0.71438 | 7.355 | 0 |
| 12 | 0.842734 | 8.6765 | 0 |
| 13 | 0.713264 | 7.3435 | 0 |
| 14 | 0.372398 | 3.8341 | 0.000107 |
| 15 | -0.025323 | -0.2607 | 0.39741 |
| 16 | -0.375008 | -3.8609 | 9.7e-05 |
| 17 | -0.598996 | -6.167 | 0 |
| 18 | -0.668506 | -6.8827 | 0 |
| 19 | -0.590081 | -6.0753 | 0 |
| 20 | -0.368089 | -3.7897 | 0.000125 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.813891 | 8.3795 | 0 |
| 2 | -0.696557 | -7.1715 | 0 |
| 3 | -0.289101 | -2.9765 | 0.001806 |
| 4 | -0.221748 | -2.283 | 0.012212 |
| 5 | -0.156788 | -1.6142 | 0.054725 |
| 6 | -0.319724 | -3.2918 | 0.000677 |
| 7 | -0.155238 | -1.5983 | 0.05648 |
| 8 | -0.030129 | -0.3102 | 0.37851 |
| 9 | 0.185055 | 1.9053 | 0.029728 |
| 10 | 0.267608 | 2.7552 | 0.003453 |
| 11 | 0.176306 | 1.8152 | 0.036162 |
| 12 | 0.071888 | 0.7401 | 0.230426 |
| 13 | -0.096493 | -0.9935 | 0.161374 |
| 14 | -0.147396 | -1.5175 | 0.066055 |
| 15 | 0.187297 | 1.9283 | 0.028244 |
| 16 | 0.081262 | 0.8366 | 0.202339 |
| 17 | 0.107224 | 1.1039 | 0.13606 |
| 18 | 0.037993 | 0.3912 | 0.348233 |
| 19 | -0.021304 | -0.2193 | 0.413403 |
| 20 | -0.028264 | -0.291 | 0.38581 |
