| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.133994 | -1.2207 | 0.11282 |
| 2 | -0.445606 | -4.0597 | 5.5e-05 |
| 3 | 0.065327 | 0.5952 | 0.27668 |
| 4 | 0.316906 | 2.8872 | 0.002477 |
| 5 | -0.057391 | -0.5229 | 0.301232 |
| 6 | -0.258014 | -2.3506 | 0.010557 |
| 7 | -0.056039 | -0.5105 | 0.305514 |
| 8 | 0.273041 | 2.4875 | 0.007433 |
| 9 | 0.079734 | 0.7264 | 0.234815 |
| 10 | -0.506342 | -4.613 | 7e-06 |
| 11 | -0.017627 | -0.1606 | 0.436403 |
| 12 | 0.648086 | 5.9043 | 0 |
| 13 | -0.10806 | -0.9845 | 0.163871 |
| 14 | -0.303446 | -2.7645 | 0.003511 |
| 15 | -0.007776 | -0.0708 | 0.471846 |
| 16 | 0.266256 | 2.4257 | 0.008723 |
| 17 | -0.029713 | -0.2707 | 0.393646 |
| 18 | -0.140698 | -1.2818 | 0.101737 |
| 19 | -0.110786 | -1.0093 | 0.15788 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.133994 | -1.2207 | 0.11282 |
| 2 | -0.472035 | -4.3004 | 2.3e-05 |
| 3 | -0.112438 | -1.0244 | 0.15432 |
| 4 | 0.130004 | 1.1844 | 0.119818 |
| 5 | 0.036728 | 0.3346 | 0.369382 |
| 6 | -0.088654 | -0.8077 | 0.210793 |
| 7 | -0.177826 | -1.6201 | 0.054505 |
| 8 | 0.060854 | 0.5544 | 0.290396 |
| 9 | 0.106871 | 0.9736 | 0.166532 |
| 10 | -0.38724 | -3.5279 | 0.000343 |
| 11 | -0.161933 | -1.4753 | 0.07196 |
| 12 | 0.430748 | 3.9243 | 8.9e-05 |
| 13 | 0.036372 | 0.3314 | 0.370603 |
| 14 | 0.184982 | 1.6853 | 0.047847 |
| 15 | -0.105551 | -0.9616 | 0.169517 |
| 16 | -0.068671 | -0.6256 | 0.266638 |
| 17 | -0.058076 | -0.5291 | 0.299075 |
| 18 | 0.130559 | 1.1895 | 0.118827 |
| 19 | -0.009318 | -0.0849 | 0.466277 |
