| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.303351 | -2.747 | 0.003696 |
| 2 | -0.134916 | -1.2217 | 0.112658 |
| 3 | -0.111397 | -1.0087 | 0.158033 |
| 4 | 0.362867 | 3.2859 | 0.000749 |
| 5 | -0.21361 | -1.9343 | 0.028261 |
| 6 | -0.047105 | -0.4266 | 0.335412 |
| 7 | -0.214576 | -1.9431 | 0.02772 |
| 8 | 0.296271 | 2.6828 | 0.004414 |
| 9 | -0.081372 | -0.7369 | 0.231658 |
| 10 | -0.147814 | -1.3385 | 0.092214 |
| 11 | -0.15483 | -1.402 | 0.082338 |
| 12 | 0.570136 | 5.1628 | 1e-06 |
| 13 | -0.168899 | -1.5294 | 0.065001 |
| 14 | -0.145505 | -1.3176 | 0.095654 |
| 15 | 0.002968 | 0.0269 | 0.489311 |
| 16 | 0.264479 | 2.395 | 0.009451 |
| 17 | -0.152877 | -1.3844 | 0.085002 |
| 18 | -0.128043 | -1.1595 | 0.124813 |
| 19 | -0.025485 | -0.2308 | 0.409031 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.303351 | -2.747 | 0.003696 |
| 2 | -0.249937 | -2.2633 | 0.013131 |
| 3 | -0.280022 | -2.5357 | 0.00656 |
| 4 | 0.229241 | 2.0759 | 0.02052 |
| 5 | -0.079166 | -0.7169 | 0.237743 |
| 6 | -0.054315 | -0.4918 | 0.312073 |
| 7 | -0.305216 | -2.7639 | 0.003526 |
| 8 | -0.019707 | -0.1785 | 0.429403 |
| 9 | -0.019018 | -0.1722 | 0.431847 |
| 10 | -0.202435 | -1.8331 | 0.035206 |
| 11 | -0.243921 | -2.2088 | 0.01499 |
| 12 | 0.354414 | 3.2094 | 0.00095 |
| 13 | 0.10683 | 0.9674 | 0.168097 |
| 14 | -0.029262 | -0.265 | 0.395846 |
| 15 | 0.108628 | 0.9837 | 0.164087 |
| 16 | 0.010568 | 0.0957 | 0.461997 |
| 17 | -0.015026 | -0.1361 | 0.446051 |
| 18 | -0.116738 | -1.0571 | 0.146783 |
| 19 | 0.092033 | 0.8334 | 0.203523 |
