| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.665719 | -5.8036 | 0 |
| 2 | 0.17815 | 1.5531 | 0.06228 |
| 3 | -0.020788 | -0.1812 | 0.428336 |
| 4 | 0.060795 | 0.53 | 0.298829 |
| 5 | -0.023575 | -0.2055 | 0.418858 |
| 6 | -0.098035 | -0.8546 | 0.197717 |
| 7 | 0.120124 | 1.0472 | 0.149159 |
| 8 | 0.01171 | 0.1021 | 0.459477 |
| 9 | -0.149915 | -1.3069 | 0.097589 |
| 10 | 0.035029 | 0.3054 | 0.380459 |
| 11 | 0.350017 | 3.0514 | 0.001568 |
| 12 | -0.632415 | -5.5133 | 0 |
| 13 | 0.537455 | 4.6854 | 6e-06 |
| 14 | -0.323478 | -2.82 | 0.003061 |
| 15 | 0.217079 | 1.8925 | 0.03112 |
| 16 | -0.156325 | -1.3628 | 0.088484 |
| 17 | 0.010829 | 0.0944 | 0.462517 |
| 18 | 0.118358 | 1.0318 | 0.152714 |
| 19 | -0.134347 | -1.1712 | 0.122586 |
| 20 | 0.0459 | 0.4002 | 0.345084 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.665719 | -5.8036 | 0 |
| 2 | -0.475975 | -4.1495 | 4.3e-05 |
| 3 | -0.377566 | -3.2915 | 0.000757 |
| 4 | -0.17286 | -1.507 | 0.067983 |
| 5 | 0.05132 | 0.4474 | 0.327931 |
| 6 | -0.071109 | -0.6199 | 0.268584 |
| 7 | -0.09085 | -0.792 | 0.215409 |
| 8 | 0.091998 | 0.802 | 0.212521 |
| 9 | -0.06192 | -0.5398 | 0.295453 |
| 10 | -0.361157 | -3.1485 | 0.001173 |
| 11 | 0.42628 | 3.7162 | 0.000192 |
| 12 | -0.215226 | -1.8763 | 0.032227 |
| 13 | -0.031117 | -0.2713 | 0.393459 |
| 14 | -0.163938 | -1.4292 | 0.078526 |
| 15 | -0.188027 | -1.6392 | 0.052654 |
| 16 | -0.062358 | -0.5436 | 0.294146 |
| 17 | -0.073923 | -0.6444 | 0.260613 |
| 18 | -0.245734 | -2.1423 | 0.017688 |
| 19 | -0.194072 | -1.6919 | 0.047383 |
| 20 | -0.05499 | -0.4794 | 0.316517 |
