| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.198422 | 1.9941 | 0.024417 |
| 2 | 0.157786 | 1.5857 | 0.057963 |
| 3 | 0.002545 | 0.0256 | 0.489822 |
| 4 | -0.146253 | -1.4698 | 0.072359 |
| 5 | -0.194147 | -1.9512 | 0.026904 |
| 6 | -0.36627 | -3.681 | 0.000188 |
| 7 | -0.192729 | -1.9369 | 0.027776 |
| 8 | -0.190995 | -1.9195 | 0.028873 |
| 9 | -0.082369 | -0.8278 | 0.204869 |
| 10 | 0.061403 | 0.6171 | 0.269282 |
| 11 | 0.24923 | 2.5047 | 0.006927 |
| 12 | 0.433268 | 4.3543 | 1.6e-05 |
| 13 | 0.334269 | 3.3594 | 0.000552 |
| 14 | 0.068312 | 0.6865 | 0.246975 |
| 15 | 0.014026 | 0.141 | 0.44409 |
| 16 | -0.235493 | -2.3667 | 0.009928 |
| 17 | -0.265313 | -2.6664 | 0.004465 |
| 18 | -0.285737 | -2.8716 | 0.002488 |
| 19 | -0.253261 | -2.5452 | 0.006216 |
| 20 | -0.245213 | -2.4644 | 0.007707 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.198422 | 1.9941 | 0.024417 |
| 2 | 0.123268 | 1.2388 | 0.10914 |
| 3 | -0.052179 | -0.5244 | 0.300578 |
| 4 | -0.166665 | -1.675 | 0.048518 |
| 5 | -0.144857 | -1.4558 | 0.074276 |
| 6 | -0.294425 | -2.9589 | 0.001923 |
| 7 | -0.07113 | -0.7148 | 0.238177 |
| 8 | -0.114262 | -1.1483 | 0.126775 |
| 9 | -0.07772 | -0.7811 | 0.218293 |
| 10 | 0.002102 | 0.0211 | 0.491594 |
| 11 | 0.166916 | 1.6775 | 0.04827 |
| 12 | 0.296308 | 2.9779 | 0.001817 |
| 13 | 0.198822 | 1.9981 | 0.024195 |
| 14 | -0.146066 | -1.4679 | 0.072613 |
| 15 | -0.086709 | -0.8714 | 0.192798 |
| 16 | -0.23617 | -2.3735 | 0.009757 |
| 17 | -0.132887 | -1.3355 | 0.092358 |
| 18 | -0.033585 | -0.3375 | 0.368212 |
| 19 | 0.000269 | 0.0027 | 0.498926 |
| 20 | -0.154443 | -1.5521 | 0.061879 |
