| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.242794 | 2.7469 | 0.003442 |
| 2 | 0.175667 | 1.9874 | 0.024504 |
| 3 | 0.006563 | 0.0742 | 0.470465 |
| 4 | -0.151714 | -1.7164 | 0.044249 |
| 5 | -0.227556 | -2.5745 | 0.005588 |
| 6 | -0.361447 | -4.0893 | 3.8e-05 |
| 7 | -0.222 | -2.5116 | 0.006631 |
| 8 | -0.181209 | -2.0501 | 0.021196 |
| 9 | -0.049774 | -0.5631 | 0.287166 |
| 10 | 0.09371 | 1.0602 | 0.145523 |
| 11 | 0.299358 | 3.3868 | 0.00047 |
| 12 | 0.460166 | 5.2062 | 0 |
| 13 | 0.351402 | 3.9757 | 5.8e-05 |
| 14 | 0.066288 | 0.75 | 0.227327 |
| 15 | -0.01284 | -0.1453 | 0.442366 |
| 16 | -0.261855 | -2.9625 | 0.001819 |
| 17 | -0.28742 | -3.2518 | 0.000733 |
| 18 | -0.296518 | -3.3547 | 0.000523 |
| 19 | -0.261708 | -2.9609 | 0.001828 |
| 20 | -0.233372 | -2.6403 | 0.004657 |
| 21 | 0.010795 | 0.1221 | 0.451494 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.242794 | 2.7469 | 0.003442 |
| 2 | 0.12403 | 1.4032 | 0.081484 |
| 3 | -0.065739 | -0.7438 | 0.229195 |
| 4 | -0.174996 | -1.9799 | 0.024932 |
| 5 | -0.167295 | -1.8927 | 0.030326 |
| 6 | -0.26614 | -3.011 | 0.001569 |
| 7 | -0.07352 | -0.8318 | 0.203539 |
| 8 | -0.08471 | -0.9584 | 0.169839 |
| 9 | -0.029569 | -0.3345 | 0.369261 |
| 10 | 0.035728 | 0.4042 | 0.343366 |
| 11 | 0.202126 | 2.2868 | 0.011925 |
| 12 | 0.312622 | 3.5369 | 0.000282 |
| 13 | 0.183525 | 2.0763 | 0.019931 |
| 14 | -0.1632 | -1.8464 | 0.033572 |
| 15 | -0.098943 | -1.1194 | 0.13253 |
| 16 | -0.233863 | -2.6459 | 0.004585 |
| 17 | -0.096829 | -1.0955 | 0.137679 |
| 18 | 0.008079 | 0.0914 | 0.463657 |
| 19 | 0.016624 | 0.1881 | 0.425558 |
| 20 | -0.14118 | -1.5973 | 0.056336 |
| 21 | 0.104959 | 1.1875 | 0.11862 |
