| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.19301 | -2.0788 | 0.019921 |
| 2 | 0.165598 | 1.7835 | 0.038556 |
| 3 | 0.072606 | 0.782 | 0.217907 |
| 4 | 0.149706 | 1.6124 | 0.054798 |
| 5 | 0.00802 | 0.0864 | 0.465657 |
| 6 | -0.032505 | -0.3501 | 0.363453 |
| 7 | 0.085449 | 0.9203 | 0.179658 |
| 8 | 0.064635 | 0.6961 | 0.243868 |
| 9 | -0.128603 | -1.3851 | 0.084341 |
| 10 | 0.00665 | 0.0716 | 0.471511 |
| 11 | 0.093383 | 1.0058 | 0.158312 |
| 12 | -0.398814 | -4.2954 | 1.8e-05 |
| 13 | 0.213399 | 2.2984 | 0.011666 |
| 14 | -0.244272 | -2.6309 | 0.004836 |
| 15 | 0.051933 | 0.5593 | 0.288506 |
| 16 | -0.198445 | -2.1373 | 0.017336 |
| 17 | -0.082391 | -0.8874 | 0.188356 |
| 18 | 0.035776 | 0.3853 | 0.350354 |
| 19 | -0.024573 | -0.2647 | 0.39587 |
| 20 | -0.093497 | -1.007 | 0.158018 |
| 21 | 0.18056 | 1.9447 | 0.027116 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.19301 | -2.0788 | 0.019921 |
| 2 | 0.133311 | 1.4358 | 0.076874 |
| 3 | 0.133283 | 1.4355 | 0.076917 |
| 4 | 0.175593 | 1.8912 | 0.030546 |
| 5 | 0.040381 | 0.4349 | 0.332214 |
| 6 | -0.092705 | -0.9985 | 0.160067 |
| 7 | 0.017657 | 0.1902 | 0.424755 |
| 8 | 0.082824 | 0.892 | 0.187108 |
| 9 | -0.120192 | -1.2945 | 0.09903 |
| 10 | -0.070567 | -0.76 | 0.224389 |
| 11 | 0.098031 | 1.0558 | 0.14662 |
| 12 | -0.403694 | -4.3479 | 1.5e-05 |
| 13 | 0.131915 | 1.4208 | 0.079034 |
| 14 | -0.10595 | -1.1411 | 0.128087 |
| 15 | -0.028626 | -0.3083 | 0.3792 |
| 16 | -0.04992 | -0.5377 | 0.295922 |
| 17 | -0.142396 | -1.5336 | 0.063919 |
| 18 | 0.032074 | 0.3454 | 0.365194 |
| 19 | 0.151938 | 1.6364 | 0.052231 |
| 20 | -0.019841 | -0.2137 | 0.41558 |
| 21 | 0.158096 | 1.7027 | 0.045647 |
