| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.438076 | -4.5526 | 7e-06 |
| 2 | 0.030242 | 0.3143 | 0.376956 |
| 3 | 0.404597 | 4.2047 | 2.7e-05 |
| 4 | -0.274521 | -2.8529 | 0.002597 |
| 5 | 0.124592 | 1.2948 | 0.099076 |
| 6 | 0.177055 | 1.84 | 0.034257 |
| 7 | -0.320724 | -3.3331 | 0.000589 |
| 8 | 0.170874 | 1.7758 | 0.039293 |
| 9 | -0.011469 | -0.1192 | 0.452672 |
| 10 | -0.201362 | -2.0926 | 0.019363 |
| 11 | 0.100801 | 1.0476 | 0.148591 |
| 12 | -0.082721 | -0.8597 | 0.19594 |
| 13 | -0.172 | -1.7875 | 0.038333 |
| 14 | 0.091078 | 0.9465 | 0.173001 |
| 15 | 0.014308 | 0.1487 | 0.441035 |
| 16 | -0.192638 | -2.002 | 0.023898 |
| 17 | 0.118789 | 1.2345 | 0.10985 |
| 18 | -0.00345 | -0.0359 | 0.485734 |
| 19 | -0.124613 | -1.295 | 0.099038 |
| 20 | 0.148991 | 1.5484 | 0.06223 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.438076 | -4.5526 | 7e-06 |
| 2 | -0.200062 | -2.0791 | 0.019988 |
| 3 | 0.429075 | 4.4591 | 1e-05 |
| 4 | 0.14322 | 1.4884 | 0.069782 |
| 5 | 0.041913 | 0.4356 | 0.332009 |
| 6 | 0.089319 | 0.9282 | 0.177679 |
| 7 | -0.221013 | -2.2968 | 0.011778 |
| 8 | -0.181518 | -1.8864 | 0.030964 |
| 9 | -0.107979 | -1.1222 | 0.132143 |
| 10 | -0.059088 | -0.6141 | 0.270235 |
| 11 | -0.060424 | -0.6279 | 0.265682 |
| 12 | -0.031387 | -0.3262 | 0.372459 |
| 13 | -0.127193 | -1.3218 | 0.09451 |
| 14 | -0.122229 | -1.2702 | 0.103363 |
| 15 | 0.166808 | 1.7335 | 0.042929 |
| 16 | 0.034532 | 0.3589 | 0.360199 |
| 17 | -0.028652 | -0.2978 | 0.383228 |
| 18 | -0.000568 | -0.0059 | 0.497652 |
| 19 | -0.072214 | -0.7505 | 0.227301 |
| 20 | -0.065055 | -0.6761 | 0.250221 |
