| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.255222 | -2.64 | 0.004765 |
| 2 | -0.156856 | -1.6225 | 0.053816 |
| 3 | -0.011398 | -0.1179 | 0.453184 |
| 4 | 0.034734 | 0.3593 | 0.360043 |
| 5 | -0.071577 | -0.7404 | 0.230339 |
| 6 | 0.029402 | 0.3041 | 0.380809 |
| 7 | -0.002721 | -0.0281 | 0.488799 |
| 8 | 0.102951 | 1.0649 | 0.144652 |
| 9 | -0.143048 | -1.4797 | 0.070946 |
| 10 | -0.004159 | -0.043 | 0.482883 |
| 11 | 0.305697 | 3.1622 | 0.001019 |
| 12 | -0.324832 | -3.3601 | 0.00054 |
| 13 | -0.163597 | -1.6923 | 0.046753 |
| 14 | 0.023774 | 0.2459 | 0.403106 |
| 15 | 0.118435 | 1.2251 | 0.111613 |
| 16 | 0.070216 | 0.7263 | 0.234615 |
| 17 | -0.076914 | -0.7956 | 0.214012 |
| 18 | -0.020591 | -0.213 | 0.415869 |
| 19 | -0.011724 | -0.1213 | 0.451849 |
| 20 | -0.042826 | -0.443 | 0.329331 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.255222 | -2.64 | 0.004765 |
| 2 | -0.237462 | -2.4563 | 0.007823 |
| 3 | -0.137781 | -1.4252 | 0.078503 |
| 4 | -0.056016 | -0.5794 | 0.281757 |
| 5 | -0.11772 | -1.2177 | 0.113007 |
| 6 | -0.039051 | -0.4039 | 0.343528 |
| 7 | -0.04677 | -0.4838 | 0.314761 |
| 8 | 0.092695 | 0.9588 | 0.169901 |
| 9 | -0.098367 | -1.0175 | 0.155601 |
| 10 | -0.052881 | -0.547 | 0.292759 |
| 11 | 0.300793 | 3.1114 | 0.001194 |
| 12 | -0.210377 | -2.1762 | 0.015871 |
| 13 | -0.250358 | -2.5897 | 0.005471 |
| 14 | -0.239226 | -2.4746 | 0.007455 |
| 15 | -0.091677 | -0.9483 | 0.172554 |
| 16 | 0.066763 | 0.6906 | 0.245656 |
| 17 | -0.100345 | -1.038 | 0.15081 |
| 18 | -0.080545 | -0.8332 | 0.203305 |
| 19 | -0.166894 | -1.7264 | 0.043584 |
| 20 | -0.017662 | -0.1827 | 0.427693 |
