| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.079452 | -1.1704 | 0.121561 |
| 2 | -0.203949 | -3.0044 | 0.001487 |
| 3 | -0.04857 | -0.7155 | 0.23754 |
| 4 | -0.145996 | -2.1507 | 0.016304 |
| 5 | 0.101543 | 1.4958 | 0.068076 |
| 6 | -0.054226 | -0.7988 | 0.212642 |
| 7 | -0.019461 | -0.2867 | 0.387314 |
| 8 | 0.025033 | 0.3688 | 0.356335 |
| 9 | -0.045746 | -0.6739 | 0.25055 |
| 10 | 0.079381 | 1.1693 | 0.121773 |
| 11 | 0.039296 | 0.5789 | 0.281641 |
| 12 | -0.05824 | -0.8579 | 0.195939 |
| 13 | 0.001638 | 0.0241 | 0.490388 |
| 14 | -0.049832 | -0.7341 | 0.231847 |
| 15 | -0.010996 | -0.162 | 0.435736 |
| 16 | 0.052731 | 0.7768 | 0.21907 |
| 17 | 0.030992 | 0.4565 | 0.324227 |
| 18 | 0.031305 | 0.4612 | 0.322575 |
| 19 | -0.00604 | -0.089 | 0.464594 |
| 20 | -0.062768 | -0.9246 | 0.178094 |
| 21 | -0.037077 | -0.5462 | 0.292752 |
| 22 | -0.068187 | -1.0045 | 0.158138 |
| 23 | 0.078445 | 1.1556 | 0.124564 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.079452 | -1.1704 | 0.121561 |
| 2 | -0.211597 | -3.117 | 0.001037 |
| 3 | -0.089565 | -1.3194 | 0.094217 |
| 4 | -0.216255 | -3.1856 | 0.000828 |
| 5 | 0.031592 | 0.4654 | 0.321066 |
| 6 | -0.140195 | -2.0652 | 0.020046 |
| 7 | -0.039127 | -0.5764 | 0.28248 |
| 8 | -0.056683 | -0.835 | 0.202318 |
| 9 | -0.058032 | -0.8549 | 0.196784 |
| 10 | 0.023112 | 0.3405 | 0.366922 |
| 11 | 0.032999 | 0.4861 | 0.31369 |
| 12 | -0.039314 | -0.5791 | 0.281551 |
| 13 | 0.001407 | 0.0207 | 0.49174 |
| 14 | -0.046885 | -0.6907 | 0.245258 |
| 15 | -0.032591 | -0.4801 | 0.315822 |
| 16 | 0.012001 | 0.1768 | 0.429919 |
| 17 | 0.038439 | 0.5662 | 0.285907 |
| 18 | 0.033526 | 0.4939 | 0.310951 |
| 19 | 0.031857 | 0.4693 | 0.319667 |
| 20 | -0.033837 | -0.4985 | 0.309335 |
| 21 | -0.044648 | -0.6577 | 0.255714 |
| 22 | -0.099027 | -1.4588 | 0.073038 |
| 23 | 0.040627 | 0.5985 | 0.275074 |
