| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.246909 | 2.9423 | 0.001903 |
| 2 | 0.181997 | 2.1687 | 0.015884 |
| 3 | 0.011496 | 0.137 | 0.445615 |
| 4 | -0.153423 | -1.8282 | 0.034806 |
| 5 | -0.22142 | -2.6385 | 0.004628 |
| 6 | -0.362076 | -4.3146 | 1.5e-05 |
| 7 | -0.221079 | -2.6345 | 0.004681 |
| 8 | -0.183089 | -2.1818 | 0.015386 |
| 9 | -0.047887 | -0.5706 | 0.284571 |
| 10 | 0.10277 | 1.2246 | 0.111369 |
| 11 | 0.298618 | 3.5584 | 0.000254 |
| 12 | 0.476758 | 5.6812 | 0 |
| 13 | 0.362707 | 4.3222 | 1.4e-05 |
| 14 | 0.079771 | 0.9506 | 0.171717 |
| 15 | 0.006254 | 0.0745 | 0.470349 |
| 16 | -0.261287 | -3.1136 | 0.001118 |
| 17 | -0.286979 | -3.4197 | 0.000409 |
| 18 | -0.300217 | -3.5775 | 0.000237 |
| 19 | -0.272702 | -3.2496 | 0.000721 |
| 20 | -0.250786 | -2.9885 | 0.001652 |
| 21 | -0.001692 | -0.0202 | 0.491971 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.246909 | 2.9423 | 0.001903 |
| 2 | 0.128891 | 1.5359 | 0.063393 |
| 3 | -0.064404 | -0.7675 | 0.222042 |
| 4 | -0.180586 | -2.1519 | 0.016547 |
| 5 | -0.159509 | -1.9008 | 0.029679 |
| 6 | -0.265554 | -3.1644 | 0.000951 |
| 7 | -0.068071 | -0.8112 | 0.209317 |
| 8 | -0.08128 | -0.9686 | 0.167206 |
| 9 | -0.02021 | -0.2408 | 0.405016 |
| 10 | 0.05037 | 0.6002 | 0.274654 |
| 11 | 0.203883 | 2.4296 | 0.008183 |
| 12 | 0.331202 | 3.9467 | 6.2e-05 |
| 13 | 0.196565 | 2.3423 | 0.010276 |
| 14 | -0.155357 | -1.8513 | 0.033103 |
| 15 | -0.080702 | -0.9617 | 0.168925 |
| 16 | -0.238872 | -2.8465 | 0.002538 |
| 17 | -0.107054 | -1.2757 | 0.102072 |
| 18 | 0.007391 | 0.0881 | 0.46497 |
| 19 | 0.013636 | 0.1625 | 0.435574 |
| 20 | -0.155575 | -1.8539 | 0.032915 |
| 21 | 0.107309 | 1.2787 | 0.101538 |
