| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.700886 | -9.192 | 0 |
| 2 | 0.278792 | 3.6563 | 0.00017 |
| 3 | -0.132113 | -1.7326 | 0.042476 |
| 4 | 0.115795 | 1.5186 | 0.065345 |
| 5 | -0.116182 | -1.5237 | 0.064708 |
| 6 | 0.06273 | 0.8227 | 0.205909 |
| 7 | -0.014761 | -0.1936 | 0.423363 |
| 8 | 0.018117 | 0.2376 | 0.406236 |
| 9 | 0.040728 | 0.5341 | 0.296966 |
| 10 | -0.18426 | -2.4166 | 0.008357 |
| 11 | 0.377928 | 4.9565 | 1e-06 |
| 12 | -0.479634 | -6.2903 | 0 |
| 13 | 0.379269 | 4.9741 | 1e-06 |
| 14 | -0.307884 | -4.0379 | 4.1e-05 |
| 15 | 0.287775 | 3.7741 | 0.00011 |
| 16 | -0.136467 | -1.7897 | 0.037627 |
| 17 | -0.004662 | -0.0611 | 0.475659 |
| 18 | 0.012844 | 0.1684 | 0.433217 |
| 19 | 0.044592 | 0.5848 | 0.279717 |
| 20 | -0.071857 | -0.9424 | 0.173658 |
| 21 | 0.001534 | 0.0201 | 0.491985 |
| 22 | 0.097209 | 1.2749 | 0.102034 |
| 23 | -0.151601 | -1.9882 | 0.024187 |
| 24 | 0.175691 | 2.3042 | 0.011205 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.700886 | -9.192 | 0 |
| 2 | -0.417584 | -5.4766 | 0 |
| 3 | -0.351854 | -4.6145 | 4e-06 |
| 4 | -0.183692 | -2.4091 | 0.008524 |
| 5 | -0.19361 | -2.5392 | 0.005999 |
| 6 | -0.235195 | -3.0846 | 0.001188 |
| 7 | -0.229988 | -3.0163 | 0.001474 |
| 8 | -0.192584 | -2.5257 | 0.006225 |
| 9 | 0.037735 | 0.4949 | 0.310656 |
| 10 | -0.249195 | -3.2682 | 0.000654 |
| 11 | 0.283936 | 3.7238 | 0.000133 |
| 12 | 0.028363 | 0.372 | 0.355186 |
| 13 | 0.073801 | 0.9679 | 0.167229 |
| 14 | -0.252702 | -3.3142 | 0.00056 |
| 15 | -0.247959 | -3.2519 | 0.00069 |
| 16 | 0.077346 | 1.0144 | 0.155911 |
| 17 | -0.015065 | -0.1976 | 0.421803 |
| 18 | -0.018348 | -0.2406 | 0.405061 |
| 19 | -0.025053 | -0.3286 | 0.371443 |
| 20 | 0.015491 | 0.2032 | 0.419626 |
| 21 | 0.055487 | 0.7277 | 0.233891 |
| 22 | 0.001521 | 0.02 | 0.492053 |
| 23 | 0.101301 | 1.3285 | 0.092879 |
| 24 | 0.015182 | 0.1991 | 0.421204 |
