| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.19564 | -2.7668 | 0.003096 |
| 2 | -0.150284 | -2.1253 | 0.017393 |
| 3 | -0.150286 | -2.1254 | 0.017392 |
| 4 | 0.115658 | 1.6356 | 0.051743 |
| 5 | -0.171157 | -2.4205 | 0.008196 |
| 6 | 0.04207 | 0.595 | 0.27627 |
| 7 | 0.065369 | 0.9245 | 0.17818 |
| 8 | 0.088675 | 1.2541 | 0.105642 |
| 9 | -0.148151 | -2.0952 | 0.018707 |
| 10 | -0.039212 | -0.5545 | 0.289915 |
| 11 | -0.007727 | -0.1093 | 0.456544 |
| 12 | 0.10681 | 1.5105 | 0.066245 |
| 13 | 0.005725 | 0.081 | 0.467775 |
| 14 | -0.038242 | -0.5408 | 0.294616 |
| 15 | -0.021079 | -0.2981 | 0.38297 |
| 16 | -0.049187 | -0.6956 | 0.243743 |
| 17 | -0.033035 | -0.4672 | 0.320438 |
| 18 | 0.092451 | 1.3075 | 0.096279 |
| 19 | -0.004073 | -0.0576 | 0.477061 |
| 20 | 0.030701 | 0.4342 | 0.332312 |
| 21 | -0.030478 | -0.431 | 0.333457 |
| 22 | -0.039225 | -0.5547 | 0.289849 |
| 23 | 0.032407 | 0.4583 | 0.323616 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.19564 | -2.7668 | 0.003096 |
| 2 | -0.196064 | -2.7728 | 0.003042 |
| 3 | -0.242021 | -3.4227 | 0.000376 |
| 4 | -0.013744 | -0.1944 | 0.42304 |
| 5 | -0.248571 | -3.5153 | 0.000272 |
| 6 | -0.096023 | -1.358 | 0.088002 |
| 7 | -0.019207 | -0.2716 | 0.393096 |
| 8 | 0.021227 | 0.3002 | 0.382173 |
| 9 | -0.105501 | -1.492 | 0.068637 |
| 10 | -0.11377 | -1.609 | 0.054602 |
| 11 | -0.101734 | -1.4387 | 0.075895 |
| 12 | 0.008541 | 0.1208 | 0.451987 |
| 13 | 0.020251 | 0.2864 | 0.387435 |
| 14 | -0.068833 | -0.9734 | 0.165755 |
| 15 | -0.050751 | -0.7177 | 0.236879 |
| 16 | -0.11579 | -1.6375 | 0.051548 |
| 17 | -0.092941 | -1.3144 | 0.095111 |
| 18 | 0.019231 | 0.272 | 0.392965 |
| 19 | -0.080489 | -1.1383 | 0.128181 |
| 20 | -0.020004 | -0.2829 | 0.388773 |
| 21 | -0.036722 | -0.5193 | 0.302054 |
| 22 | -0.080224 | -1.1345 | 0.128962 |
| 23 | 0.028996 | 0.4101 | 0.341096 |
