| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.194303 | -2.7479 | 0.003273 |
| 2 | -0.163841 | -2.3171 | 0.010756 |
| 3 | -0.123138 | -1.7414 | 0.041572 |
| 4 | -0.061212 | -0.8657 | 0.193854 |
| 5 | -0.03455 | -0.4886 | 0.312827 |
| 6 | 0.040706 | 0.5757 | 0.282744 |
| 7 | 0.015545 | 0.2198 | 0.413113 |
| 8 | 0.150714 | 2.1314 | 0.017138 |
| 9 | -0.033789 | -0.4778 | 0.31664 |
| 10 | -0.107699 | -1.5231 | 0.064657 |
| 11 | -0.051672 | -0.7308 | 0.232891 |
| 12 | 0.007322 | 0.1035 | 0.458817 |
| 13 | 0.122116 | 1.727 | 0.042857 |
| 14 | -0.006038 | -0.0854 | 0.466021 |
| 15 | -0.046163 | -0.6528 | 0.257304 |
| 16 | -0.059258 | -0.838 | 0.201506 |
| 17 | 0.091724 | 1.2972 | 0.098034 |
| 18 | 0.002165 | 0.0306 | 0.4878 |
| 19 | 0.039067 | 0.5525 | 0.290617 |
| 20 | -0.113249 | -1.6016 | 0.055412 |
| 21 | 0.048764 | 0.6896 | 0.245616 |
| 22 | -0.021695 | -0.3068 | 0.379653 |
| 23 | -0.037141 | -0.5253 | 0.299995 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.194303 | -2.7479 | 0.003273 |
| 2 | -0.209505 | -2.9628 | 0.001709 |
| 3 | -0.219943 | -3.1105 | 0.00107 |
| 4 | -0.207143 | -2.9294 | 0.001895 |
| 5 | -0.213851 | -3.0243 | 0.001409 |
| 6 | -0.155754 | -2.2027 | 0.014379 |
| 7 | -0.157588 | -2.2286 | 0.013476 |
| 8 | 0.036791 | 0.5203 | 0.301715 |
| 9 | -0.025024 | -0.3539 | 0.361896 |
| 10 | -0.097791 | -1.383 | 0.084108 |
| 11 | -0.099852 | -1.4121 | 0.079734 |
| 12 | -0.088188 | -1.2472 | 0.106898 |
| 13 | 0.05148 | 0.728 | 0.233722 |
| 14 | -0.012594 | -0.1781 | 0.429412 |
| 15 | -0.047945 | -0.678 | 0.249266 |
| 16 | -0.113494 | -1.605 | 0.055031 |
| 17 | 0.042288 | 0.598 | 0.275243 |
| 18 | 0.043387 | 0.6136 | 0.270093 |
| 19 | 0.100565 | 1.4222 | 0.078262 |
| 20 | -0.06224 | -0.8802 | 0.189901 |
| 21 | 0.009124 | 0.129 | 0.448731 |
| 22 | -0.012069 | -0.1707 | 0.432321 |
| 23 | -0.034351 | -0.4858 | 0.313821 |
