| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.159445 | -2.2549 | 0.012612 |
| 2 | -0.214522 | -3.0338 | 0.001368 |
| 3 | -0.164913 | -2.3322 | 0.010342 |
| 4 | -0.038084 | -0.5386 | 0.295384 |
| 5 | 0.17659 | 2.4974 | 0.006659 |
| 6 | -0.028314 | -0.4004 | 0.344639 |
| 7 | -0.028344 | -0.4008 | 0.344481 |
| 8 | -0.007977 | -0.1128 | 0.455149 |
| 9 | -0.08411 | -1.1895 | 0.117828 |
| 10 | 0.000697 | 0.0099 | 0.496072 |
| 11 | 0.028207 | 0.3989 | 0.345194 |
| 12 | -0.015609 | -0.2207 | 0.41276 |
| 13 | 0.058683 | 0.8299 | 0.20379 |
| 14 | -0.010143 | -0.1434 | 0.44304 |
| 15 | -0.001186 | -0.0168 | 0.493319 |
| 16 | 0.09301 | 1.3154 | 0.094948 |
| 17 | -0.014177 | -0.2005 | 0.420648 |
| 18 | -0.067412 | -0.9533 | 0.170783 |
| 19 | -0.018767 | -0.2654 | 0.395483 |
| 20 | -0.004303 | -0.0608 | 0.47577 |
| 21 | -0.003052 | -0.0432 | 0.482809 |
| 22 | 0.016247 | 0.2298 | 0.409252 |
| 23 | -0.019972 | -0.2824 | 0.388946 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.159445 | -2.2549 | 0.012612 |
| 2 | -0.246204 | -3.4819 | 0.000306 |
| 3 | -0.269573 | -3.8123 | 9.2e-05 |
| 4 | -0.222724 | -3.1498 | 0.000942 |
| 5 | -0.002781 | -0.0393 | 0.484332 |
| 6 | -0.108525 | -1.5348 | 0.06321 |
| 7 | -0.064284 | -0.9091 | 0.182192 |
| 8 | -0.025761 | -0.3643 | 0.358003 |
| 9 | -0.12915 | -1.8265 | 0.034636 |
| 10 | -0.121006 | -1.7113 | 0.044289 |
| 11 | -0.083935 | -1.187 | 0.118314 |
| 12 | -0.13677 | -1.9342 | 0.027249 |
| 13 | -0.05284 | -0.7473 | 0.227891 |
| 14 | -0.05152 | -0.7286 | 0.233548 |
| 15 | -0.041472 | -0.5865 | 0.279101 |
| 16 | 0.090911 | 1.2857 | 0.100022 |
| 17 | 0.06476 | 0.9158 | 0.180426 |
| 18 | -0.015706 | -0.2221 | 0.412224 |
| 19 | 0.016165 | 0.2286 | 0.409702 |
| 20 | -0.005033 | -0.0712 | 0.471664 |
| 21 | -0.071835 | -1.0159 | 0.155452 |
| 22 | -0.017327 | -0.245 | 0.403339 |
| 23 | -0.030982 | -0.4382 | 0.330875 |
