| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.50623 | -7.1592 | 0 |
| 2 | 0.006706 | 0.0948 | 0.462272 |
| 3 | -0.000322 | -0.0046 | 0.498184 |
| 4 | 0.003019 | 0.0427 | 0.482993 |
| 5 | -0.006091 | -0.0861 | 0.465721 |
| 6 | 0.009571 | 0.1353 | 0.446236 |
| 7 | -0.006817 | -0.0964 | 0.461649 |
| 8 | 0.00322 | 0.0455 | 0.481863 |
| 9 | -0.012745 | -0.1802 | 0.42857 |
| 10 | 0.019807 | 0.2801 | 0.389842 |
| 11 | -0.010198 | -0.1442 | 0.442735 |
| 12 | 0.000338 | 0.0048 | 0.498096 |
| 13 | -0.00686 | -0.097 | 0.461405 |
| 14 | 0.007086 | 0.1002 | 0.460139 |
| 15 | -0.003528 | -0.0499 | 0.48013 |
| 16 | 0.003033 | 0.0429 | 0.482914 |
| 17 | 0.006596 | 0.0933 | 0.462885 |
| 18 | -0.006708 | -0.0949 | 0.462258 |
| 19 | -0.006398 | -0.0905 | 0.463995 |
| 20 | 0.013279 | 0.1878 | 0.425612 |
| 21 | -0.013611 | -0.1925 | 0.423776 |
| 22 | 0.01013 | 0.1433 | 0.443112 |
| 23 | -0.003161 | -0.0447 | 0.482192 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.50623 | -7.1592 | 0 |
| 2 | -0.335555 | -4.7455 | 2e-06 |
| 3 | -0.250999 | -3.5497 | 0.00024 |
| 4 | -0.195503 | -2.7648 | 0.003114 |
| 5 | -0.168353 | -2.3809 | 0.009105 |
| 6 | -0.13271 | -1.8768 | 0.031001 |
| 7 | -0.117348 | -1.6596 | 0.049286 |
| 8 | -0.099763 | -1.4109 | 0.079919 |
| 9 | -0.10839 | -1.5329 | 0.063445 |
| 10 | -0.079769 | -1.1281 | 0.130314 |
| 11 | -0.073789 | -1.0435 | 0.148979 |
| 12 | -0.068639 | -0.9707 | 0.166435 |
| 13 | -0.076635 | -1.0838 | 0.139882 |
| 14 | -0.070658 | -0.9993 | 0.159439 |
| 15 | -0.071184 | -1.0067 | 0.15765 |
| 16 | -0.066757 | -0.9441 | 0.173132 |
| 17 | -0.049722 | -0.7032 | 0.241383 |
| 18 | -0.047529 | -0.6722 | 0.251127 |
| 19 | -0.057293 | -0.8102 | 0.20938 |
| 20 | -0.041981 | -0.5937 | 0.276694 |
| 21 | -0.053246 | -0.753 | 0.226164 |
| 22 | -0.044661 | -0.6316 | 0.264182 |
| 23 | -0.042157 | -0.5962 | 0.275861 |
