| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.051796 | -0.7325 | 0.232358 |
| 2 | -0.087411 | -1.2362 | 0.108921 |
| 3 | -0.079117 | -1.1189 | 0.132265 |
| 4 | -0.036006 | -0.5092 | 0.305584 |
| 5 | -0.054947 | -0.7771 | 0.219019 |
| 6 | 0.013104 | 0.1853 | 0.426584 |
| 7 | -0.026019 | -0.368 | 0.356645 |
| 8 | 0.05921 | 0.8374 | 0.201696 |
| 9 | -0.028704 | -0.4059 | 0.34261 |
| 10 | 0.025103 | 0.355 | 0.361477 |
| 11 | 0.003575 | 0.0506 | 0.479862 |
| 12 | -0.016331 | -0.231 | 0.408792 |
| 13 | -0.102551 | -1.4503 | 0.074272 |
| 14 | 0.265159 | 3.7499 | 0.000116 |
| 15 | 0.026191 | 0.3704 | 0.355738 |
| 16 | -0.023022 | -0.3256 | 0.372542 |
| 17 | -0.031603 | -0.4469 | 0.327704 |
| 18 | -0.049299 | -0.6972 | 0.243247 |
| 19 | 0.075577 | 1.0688 | 0.143219 |
| 20 | -0.024495 | -0.3464 | 0.364697 |
| 21 | -0.027361 | -0.3869 | 0.349605 |
| 22 | -0.010478 | -0.1482 | 0.441176 |
| 23 | -0.057312 | -0.8105 | 0.209303 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.051796 | -0.7325 | 0.232358 |
| 2 | -0.090336 | -1.2775 | 0.101445 |
| 3 | -0.089704 | -1.2686 | 0.103029 |
| 4 | -0.055137 | -0.7798 | 0.218229 |
| 5 | -0.078123 | -1.1048 | 0.135281 |
| 6 | -0.012529 | -0.1772 | 0.429769 |
| 7 | -0.048509 | -0.686 | 0.246747 |
| 8 | 0.041169 | 0.5822 | 0.28054 |
| 9 | -0.036238 | -0.5125 | 0.304442 |
| 10 | 0.021182 | 0.2996 | 0.382411 |
| 11 | 0.006453 | 0.0913 | 0.463692 |
| 12 | -0.016199 | -0.2291 | 0.409518 |
| 13 | -0.098748 | -1.3965 | 0.082055 |
| 14 | 0.256608 | 3.629 | 0.000181 |
| 15 | 0.044459 | 0.6287 | 0.265117 |
| 16 | 0.013251 | 0.1874 | 0.42577 |
| 17 | 0.015976 | 0.2259 | 0.41074 |
| 18 | -0.034834 | -0.4926 | 0.311408 |
| 19 | 0.113827 | 1.6098 | 0.054515 |
| 20 | -0.027459 | -0.3883 | 0.349094 |
| 21 | 0.00379 | 0.0536 | 0.478653 |
| 22 | -0.039907 | -0.5644 | 0.286567 |
| 23 | -0.056093 | -0.7933 | 0.214281 |
