| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.600816 | -6.2149 | 0 |
| 2 | 0.172429 | 1.7836 | 0.03866 |
| 3 | -0.011535 | -0.1193 | 0.452624 |
| 4 | -0.179426 | -1.856 | 0.033103 |
| 5 | 0.329485 | 3.4082 | 0.000461 |
| 6 | -0.417036 | -4.3139 | 1.8e-05 |
| 7 | 0.358067 | 3.7039 | 0.000169 |
| 8 | -0.186185 | -1.9259 | 0.028385 |
| 9 | -0.026598 | -0.2751 | 0.391872 |
| 10 | 0.129499 | 1.3395 | 0.091615 |
| 11 | -0.265096 | -2.7422 | 0.003578 |
| 12 | 0.45776 | 4.7351 | 3e-06 |
| 13 | -0.37212 | -3.8492 | 0.000101 |
| 14 | 0.194044 | 2.0072 | 0.023625 |
| 15 | -0.016582 | -0.1715 | 0.432066 |
| 16 | -0.202011 | -2.0896 | 0.019511 |
| 17 | 0.356249 | 3.6851 | 0.00018 |
| 18 | -0.419277 | -4.337 | 1.6e-05 |
| 19 | 0.33971 | 3.514 | 0.000324 |
| 20 | -0.193614 | -2.0028 | 0.023866 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.600816 | -6.2149 | 0 |
| 2 | -0.295062 | -3.0521 | 0.001433 |
| 3 | -0.093672 | -0.9689 | 0.167378 |
| 4 | -0.313963 | -3.2477 | 0.000777 |
| 5 | 0.08671 | 0.8969 | 0.185884 |
| 6 | -0.274403 | -2.8384 | 0.002713 |
| 7 | -0.027592 | -0.2854 | 0.387941 |
| 8 | -0.05136 | -0.5313 | 0.298167 |
| 9 | -0.154277 | -1.5959 | 0.056735 |
| 10 | -0.138528 | -1.4329 | 0.077394 |
| 11 | -0.294641 | -3.0478 | 0.001452 |
| 12 | 0.125342 | 1.2965 | 0.098788 |
| 13 | 0.032006 | 0.3311 | 0.370617 |
| 14 | 0.070946 | 0.7339 | 0.232317 |
| 15 | 0.111778 | 1.1562 | 0.12508 |
| 16 | -0.084719 | -0.8763 | 0.191405 |
| 17 | 0.130992 | 1.355 | 0.089137 |
| 18 | -0.046416 | -0.4801 | 0.316057 |
| 19 | -0.015633 | -0.1617 | 0.435919 |
| 20 | -0.036545 | -0.378 | 0.353081 |
