| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.303089 | -3.1498 | 0.001057 |
| 2 | -0.081479 | -0.8468 | 0.199502 |
| 3 | -0.149562 | -1.5543 | 0.06152 |
| 4 | 0.241949 | 2.5144 | 0.006699 |
| 5 | -0.279415 | -2.9038 | 0.002236 |
| 6 | 0.194218 | 2.0184 | 0.023015 |
| 7 | -0.216977 | -2.2549 | 0.013078 |
| 8 | 0.193934 | 2.0154 | 0.023172 |
| 9 | -0.157609 | -1.6379 | 0.052174 |
| 10 | -0.064173 | -0.6669 | 0.253127 |
| 11 | -0.243052 | -2.5259 | 0.006496 |
| 12 | 0.851828 | 8.8525 | 0 |
| 13 | -0.288995 | -3.0033 | 0.001659 |
| 14 | -0.075946 | -0.7893 | 0.215847 |
| 15 | -0.139587 | -1.4506 | 0.074891 |
| 16 | 0.220678 | 2.2934 | 0.011882 |
| 17 | -0.259639 | -2.6983 | 0.004045 |
| 18 | 0.141072 | 1.4661 | 0.072769 |
| 19 | -0.168544 | -1.7516 | 0.041344 |
| 20 | 0.153169 | 1.5918 | 0.057178 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.303089 | -3.1498 | 0.001057 |
| 2 | -0.190877 | -1.9836 | 0.024916 |
| 3 | -0.270641 | -2.8126 | 0.00292 |
| 4 | 0.092113 | 0.9573 | 0.170286 |
| 5 | -0.26843 | -2.7896 | 0.00312 |
| 6 | 0.058511 | 0.6081 | 0.272209 |
| 7 | -0.231763 | -2.4086 | 0.008854 |
| 8 | 0.014719 | 0.153 | 0.439357 |
| 9 | -0.110567 | -1.149 | 0.126537 |
| 10 | -0.337895 | -3.5115 | 0.000326 |
| 11 | -0.450367 | -4.6804 | 4e-06 |
| 12 | 0.718508 | 7.4669 | 0 |
| 13 | 0.135731 | 1.4106 | 0.080625 |
| 14 | 0.079158 | 0.8226 | 0.206263 |
| 15 | -0.004796 | -0.0498 | 0.480169 |
| 16 | -0.20892 | -2.1712 | 0.016054 |
| 17 | 0.11607 | 1.2062 | 0.115182 |
| 18 | -0.207709 | -2.1586 | 0.016549 |
| 19 | -0.09662 | -1.0041 | 0.158786 |
| 20 | -0.081186 | -0.8437 | 0.200349 |
