| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.044924 | -0.5102 | 0.305378 |
| 2 | -0.255508 | -2.902 | 0.002181 |
| 3 | 0.082914 | 0.9417 | 0.174048 |
| 4 | 0.052502 | 0.5963 | 0.276009 |
| 5 | -0.068975 | -0.7834 | 0.217412 |
| 6 | -0.092466 | -1.0502 | 0.147793 |
| 7 | 0.222992 | 2.5327 | 0.006259 |
| 8 | 0.086507 | 0.9825 | 0.163839 |
| 9 | -0.08435 | -0.958 | 0.169921 |
| 10 | -0.002025 | -0.023 | 0.490845 |
| 11 | -0.006141 | -0.0697 | 0.47225 |
| 12 | -0.049895 | -0.5667 | 0.285951 |
| 13 | 0.036293 | 0.4122 | 0.340433 |
| 14 | 0.026542 | 0.3015 | 0.381773 |
| 15 | -0.055268 | -0.6277 | 0.265647 |
| 16 | -0.008131 | -0.0924 | 0.46328 |
| 17 | -0.055853 | -0.6344 | 0.263482 |
| 18 | 0.038861 | 0.4414 | 0.32984 |
| 19 | -0.025324 | -0.2876 | 0.387048 |
| 20 | -0.076076 | -0.8641 | 0.194581 |
| 21 | 0.019734 | 0.2241 | 0.411503 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.044924 | -0.5102 | 0.305378 |
| 2 | -0.258047 | -2.9309 | 0.002 |
| 3 | 0.061062 | 0.6935 | 0.244612 |
| 4 | -0.006925 | -0.0787 | 0.468714 |
| 5 | -0.03274 | -0.3719 | 0.355305 |
| 6 | -0.096902 | -1.1006 | 0.13656 |
| 7 | 0.204 | 2.317 | 0.01104 |
| 8 | 0.069455 | 0.7889 | 0.215821 |
| 9 | 0.041964 | 0.4766 | 0.317219 |
| 10 | 0.005053 | 0.0574 | 0.47716 |
| 11 | -0.038768 | -0.4403 | 0.33022 |
| 12 | -0.050045 | -0.5684 | 0.285373 |
| 13 | 0.064978 | 0.738 | 0.230926 |
| 14 | -0.024043 | -0.2731 | 0.392617 |
| 15 | -0.070369 | -0.7992 | 0.212812 |
| 16 | -0.020258 | -0.2301 | 0.409196 |
| 17 | -0.100489 | -1.1413 | 0.127921 |
| 18 | 0.050701 | 0.5759 | 0.282858 |
| 19 | -0.028392 | -0.3225 | 0.373807 |
| 20 | -0.073704 | -0.8371 | 0.202039 |
| 21 | -0.02998 | -0.3405 | 0.367014 |
