| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.124876 | 1.9346 | 0.02711 |
| 2 | -0.085431 | -1.3235 | 0.093466 |
| 3 | 0.083019 | 1.2861 | 0.099819 |
| 4 | 0.05686 | 0.8809 | 0.189635 |
| 5 | 0.041537 | 0.6435 | 0.260262 |
| 6 | -0.04286 | -0.664 | 0.253671 |
| 7 | 0.020264 | 0.3139 | 0.376922 |
| 8 | 0.019158 | 0.2968 | 0.383437 |
| 9 | -0.113151 | -1.7529 | 0.040446 |
| 10 | -0.016801 | -0.2603 | 0.397434 |
| 11 | -0.028791 | -0.446 | 0.327992 |
| 12 | -0.032971 | -0.5108 | 0.304984 |
| 13 | 0.017197 | 0.2664 | 0.395075 |
| 14 | -0.075665 | -1.1722 | 0.121141 |
| 15 | -0.144095 | -2.2323 | 0.013259 |
| 16 | -0.039505 | -0.612 | 0.270556 |
| 17 | -0.090422 | -1.4008 | 0.081281 |
| 18 | -0.097465 | -1.5099 | 0.06619 |
| 19 | -0.026649 | -0.4128 | 0.340043 |
| 20 | -0.11848 | -1.8355 | 0.033836 |
| 21 | -0.013209 | -0.2046 | 0.419015 |
| 22 | 0.027759 | 0.43 | 0.333776 |
| 23 | 0.091077 | 1.411 | 0.079776 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.124876 | 1.9346 | 0.02711 |
| 2 | -0.102625 | -1.5899 | 0.056591 |
| 3 | 0.110465 | 1.7113 | 0.044157 |
| 4 | 0.021438 | 0.3321 | 0.370046 |
| 5 | 0.051219 | 0.7935 | 0.214141 |
| 6 | -0.059049 | -0.9148 | 0.180612 |
| 7 | 0.038417 | 0.5952 | 0.276149 |
| 8 | -0.010383 | -0.1608 | 0.436175 |
| 9 | -0.106917 | -1.6564 | 0.049478 |
| 10 | 0.013214 | 0.2047 | 0.418985 |
| 11 | -0.05306 | -0.822 | 0.205945 |
| 12 | -0.005642 | -0.0874 | 0.465213 |
| 13 | 0.024711 | 0.3828 | 0.351096 |
| 14 | -0.071258 | -1.1039 | 0.135365 |
| 15 | -0.129921 | -2.0127 | 0.022631 |
| 16 | -0.010727 | -0.1662 | 0.43408 |
| 17 | -0.107103 | -1.6592 | 0.049188 |
| 18 | -0.068632 | -1.0632 | 0.144369 |
| 19 | -0.001207 | -0.0187 | 0.492548 |
| 20 | -0.131111 | -2.0312 | 0.02167 |
| 21 | 0.023705 | 0.3672 | 0.356883 |
| 22 | 0.024946 | 0.3865 | 0.349748 |
| 23 | 0.099216 | 1.537 | 0.0628 |
