| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.116994 | 1.7666 | 0.039319 |
| 2 | -0.002933 | -0.0443 | 0.482355 |
| 3 | 0.217515 | 3.2844 | 0.000591 |
| 4 | 0.024233 | 0.3659 | 0.357385 |
| 5 | 0.100032 | 1.5105 | 0.066156 |
| 6 | 0.030316 | 0.4578 | 0.32378 |
| 7 | 0.006739 | 0.1018 | 0.459517 |
| 8 | 0.058172 | 0.8784 | 0.19033 |
| 9 | -0.121078 | -1.8282 | 0.03441 |
| 10 | 0.012671 | 0.1913 | 0.42422 |
| 11 | -0.146099 | -2.206 | 0.014189 |
| 12 | -0.462978 | -6.9908 | 0 |
| 13 | -0.032201 | -0.4862 | 0.313636 |
| 14 | -0.139818 | -2.1112 | 0.017922 |
| 15 | -0.137609 | -2.0778 | 0.019421 |
| 16 | -0.006915 | -0.1044 | 0.458465 |
| 17 | -0.133084 | -2.0095 | 0.02283 |
| 18 | -0.037155 | -0.561 | 0.287662 |
| 19 | -0.024314 | -0.3671 | 0.356931 |
| 20 | -0.095683 | -1.4448 | 0.074945 |
| 21 | -0.019677 | -0.2971 | 0.383325 |
| 22 | 0.0389 | 0.5874 | 0.278764 |
| 23 | 0.133759 | 2.0197 | 0.022292 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.116994 | 1.7666 | 0.039319 |
| 2 | -0.016852 | -0.2545 | 0.399688 |
| 3 | 0.222949 | 3.3665 | 0.000447 |
| 4 | -0.030599 | -0.462 | 0.322249 |
| 5 | 0.118423 | 1.7882 | 0.037539 |
| 6 | -0.049538 | -0.748 | 0.227615 |
| 7 | 0.022737 | 0.3433 | 0.365839 |
| 8 | 0.006566 | 0.0991 | 0.460555 |
| 9 | -0.133677 | -2.0185 | 0.022357 |
| 10 | 0.039206 | 0.592 | 0.27722 |
| 11 | -0.203072 | -3.0663 | 0.001214 |
| 12 | -0.407316 | -6.1503 | 0 |
| 13 | 0.022287 | 0.3365 | 0.368393 |
| 14 | -0.141938 | -2.1432 | 0.016577 |
| 15 | 0.071301 | 1.0766 | 0.141394 |
| 16 | 0.022438 | 0.3388 | 0.367535 |
| 17 | 0.011717 | 0.1769 | 0.429862 |
| 18 | 0.014868 | 0.2245 | 0.411282 |
| 19 | 0.037029 | 0.5591 | 0.288312 |
| 20 | -0.04466 | -0.6744 | 0.250384 |
| 21 | -0.091641 | -1.3837 | 0.083895 |
| 22 | 0.090501 | 1.3665 | 0.086559 |
| 23 | 0.006664 | 0.1006 | 0.459967 |
