| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.172468 | -1.8171 | 0.035953 |
| 2 | -0.004948 | -0.0521 | 0.479259 |
| 3 | 0.046092 | 0.4856 | 0.314103 |
| 4 | -0.289852 | -3.0538 | 0.001415 |
| 5 | -0.120202 | -1.2664 | 0.10401 |
| 6 | 0.046685 | 0.4919 | 0.311895 |
| 7 | -0.098781 | -1.0407 | 0.150132 |
| 8 | -0.031543 | -0.3323 | 0.370135 |
| 9 | 0.123468 | 1.3008 | 0.098008 |
| 10 | -0.012292 | -0.1295 | 0.448595 |
| 11 | -0.04475 | -0.4715 | 0.319114 |
| 12 | 0.21424 | 2.2572 | 0.012978 |
| 13 | -0.149474 | -1.5748 | 0.059073 |
| 14 | 0.037992 | 0.4003 | 0.344864 |
| 15 | 0.035038 | 0.3691 | 0.356361 |
| 16 | -0.173909 | -1.8322 | 0.034798 |
| 17 | 0.019282 | 0.2031 | 0.419696 |
| 18 | 0.003731 | 0.0393 | 0.484358 |
| 19 | -0.035042 | -0.3692 | 0.356344 |
| 20 | -0.033543 | -0.3534 | 0.362232 |
| 21 | 0.160019 | 1.6859 | 0.047312 |
| 22 | -0.049682 | -0.5234 | 0.300859 |
| 23 | -0.018047 | -0.1901 | 0.424775 |
| 24 | 0.137771 | 1.4515 | 0.07473 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.172468 | -1.8171 | 0.035953 |
| 2 | -0.035757 | -0.3767 | 0.353549 |
| 3 | 0.040289 | 0.4245 | 0.336022 |
| 4 | -0.284128 | -2.9935 | 0.0017 |
| 5 | -0.242434 | -2.5542 | 0.005999 |
| 6 | -0.042288 | -0.4455 | 0.328402 |
| 7 | -0.11123 | -1.1719 | 0.121877 |
| 8 | -0.196182 | -2.0669 | 0.020535 |
| 9 | -0.057168 | -0.6023 | 0.2741 |
| 10 | -0.04741 | -0.4995 | 0.30921 |
| 11 | -0.159473 | -1.6802 | 0.04787 |
| 12 | 0.077554 | 0.8171 | 0.207817 |
| 13 | -0.115989 | -1.222 | 0.112144 |
| 14 | -0.026122 | -0.2752 | 0.391833 |
| 15 | -0.041919 | -0.4416 | 0.329804 |
| 16 | -0.138208 | -1.4561 | 0.074092 |
| 17 | -0.083036 | -0.8748 | 0.191776 |
| 18 | -0.098384 | -1.0365 | 0.151102 |
| 19 | -0.076216 | -0.803 | 0.21185 |
| 20 | -0.206804 | -2.1788 | 0.01573 |
| 21 | -0.018621 | -0.1962 | 0.422411 |
| 22 | -0.101474 | -1.0691 | 0.143673 |
| 23 | -0.169788 | -1.7888 | 0.038185 |
| 24 | -0.082009 | -0.864 | 0.194722 |
