| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.002435 | 0.0344 | 0.486284 |
| 2 | 0.37242 | 5.2668 | 0 |
| 3 | 0.385879 | 5.4572 | 0 |
| 4 | 0.088162 | 1.2468 | 0.106965 |
| 5 | 0.277058 | 3.9182 | 6.1e-05 |
| 6 | 0.143466 | 2.0289 | 0.021896 |
| 7 | -0.042118 | -0.5956 | 0.276044 |
| 8 | 0.067806 | 0.9589 | 0.169376 |
| 9 | -0.080377 | -1.1367 | 0.128512 |
| 10 | -0.13975 | -1.9764 | 0.024744 |
| 11 | 0.001371 | 0.0194 | 0.492276 |
| 12 | -0.480299 | -6.7924 | 0 |
| 13 | -0.046466 | -0.6571 | 0.255925 |
| 14 | -0.241727 | -3.4185 | 0.000381 |
| 15 | -0.202011 | -2.8569 | 0.002365 |
| 16 | -0.17017 | -2.4066 | 0.008506 |
| 17 | -0.201834 | -2.8544 | 0.002383 |
| 18 | -0.124822 | -1.7652 | 0.039524 |
| 19 | -0.16526 | -2.3371 | 0.010211 |
| 20 | -0.108726 | -1.5376 | 0.062861 |
| 21 | -0.027755 | -0.3925 | 0.34755 |
| 22 | -0.167164 | -2.364 | 0.009517 |
| 23 | 0.036635 | 0.5181 | 0.302481 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.002435 | 0.0344 | 0.486284 |
| 2 | 0.372416 | 5.2668 | 0 |
| 3 | 0.446306 | 6.3117 | 0 |
| 4 | 0.017662 | 0.2498 | 0.401507 |
| 5 | -0.023174 | -0.3277 | 0.37173 |
| 6 | -0.034228 | -0.4841 | 0.314437 |
| 7 | -0.236142 | -3.3396 | 5e-04 |
| 8 | -0.203661 | -2.8802 | 0.002204 |
| 9 | -0.125776 | -1.7787 | 0.0384 |
| 10 | -0.110443 | -1.5619 | 0.059946 |
| 11 | 0.101874 | 1.4407 | 0.075614 |
| 12 | -0.393586 | -5.5661 | 0 |
| 13 | -0.081157 | -1.1477 | 0.126224 |
| 14 | 0.096493 | 1.3646 | 0.086954 |
| 15 | 0.297765 | 4.211 | 1.9e-05 |
| 16 | 0.011797 | 0.1668 | 0.433832 |
| 17 | -0.040522 | -0.5731 | 0.283621 |
| 18 | 0.051702 | 0.7312 | 0.232765 |
| 19 | -0.171103 | -2.4198 | 0.008212 |
| 20 | -0.245529 | -3.4723 | 0.000316 |
| 21 | 0.013475 | 0.1906 | 0.42453 |
| 22 | -0.09855 | -1.3937 | 0.082476 |
| 23 | 0.083129 | 1.1756 | 0.120573 |
