| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.728381 | 10.6054 | 0 |
| 2 | 0.514061 | 7.4848 | 0 |
| 3 | 0.1972 | 2.8713 | 0.002252 |
| 4 | -0.059208 | -0.8621 | 0.194808 |
| 5 | -0.175103 | -2.5495 | 0.005747 |
| 6 | -0.278611 | -4.0566 | 3.5e-05 |
| 7 | -0.201811 | -2.9384 | 0.001832 |
| 8 | -0.099951 | -1.4553 | 0.073532 |
| 9 | 0.125738 | 1.8308 | 0.03427 |
| 10 | 0.375598 | 5.4688 | 0 |
| 11 | 0.52608 | 7.6598 | 0 |
| 12 | 0.653497 | 9.5151 | 0 |
| 13 | 0.480039 | 6.9895 | 0 |
| 14 | 0.303368 | 4.4171 | 8e-06 |
| 15 | 0.021348 | 0.3108 | 0.378114 |
| 16 | -0.209217 | -3.0463 | 0.001306 |
| 17 | -0.316339 | -4.606 | 4e-06 |
| 18 | -0.385851 | -5.6181 | 0 |
| 19 | -0.331472 | -4.8263 | 1e-06 |
| 20 | -0.232895 | -3.391 | 0.000415 |
| 21 | -0.039049 | -0.5686 | 0.285126 |
| 22 | 0.205308 | 2.9893 | 0.001563 |
| 23 | 0.352938 | 5.1389 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.728381 | 10.6054 | 0 |
| 2 | -0.035098 | -0.511 | 0.304928 |
| 3 | -0.351494 | -5.1178 | 0 |
| 4 | -0.164541 | -2.3958 | 0.008728 |
| 5 | 0.12604 | 1.8352 | 0.033941 |
| 6 | -0.123758 | -1.8019 | 0.036488 |
| 7 | 0.130475 | 1.8997 | 0.029412 |
| 8 | 0.103109 | 1.5013 | 0.067385 |
| 9 | 0.265451 | 3.865 | 7.4e-05 |
| 10 | 0.278538 | 4.0556 | 3.5e-05 |
| 11 | 0.088262 | 1.2851 | 0.100078 |
| 12 | 0.207876 | 3.0267 | 0.001389 |
| 13 | -0.290509 | -4.2299 | 1.7e-05 |
| 14 | -0.084888 | -1.236 | 0.108914 |
| 15 | -0.122226 | -1.7796 | 0.038283 |
| 16 | -0.072632 | -1.0575 | 0.145736 |
| 17 | 0.00554 | 0.0807 | 0.467896 |
| 18 | -0.001651 | -0.024 | 0.490423 |
| 19 | -0.141914 | -2.0663 | 0.020008 |
| 20 | -0.049627 | -0.7226 | 0.235366 |
| 21 | -0.004543 | -0.0661 | 0.473661 |
| 22 | 0.121372 | 1.7672 | 0.039317 |
| 23 | 0.004942 | 0.072 | 0.47135 |
