| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.025227 | -0.4206 | 0.33718 |
| 2 | -0.014174 | -0.2363 | 0.406677 |
| 3 | 0.104531 | 1.7429 | 0.04123 |
| 4 | 0.065572 | 1.0933 | 0.137603 |
| 5 | -0.160796 | -2.681 | 0.003889 |
| 6 | -0.028392 | -0.4734 | 0.318154 |
| 7 | -0.055588 | -0.9268 | 0.177409 |
| 8 | -0.046395 | -0.7736 | 0.219922 |
| 9 | -0.075562 | -1.2599 | 0.104385 |
| 10 | -0.021612 | -0.3603 | 0.359432 |
| 11 | -0.002052 | -0.0342 | 0.486369 |
| 12 | -0.019628 | -0.3273 | 0.371854 |
| 13 | 0.048324 | 0.8057 | 0.210545 |
| 14 | 0.05964 | 0.9944 | 0.160447 |
| 15 | -0.030137 | -0.5025 | 0.307863 |
| 16 | 0.1141 | 1.9024 | 0.029074 |
| 17 | 0.038771 | 0.6464 | 0.259265 |
| 18 | -0.065908 | -1.0989 | 0.136379 |
| 19 | -0.117961 | -1.9668 | 0.0251 |
| 20 | 0.052608 | 0.8772 | 0.19058 |
| 21 | -0.05536 | -0.923 | 0.178393 |
| 22 | 0.049682 | 0.8284 | 0.204089 |
| 23 | -0.037781 | -0.6299 | 0.264629 |
| 24 | 0.021227 | 0.3539 | 0.36183 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.025227 | -0.4206 | 0.33718 |
| 2 | -0.01482 | -0.2471 | 0.402509 |
| 3 | 0.103883 | 1.7321 | 0.042185 |
| 4 | 0.071366 | 1.1899 | 0.117548 |
| 5 | -0.15687 | -2.6155 | 0.004697 |
| 6 | -0.047822 | -0.7974 | 0.212963 |
| 7 | -0.075831 | -1.2644 | 0.103581 |
| 8 | -0.02211 | -0.3687 | 0.356334 |
| 9 | -0.050662 | -0.8447 | 0.199501 |
| 10 | -0.033285 | -0.555 | 0.28968 |
| 11 | -0.000383 | -0.0064 | 0.497455 |
| 12 | -0.025268 | -0.4213 | 0.336928 |
| 13 | 0.048004 | 0.8004 | 0.212086 |
| 14 | 0.041961 | 0.6996 | 0.242374 |
| 15 | -0.041431 | -0.6908 | 0.245134 |
| 16 | 0.099464 | 1.6584 | 0.049183 |
| 17 | 0.01491 | 0.2486 | 0.401926 |
| 18 | -0.058046 | -0.9678 | 0.166989 |
| 19 | -0.135588 | -2.2607 | 0.012275 |
| 20 | 0.021334 | 0.3557 | 0.361162 |
| 21 | -0.008285 | -0.1381 | 0.445113 |
| 22 | 0.108742 | 1.8131 | 0.035448 |
| 23 | -0.023766 | -0.3963 | 0.346111 |
| 24 | -0.013077 | -0.218 | 0.413781 |
