| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.000545 | -0.0073 | 0.497095 |
| 2 | -0.058756 | -0.7861 | 0.216423 |
| 3 | -0.043071 | -0.5762 | 0.282587 |
| 4 | -0.056156 | -0.7513 | 0.226725 |
| 5 | 0.032217 | 0.431 | 0.333482 |
| 6 | 0.054201 | 0.7252 | 0.234651 |
| 7 | -0.09031 | -1.2083 | 0.114269 |
| 8 | -0.144761 | -1.9368 | 0.027174 |
| 9 | -0.066601 | -0.8911 | 0.187047 |
| 10 | -0.031827 | -0.4258 | 0.335377 |
| 11 | -0.005756 | -0.077 | 0.469352 |
| 12 | -0.000527 | -0.0071 | 0.497191 |
| 13 | 0.018765 | 0.2511 | 0.401031 |
| 14 | -0.076742 | -1.0267 | 0.152965 |
| 15 | -0.10233 | -1.3691 | 0.086345 |
| 16 | 0.038953 | 0.5212 | 0.301453 |
| 17 | -0.021592 | -0.2889 | 0.386502 |
| 18 | -0.101432 | -1.3571 | 0.088235 |
| 19 | 0.088998 | 1.1907 | 0.117671 |
| 20 | 0.075682 | 1.0126 | 0.156319 |
| 21 | -0.001381 | -0.0185 | 0.492639 |
| 22 | 0.060329 | 0.8071 | 0.210327 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.000545 | -0.0073 | 0.497095 |
| 2 | -0.058756 | -0.7861 | 0.216422 |
| 3 | -0.043286 | -0.5791 | 0.281616 |
| 4 | -0.060087 | -0.8039 | 0.211257 |
| 5 | 0.026864 | 0.3594 | 0.359854 |
| 6 | 0.046036 | 0.6159 | 0.269367 |
| 7 | -0.092306 | -1.235 | 0.109229 |
| 8 | -0.143115 | -1.9147 | 0.02856 |
| 9 | -0.074655 | -0.9988 | 0.159618 |
| 10 | -0.055028 | -0.7362 | 0.23128 |
| 11 | -0.043434 | -0.5811 | 0.28095 |
| 12 | -0.030478 | -0.4078 | 0.341967 |
| 13 | 0.017386 | 0.2326 | 0.408164 |
| 14 | -0.082649 | -1.1058 | 0.135156 |
| 15 | -0.136605 | -1.8277 | 0.034633 |
| 16 | -0.011354 | -0.1519 | 0.439714 |
| 17 | -0.074655 | -0.9988 | 0.159615 |
| 18 | -0.163324 | -2.1851 | 0.015089 |
| 19 | 0.040715 | 0.5447 | 0.293307 |
| 20 | 0.065046 | 0.8703 | 0.192662 |
| 21 | -0.024444 | -0.327 | 0.372009 |
| 22 | 0.007402 | 0.099 | 0.460614 |
