| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.09889 | 1.3231 | 0.093752 |
| 2 | 0.003444 | 0.0461 | 0.481648 |
| 3 | -0.037048 | -0.4957 | 0.31037 |
| 4 | 0.064387 | 0.8614 | 0.195075 |
| 5 | 0.07162 | 0.9582 | 0.169625 |
| 6 | -0.085056 | -1.138 | 0.128326 |
| 7 | -0.005433 | -0.0727 | 0.471068 |
| 8 | -0.026582 | -0.3556 | 0.361264 |
| 9 | -0.077087 | -1.0314 | 0.151882 |
| 10 | -0.017369 | -0.2324 | 0.408256 |
| 11 | -0.126003 | -1.6858 | 0.046788 |
| 12 | -0.140752 | -1.8831 | 0.030652 |
| 13 | -0.059394 | -0.7946 | 0.213937 |
| 14 | -0.016405 | -0.2195 | 0.413259 |
| 15 | 0.000597 | 0.008 | 0.49682 |
| 16 | -0.131972 | -1.7657 | 0.039578 |
| 17 | -0.019256 | -0.2576 | 0.398494 |
| 18 | 0.028398 | 0.3799 | 0.352222 |
| 19 | 0.09178 | 1.2279 | 0.110542 |
| 20 | -0.077278 | -1.0339 | 0.151286 |
| 21 | 0.051022 | 0.6826 | 0.247863 |
| 22 | 0.035516 | 0.4752 | 0.317624 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.09889 | 1.3231 | 0.093752 |
| 2 | -0.006397 | -0.0856 | 0.465943 |
| 3 | -0.037122 | -0.4967 | 0.310018 |
| 4 | 0.072557 | 0.9707 | 0.166492 |
| 5 | 0.058904 | 0.7881 | 0.215846 |
| 6 | -0.101767 | -1.3615 | 0.087526 |
| 7 | 0.018887 | 0.2527 | 0.400398 |
| 8 | -0.026057 | -0.3486 | 0.363894 |
| 9 | -0.091823 | -1.2285 | 0.110434 |
| 10 | 0.008822 | 0.118 | 0.453088 |
| 11 | -0.118156 | -1.5808 | 0.057843 |
| 12 | -0.138066 | -1.8472 | 0.033184 |
| 13 | -0.017257 | -0.2309 | 0.408835 |
| 14 | -0.015402 | -0.2061 | 0.418486 |
| 15 | -0.013593 | -0.1819 | 0.427947 |
| 16 | -0.107076 | -1.4326 | 0.076861 |
| 17 | -0.003386 | -0.0453 | 0.48196 |
| 18 | 0.005294 | 0.0708 | 0.471807 |
| 19 | 0.071841 | 0.9612 | 0.168883 |
| 20 | -0.113426 | -1.5175 | 0.065448 |
| 21 | 0.067501 | 0.9031 | 0.183841 |
| 22 | -0.011373 | -0.1522 | 0.439618 |
