| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.332039 | -3.8004 | 0.00011 |
| 2 | 0.08344 | 0.955 | 0.170664 |
| 3 | -0.210458 | -2.4088 | 0.008698 |
| 4 | 0.039154 | 0.4481 | 0.327398 |
| 5 | 0.049915 | 0.5713 | 0.284388 |
| 6 | 0.044082 | 0.5045 | 0.307362 |
| 7 | -0.062545 | -0.7159 | 0.237675 |
| 8 | -0.001067 | -0.0122 | 0.495139 |
| 9 | 0.162718 | 1.8624 | 0.032394 |
| 10 | -0.05311 | -0.6079 | 0.272161 |
| 11 | 0.076485 | 0.8754 | 0.191476 |
| 12 | -0.410552 | -4.699 | 3e-06 |
| 13 | 0.169668 | 1.9419 | 0.027145 |
| 14 | -0.070911 | -0.8116 | 0.209242 |
| 15 | 0.144806 | 1.6574 | 0.049917 |
| 16 | -0.148873 | -1.7039 | 0.045382 |
| 17 | 0.094144 | 1.0775 | 0.141611 |
| 18 | 0.008722 | 0.0998 | 0.460318 |
| 19 | 0.002456 | 0.0281 | 0.48881 |
| 20 | -0.112715 | -1.2901 | 0.099646 |
| 21 | 0.022384 | 0.2562 | 0.399102 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.332039 | -3.8004 | 0.00011 |
| 2 | -0.030132 | -0.3449 | 0.365372 |
| 3 | -0.215899 | -2.4711 | 0.007377 |
| 4 | -0.114704 | -1.3128 | 0.095766 |
| 5 | 0.027982 | 0.3203 | 0.374638 |
| 6 | 0.037855 | 0.4333 | 0.332767 |
| 7 | -0.052061 | -0.5959 | 0.276146 |
| 8 | -0.016784 | -0.1921 | 0.423981 |
| 9 | 0.209284 | 2.3954 | 0.009009 |
| 10 | 0.059397 | 0.6798 | 0.248906 |
| 11 | 0.091528 | 1.0476 | 0.14838 |
| 12 | -0.351236 | -4.0201 | 4.9e-05 |
| 13 | -0.09691 | -1.1092 | 0.134691 |
| 14 | -0.088253 | -1.0101 | 0.157154 |
| 15 | -0.063526 | -0.7271 | 0.234235 |
| 16 | -0.170035 | -1.9461 | 0.026889 |
| 17 | 0.039763 | 0.4551 | 0.32489 |
| 18 | 0.132132 | 1.5123 | 0.06643 |
| 19 | -0.003849 | -0.0441 | 0.482464 |
| 20 | -0.127537 | -1.4597 | 0.07338 |
| 21 | 0.134073 | 1.5345 | 0.063655 |
