| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.14455 | -1.0015 | 0.16081 |
| 2 | 0.075879 | 0.5257 | 0.300756 |
| 3 | 0.168527 | 1.1676 | 0.12437 |
| 4 | 0.121016 | 0.8384 | 0.202974 |
| 5 | -0.110538 | -0.7658 | 0.223764 |
| 6 | 0.118631 | 0.8219 | 0.207598 |
| 7 | 0.024556 | 0.1701 | 0.432813 |
| 8 | 0.105117 | 0.7283 | 0.234993 |
| 9 | -0.084558 | -0.5858 | 0.280366 |
| 10 | -0.081611 | -0.5654 | 0.287213 |
| 11 | 0.294689 | 2.0417 | 0.023351 |
| 12 | -0.315137 | -2.1833 | 0.016966 |
| 13 | -0.14042 | -0.9729 | 0.16775 |
| 14 | 0.031456 | 0.2179 | 0.414203 |
| 15 | -0.079751 | -0.5525 | 0.291575 |
| 16 | -0.229645 | -1.591 | 0.059084 |
| 17 | 0.032718 | 0.2267 | 0.410819 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.14455 | -1.0015 | 0.16081 |
| 2 | 0.056158 | 0.3891 | 0.349471 |
| 3 | 0.191592 | 1.3274 | 0.09533 |
| 4 | 0.177913 | 1.2326 | 0.111861 |
| 5 | -0.099744 | -0.691 | 0.246433 |
| 6 | 0.028128 | 0.1949 | 0.423156 |
| 7 | 0.012626 | 0.0875 | 0.465328 |
| 8 | 0.133044 | 0.9218 | 0.180632 |
| 9 | -0.060144 | -0.4167 | 0.339382 |
| 10 | -0.187965 | -1.3023 | 0.09952 |
| 11 | 0.271566 | 1.8815 | 0.032991 |
| 12 | -0.262137 | -1.8161 | 0.037799 |
| 13 | -0.224158 | -1.553 | 0.063495 |
| 14 | -0.075959 | -0.5263 | 0.300565 |
| 15 | -0.039716 | -0.2752 | 0.392187 |
| 16 | -0.04816 | -0.3337 | 0.370045 |
| 17 | -0.079125 | -0.5482 | 0.29305 |

