| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.499686 | -7.0666 | 0 |
| 2 | 0.002744 | 0.0388 | 0.484544 |
| 3 | -0.003002 | -0.0425 | 0.48309 |
| 4 | -0.002362 | -0.0334 | 0.486693 |
| 5 | 0.002345 | 0.0332 | 0.486786 |
| 6 | -0.002703 | -0.0382 | 0.484775 |
| 7 | 0.005884 | 0.0832 | 0.466885 |
| 8 | -0.010996 | -0.1555 | 0.438289 |
| 9 | 0.01301 | 0.184 | 0.427102 |
| 10 | -0.002436 | -0.0345 | 0.486275 |
| 11 | -0.002674 | -0.0378 | 0.484934 |
| 12 | -0.001596 | -0.0226 | 0.491008 |
| 13 | -0.00302 | -0.0427 | 0.482991 |
| 14 | 0.003113 | 0.044 | 0.482462 |
| 15 | -0.001067 | -0.0151 | 0.493986 |
| 16 | 0.002499 | 0.0353 | 0.485922 |
| 17 | 7.4e-05 | 0.0011 | 0.499581 |
| 18 | 0.002754 | 0.0389 | 0.484485 |
| 19 | -0.002676 | -0.0378 | 0.484926 |
| 20 | -0.000169 | -0.0024 | 0.499047 |
| 21 | -0.002492 | -0.0352 | 0.485959 |
| 22 | -0.000415 | -0.0059 | 0.497659 |
| 23 | 0.00288 | 0.0407 | 0.483775 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.499686 | -7.0666 | 0 |
| 2 | -0.329119 | -4.6544 | 3e-06 |
| 3 | -0.247572 | -3.5012 | 0.000286 |
| 4 | -0.202146 | -2.8588 | 0.002352 |
| 5 | -0.168055 | -2.3767 | 0.009207 |
| 6 | -0.148395 | -2.0986 | 0.018552 |
| 7 | -0.123615 | -1.7482 | 0.040983 |
| 8 | -0.123839 | -1.7513 | 0.04071 |
| 9 | -0.100945 | -1.4276 | 0.077487 |
| 10 | -0.086599 | -1.2247 | 0.111066 |
| 11 | -0.079599 | -1.1257 | 0.130821 |
| 12 | -0.076513 | -1.0821 | 0.140266 |
| 13 | -0.079239 | -1.1206 | 0.131899 |
| 14 | -0.076033 | -1.0753 | 0.141775 |
| 15 | -0.075238 | -1.064 | 0.144299 |
| 16 | -0.070373 | -0.9952 | 0.160415 |
| 17 | -0.065727 | -0.9295 | 0.176871 |
| 18 | -0.056617 | -0.8007 | 0.21213 |
| 19 | -0.053503 | -0.7566 | 0.225075 |
| 20 | -0.050818 | -0.7187 | 0.23659 |
| 21 | -0.053083 | -0.7507 | 0.226857 |
| 22 | -0.05584 | -0.7897 | 0.215318 |
| 23 | -0.053201 | -0.7524 | 0.226354 |
