| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.503076 | -7.1146 | 0 |
| 2 | 0.007312 | 0.1034 | 0.458871 |
| 3 | 0.000901 | 0.0127 | 0.494921 |
| 4 | -0.00139 | -0.0197 | 0.492167 |
| 5 | 0.000108 | 0.0015 | 0.499392 |
| 6 | 0.006622 | 0.0936 | 0.462741 |
| 7 | -0.007208 | -0.1019 | 0.459454 |
| 8 | -0.000956 | -0.0135 | 0.494612 |
| 9 | 0.00479 | 0.0677 | 0.473031 |
| 10 | -0.005465 | -0.0773 | 0.469234 |
| 11 | 0.000637 | 0.009 | 0.496409 |
| 12 | -0.001286 | -0.0182 | 0.492752 |
| 13 | -0.002966 | -0.0419 | 0.483291 |
| 14 | -0.002142 | -0.0303 | 0.48793 |
| 15 | -0.005876 | -0.0831 | 0.466929 |
| 16 | 0.013575 | 0.192 | 0.423976 |
| 17 | -0.000539 | -0.0076 | 0.496964 |
| 18 | 6.9e-05 | 0.001 | 0.499612 |
| 19 | 0.000697 | 0.0099 | 0.496072 |
| 20 | 0.000574 | 0.0081 | 0.496767 |
| 21 | -0.010931 | -0.1546 | 0.43865 |
| 22 | 0.010839 | 0.1533 | 0.439165 |
| 23 | -0.000124 | -0.0018 | 0.499299 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.503076 | -7.1146 | 0 |
| 2 | -0.329052 | -4.6535 | 3e-06 |
| 3 | -0.239846 | -3.3919 | 0.000418 |
| 4 | -0.187659 | -2.6539 | 0.004298 |
| 5 | -0.15207 | -2.1506 | 0.016354 |
| 6 | -0.114948 | -1.6256 | 0.052804 |
| 7 | -0.099332 | -1.4048 | 0.080821 |
| 8 | -0.088638 | -1.2535 | 0.105739 |
| 9 | -0.071205 | -1.007 | 0.157579 |
| 10 | -0.066588 | -0.9417 | 0.173742 |
| 11 | -0.061287 | -0.8667 | 0.193564 |
| 12 | -0.058643 | -0.8293 | 0.20395 |
| 13 | -0.06092 | -0.8615 | 0.194987 |
| 14 | -0.065786 | -0.9304 | 0.176653 |
| 15 | -0.079364 | -1.1224 | 0.131525 |
| 16 | -0.064852 | -0.9171 | 0.180084 |
| 17 | -0.053391 | -0.7551 | 0.225551 |
| 18 | -0.043955 | -0.6216 | 0.26745 |
| 19 | -0.034974 | -0.4946 | 0.310712 |
| 20 | -0.026715 | -0.3778 | 0.352986 |
| 21 | -0.040111 | -0.5672 | 0.285591 |
| 22 | -0.031829 | -0.4501 | 0.326554 |
| 23 | -0.024637 | -0.3484 | 0.363948 |
