| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.181753 | -2.5704 | 0.005443 |
| 2 | -0.134264 | -1.8988 | 0.029516 |
| 3 | -0.021026 | -0.2974 | 0.383252 |
| 4 | -0.015624 | -0.221 | 0.412673 |
| 5 | -0.107493 | -1.5202 | 0.065022 |
| 6 | 0.010478 | 0.1482 | 0.441177 |
| 7 | 0.109543 | 1.5492 | 0.061461 |
| 8 | -0.008467 | -0.1197 | 0.452405 |
| 9 | -0.029809 | -0.4216 | 0.336898 |
| 10 | -0.03054 | -0.4319 | 0.333138 |
| 11 | -0.016781 | -0.2373 | 0.406324 |
| 12 | 0.078376 | 1.1084 | 0.134508 |
| 13 | -0.006704 | -0.0948 | 0.462283 |
| 14 | 0.004366 | 0.0617 | 0.475412 |
| 15 | -0.024179 | -0.3419 | 0.366375 |
| 16 | -0.029416 | -0.416 | 0.338924 |
| 17 | -0.006121 | -0.0866 | 0.465555 |
| 18 | -0.00449 | -0.0635 | 0.474715 |
| 19 | 0.033207 | 0.4696 | 0.319571 |
| 20 | 0.001521 | 0.0215 | 0.49143 |
| 21 | -0.027885 | -0.3943 | 0.346872 |
| 22 | -0.025095 | -0.3549 | 0.361519 |
| 23 | 0.025661 | 0.3629 | 0.358532 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.181753 | -2.5704 | 0.005443 |
| 2 | -0.173014 | -2.4468 | 0.007639 |
| 3 | -0.086456 | -1.2227 | 0.111447 |
| 4 | -0.066422 | -0.9394 | 0.174341 |
| 5 | -0.152288 | -2.1537 | 0.016231 |
| 6 | -0.069973 | -0.9896 | 0.161791 |
| 7 | 0.052931 | 0.7486 | 0.227501 |
| 8 | 0.004143 | 0.0586 | 0.47667 |
| 9 | -0.01566 | -0.2215 | 0.412477 |
| 10 | -0.048415 | -0.6847 | 0.247164 |
| 11 | -0.040854 | -0.5778 | 0.282037 |
| 12 | 0.077835 | 1.1008 | 0.136163 |
| 13 | 0.018409 | 0.2603 | 0.397434 |
| 14 | 0.014754 | 0.2086 | 0.417468 |
| 15 | -0.021615 | -0.3057 | 0.380084 |
| 16 | -0.033816 | -0.4782 | 0.316502 |
| 17 | -0.001736 | -0.0245 | 0.49022 |
| 18 | -0.015073 | -0.2132 | 0.41571 |
| 19 | 0.005728 | 0.081 | 0.467761 |
| 20 | -0.006911 | -0.0977 | 0.461118 |
| 21 | -0.034699 | -0.4907 | 0.312081 |
| 22 | -0.033446 | -0.473 | 0.318364 |
| 23 | 0.012096 | 0.1711 | 0.432171 |
