| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.216756 | -3.0654 | 0.001237 |
| 2 | -0.025398 | -0.3592 | 0.359917 |
| 3 | -0.135244 | -1.9126 | 0.028612 |
| 4 | 0.003892 | 0.055 | 0.47808 |
| 5 | -0.150414 | -2.1272 | 0.017315 |
| 6 | 0.002705 | 0.0383 | 0.484762 |
| 7 | -0.027228 | -0.3851 | 0.350302 |
| 8 | 0.012275 | 0.1736 | 0.43118 |
| 9 | 0.070843 | 1.0019 | 0.158809 |
| 10 | 0.061459 | 0.8692 | 0.1929 |
| 11 | 0.015978 | 0.226 | 0.41073 |
| 12 | 0.032749 | 0.4631 | 0.321882 |
| 13 | -0.054317 | -0.7682 | 0.221648 |
| 14 | -0.050889 | -0.7197 | 0.236282 |
| 15 | 0.100897 | 1.4269 | 0.077585 |
| 16 | -0.183683 | -2.5977 | 0.005042 |
| 17 | 0.088054 | 1.2453 | 0.107245 |
| 18 | -0.115087 | -1.6276 | 0.052595 |
| 19 | 0.109452 | 1.5479 | 0.061615 |
| 20 | -0.137018 | -1.9377 | 0.027032 |
| 21 | 0.177208 | 2.5061 | 0.006502 |
| 22 | -0.014559 | -0.2059 | 0.418543 |
| 23 | 0.071701 | 1.014 | 0.155904 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.216756 | -3.0654 | 0.001237 |
| 2 | -0.07595 | -1.0741 | 0.142037 |
| 3 | -0.166361 | -2.3527 | 0.009805 |
| 4 | -0.07417 | -1.0489 | 0.14774 |
| 5 | -0.203928 | -2.884 | 0.002178 |
| 6 | -0.129331 | -1.829 | 0.034443 |
| 7 | -0.123045 | -1.7401 | 0.041688 |
| 8 | -0.117166 | -1.657 | 0.049546 |
| 9 | -0.017028 | -0.2408 | 0.404973 |
| 10 | 0.009527 | 0.1347 | 0.446478 |
| 11 | 0.009909 | 0.1401 | 0.444346 |
| 12 | 0.053453 | 0.7559 | 0.225286 |
| 13 | -0.012099 | -0.1711 | 0.432155 |
| 14 | -0.02915 | -0.4122 | 0.340304 |
| 15 | 0.137115 | 1.9391 | 0.026948 |
| 16 | -0.130488 | -1.8454 | 0.03323 |
| 17 | 0.047422 | 0.6706 | 0.251611 |
| 18 | -0.115575 | -1.6345 | 0.051865 |
| 19 | -0.002282 | -0.0323 | 0.487145 |
| 20 | -0.149762 | -2.118 | 0.017707 |
| 21 | 0.028852 | 0.408 | 0.341847 |
| 22 | 0.010864 | 0.1536 | 0.439025 |
| 23 | 0.042219 | 0.5971 | 0.275571 |
