| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.315505 | 5.564 | 0 |
| 2 | -0.140615 | -2.4798 | 0.006838 |
| 3 | -0.254457 | -4.4874 | 5e-06 |
| 4 | -0.233991 | -4.1265 | 2.4e-05 |
| 5 | -0.028429 | -0.5014 | 0.308238 |
| 6 | 0.083942 | 1.4803 | 0.069899 |
| 7 | -0.028246 | -0.4981 | 0.309375 |
| 8 | -0.221234 | -3.9015 | 5.9e-05 |
| 9 | -0.244466 | -4.3112 | 1.1e-05 |
| 10 | -0.151009 | -2.6631 | 0.004073 |
| 11 | 0.300433 | 5.2982 | 0 |
| 12 | 0.910288 | 16.0531 | 0 |
| 13 | 0.297274 | 5.2425 | 0 |
| 14 | -0.143312 | -2.5273 | 0.005994 |
| 15 | -0.263071 | -4.6393 | 3e-06 |
| 16 | -0.239715 | -4.2274 | 1.6e-05 |
| 17 | -0.033785 | -0.5958 | 0.275869 |
| 18 | 0.073764 | 1.3008 | 0.097137 |
| 19 | -0.036189 | -0.6382 | 0.261905 |
| 20 | -0.216019 | -3.8095 | 8.4e-05 |
| 21 | -0.249901 | -4.4071 | 7e-06 |
| 22 | -0.16367 | -2.8864 | 0.002085 |
| 23 | 0.28407 | 5.0096 | 0 |
| 24 | 0.85395 | 15.0596 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.315505 | 5.564 | 0 |
| 2 | -0.266707 | -4.7034 | 2e-06 |
| 3 | -0.136432 | -2.406 | 0.008356 |
| 4 | -0.156361 | -2.7574 | 0.003085 |
| 5 | 0.03407 | 0.6008 | 0.274196 |
| 6 | -0.019344 | -0.3411 | 0.366614 |
| 7 | -0.142017 | -2.5045 | 0.006387 |
| 8 | -0.237921 | -4.1958 | 1.8e-05 |
| 9 | -0.168913 | -2.9788 | 0.001561 |
| 10 | -0.183531 | -3.2366 | 0.00067 |
| 11 | 0.279957 | 4.9371 | 1e-06 |
| 12 | 0.860435 | 15.1739 | 0 |
| 13 | -0.166193 | -2.9308 | 0.001815 |
| 14 | -0.053615 | -0.9455 | 0.172566 |
| 15 | 0.00831 | 0.1466 | 0.44179 |
| 16 | 0.014395 | 0.2539 | 0.399886 |
| 17 | -0.049502 | -0.873 | 0.191676 |
| 18 | -0.060986 | -1.0755 | 0.141492 |
| 19 | -0.038403 | -0.6772 | 0.249379 |
| 20 | -0.035792 | -0.6312 | 0.264185 |
| 21 | -0.086433 | -1.5243 | 0.064229 |
| 22 | -0.0211 | -0.3721 | 0.355032 |
| 23 | -0.001447 | -0.0255 | 0.489828 |
| 24 | 0.137905 | 2.432 | 0.00779 |
