| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.476601 | -6.2687 | 0 |
| 2 | 0.134078 | 1.7635 | 0.039788 |
| 3 | -0.11087 | -1.4583 | 0.07329 |
| 4 | 0.054074 | 0.7112 | 0.238947 |
| 5 | -0.119919 | -1.5773 | 0.058278 |
| 6 | 0.04241 | 0.5578 | 0.288847 |
| 7 | 0.028307 | 0.3723 | 0.355056 |
| 8 | 0.04048 | 0.5324 | 0.297554 |
| 9 | 0.020648 | 0.2716 | 0.393136 |
| 10 | -0.134915 | -1.7745 | 0.038867 |
| 11 | 0.259373 | 3.4115 | 0.000402 |
| 12 | -0.460273 | -6.0539 | 0 |
| 13 | 0.241658 | 3.1785 | 0.000877 |
| 14 | -0.201002 | -2.6438 | 0.004476 |
| 15 | 0.287357 | 3.7796 | 0.000108 |
| 16 | -0.077429 | -1.0184 | 0.15495 |
| 17 | -0.03339 | -0.4392 | 0.330541 |
| 18 | 0.016697 | 0.2196 | 0.413216 |
| 19 | 0.023399 | 0.3078 | 0.379313 |
| 20 | -0.085477 | -1.1243 | 0.131227 |
| 21 | 0.007425 | 0.0977 | 0.461157 |
| 22 | 0.098774 | 1.2992 | 0.097807 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.476601 | -6.2687 | 0 |
| 2 | -0.120425 | -1.5839 | 0.057517 |
| 3 | -0.126919 | -1.6694 | 0.048427 |
| 4 | -0.056155 | -0.7386 | 0.230576 |
| 5 | -0.157267 | -2.0685 | 0.020039 |
| 6 | -0.123443 | -1.6236 | 0.053137 |
| 7 | -0.016353 | -0.2151 | 0.414974 |
| 8 | 0.049571 | 0.652 | 0.25763 |
| 9 | 0.084238 | 1.108 | 0.134705 |
| 10 | -0.126571 | -1.6648 | 0.048883 |
| 11 | 0.198623 | 2.6125 | 0.00489 |
| 12 | -0.336844 | -4.4305 | 8e-06 |
| 13 | -0.163924 | -2.1561 | 0.016229 |
| 14 | -0.269417 | -3.5436 | 0.000254 |
| 15 | 0.050418 | 0.6631 | 0.254062 |
| 16 | 0.147639 | 1.9419 | 0.026888 |
| 17 | -0.131242 | -1.7262 | 0.043047 |
| 18 | -0.042428 | -0.5581 | 0.288764 |
| 19 | -0.007794 | -0.1025 | 0.459234 |
| 20 | 0.012396 | 0.163 | 0.435338 |
| 21 | -0.006005 | -0.079 | 0.468568 |
| 22 | -0.034993 | -0.4603 | 0.322952 |
