| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.444343 | -3.7441 | 0.000182 |
| 2 | -0.129336 | -1.0898 | 0.139742 |
| 3 | 0.348988 | 2.9406 | 0.002209 |
| 4 | -0.15429 | -1.3001 | 0.098891 |
| 5 | -0.098522 | -0.8302 | 0.204614 |
| 6 | 0.113972 | 0.9603 | 0.17007 |
| 7 | -0.040085 | -0.3378 | 0.368268 |
| 8 | 0.047524 | 0.4004 | 0.345017 |
| 9 | -0.1024 | -0.8628 | 0.195565 |
| 10 | 0.08317 | 0.7008 | 0.242858 |
| 11 | 0.009195 | 0.0775 | 0.469232 |
| 12 | -0.173553 | -1.4624 | 0.074024 |
| 13 | -0.039054 | -0.3291 | 0.371533 |
| 14 | 0.224607 | 1.8926 | 0.031246 |
| 15 | -0.157937 | -1.3308 | 0.093757 |
| 16 | -0.035369 | -0.298 | 0.383277 |
| 17 | 0.218812 | 1.8437 | 0.034697 |
| 18 | -0.159004 | -1.3398 | 0.092293 |
| 19 | -0.079892 | -0.6732 | 0.251508 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.444343 | -3.7441 | 0.000182 |
| 2 | -0.407169 | -3.4309 | 0.000503 |
| 3 | 0.130239 | 1.0974 | 0.138085 |
| 4 | 0.09292 | 0.783 | 0.218127 |
| 5 | -0.031504 | -0.2655 | 0.395714 |
| 6 | -0.081506 | -0.6868 | 0.247229 |
| 7 | -0.05653 | -0.4763 | 0.31765 |
| 8 | 0.121301 | 1.0221 | 0.155101 |
| 9 | -0.05999 | -0.5055 | 0.307392 |
| 10 | 0.005151 | 0.0434 | 0.482752 |
| 11 | -0.013207 | -0.1113 | 0.455853 |
| 12 | -0.150437 | -1.2676 | 0.104541 |
| 13 | -0.324884 | -2.7375 | 0.003909 |
| 14 | 0.01349 | 0.1137 | 0.454911 |
| 15 | 0.103847 | 0.875 | 0.192254 |
| 16 | 0.047765 | 0.4025 | 0.344273 |
| 17 | 0.097943 | 0.8253 | 0.205987 |
| 18 | -0.052303 | -0.4407 | 0.330381 |
| 19 | -0.135502 | -1.1418 | 0.128695 |
