| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.30539 | 5.8902 | 0 |
| 2 | -0.182717 | -3.5241 | 0.000239 |
| 3 | -0.276638 | -5.3356 | 0 |
| 4 | -0.227463 | -4.3871 | 7e-06 |
| 5 | 0.006262 | 0.1208 | 0.45197 |
| 6 | 0.134522 | 2.5946 | 0.004923 |
| 7 | 0.002945 | 0.0568 | 0.47737 |
| 8 | -0.228741 | -4.4118 | 7e-06 |
| 9 | -0.27903 | -5.3817 | 0 |
| 10 | -0.190305 | -3.6705 | 0.000139 |
| 11 | 0.291495 | 5.6222 | 0 |
| 12 | 0.906325 | 17.4806 | 0 |
| 13 | 0.282606 | 5.4507 | 0 |
| 14 | -0.186457 | -3.5963 | 0.000183 |
| 15 | -0.289165 | -5.5772 | 0 |
| 16 | -0.239256 | -4.6146 | 3e-06 |
| 17 | -0.003557 | -0.0686 | 0.472669 |
| 18 | 0.107688 | 2.077 | 0.019243 |
| 19 | -0.011383 | -0.2196 | 0.41317 |
| 20 | -0.230334 | -4.4425 | 6e-06 |
| 21 | -0.276316 | -5.3294 | 0 |
| 22 | -0.190785 | -3.6797 | 0.000134 |
| 23 | 0.282037 | 5.4397 | 0 |
| 24 | 0.842717 | 16.2537 | 0 |
| 25 | 0.253937 | 4.8978 | 1e-06 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.30539 | 5.8902 | 0 |
| 2 | -0.304367 | -5.8704 | 0 |
| 3 | -0.134798 | -2.5999 | 0.004848 |
| 4 | -0.16496 | -3.1816 | 0.000794 |
| 5 | 0.048628 | 0.9379 | 0.174452 |
| 6 | 0.002249 | 0.0434 | 0.482709 |
| 7 | -0.124103 | -2.3936 | 0.008589 |
| 8 | -0.239248 | -4.6145 | 3e-06 |
| 9 | -0.188026 | -3.6265 | 0.000164 |
| 10 | -0.22354 | -4.3115 | 1e-05 |
| 11 | 0.274827 | 5.3007 | 0 |
| 12 | 0.848414 | 16.3636 | 0 |
| 13 | -0.174684 | -3.3692 | 0.000416 |
| 14 | -0.042263 | -0.8151 | 0.207759 |
| 15 | -0.081965 | -1.5809 | 0.057376 |
| 16 | -0.06613 | -1.2755 | 0.101469 |
| 17 | -0.058823 | -1.1345 | 0.12865 |
| 18 | -0.145862 | -2.8133 | 0.002582 |
| 19 | -0.025769 | -0.497 | 0.309738 |
| 20 | -0.008353 | -0.1611 | 0.436047 |
| 21 | 0.025879 | 0.4991 | 0.30899 |
| 22 | 0.006059 | 0.1169 | 0.453516 |
| 23 | 0.01534 | 0.2959 | 0.383751 |
| 24 | 0.104341 | 2.0125 | 0.022446 |
| 25 | -0.107396 | -2.0714 | 0.019506 |
