| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.470451 | 5.4051 | 0 |
| 2 | 0.339125 | 3.8962 | 7.7e-05 |
| 3 | -0.085718 | -0.9848 | 0.163257 |
| 4 | -0.355495 | -4.0843 | 3.8e-05 |
| 5 | -0.503509 | -5.7849 | 0 |
| 6 | -0.548684 | -6.3039 | 0 |
| 7 | -0.501048 | -5.7566 | 0 |
| 8 | -0.341605 | -3.9247 | 7e-05 |
| 9 | -0.059089 | -0.6789 | 0.2492 |
| 10 | 0.371511 | 4.2683 | 1.9e-05 |
| 11 | 0.433686 | 4.9827 | 1e-06 |
| 12 | 0.838709 | 9.636 | 0 |
| 13 | 0.406626 | 4.6718 | 4e-06 |
| 14 | 0.285108 | 3.2756 | 0.000673 |
| 15 | -0.083717 | -0.9618 | 0.168945 |
| 16 | -0.32711 | -3.7582 | 0.000128 |
| 17 | -0.458487 | -5.2676 | 0 |
| 18 | -0.49698 | -5.7099 | 0 |
| 19 | -0.450434 | -5.1751 | 0 |
| 20 | -0.313259 | -3.5991 | 0.000225 |
| 21 | -0.058391 | -0.6709 | 0.251739 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.470451 | 5.4051 | 0 |
| 2 | 0.151283 | 1.7381 | 0.042262 |
| 3 | -0.384167 | -4.4137 | 1e-05 |
| 4 | -0.368318 | -4.2317 | 2.2e-05 |
| 5 | -0.194526 | -2.2349 | 0.013551 |
| 6 | -0.200921 | -2.3084 | 0.011265 |
| 7 | -0.317237 | -3.6448 | 0.000192 |
| 8 | -0.325934 | -3.7447 | 0.000134 |
| 9 | -0.151403 | -1.7395 | 0.04214 |
| 10 | 0.31064 | 3.569 | 0.00025 |
| 11 | -0.118778 | -1.3647 | 0.087341 |
| 12 | 0.585911 | 6.7316 | 0 |
| 13 | -0.215949 | -2.4811 | 0.007178 |
| 14 | -0.009603 | -0.1103 | 0.456156 |
| 15 | 0.02553 | 0.2933 | 0.384871 |
| 16 | 0.020284 | 0.233 | 0.408042 |
| 17 | 0.084075 | 0.9659 | 0.167918 |
| 18 | 0.083408 | 0.9583 | 0.169836 |
| 19 | -0.001749 | -0.0201 | 0.492 |
| 20 | -0.099912 | -1.1479 | 0.126543 |
| 21 | -0.030872 | -0.3547 | 0.361692 |
