| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.648176 | 6.6418 | 0 |
| 2 | 0.242032 | 2.4801 | 0.007362 |
| 3 | -0.130821 | -1.3405 | 0.091485 |
| 4 | -0.400746 | -4.1064 | 4e-05 |
| 5 | -0.489154 | -5.0123 | 1e-06 |
| 6 | -0.516494 | -5.2925 | 0 |
| 7 | -0.499305 | -5.1164 | 1e-06 |
| 8 | -0.376324 | -3.8562 | 9.9e-05 |
| 9 | -0.141676 | -1.4517 | 0.074777 |
| 10 | 0.203526 | 2.0855 | 0.019723 |
| 11 | 0.56527 | 5.7923 | 0 |
| 12 | 0.757449 | 7.7615 | 0 |
| 13 | 0.614727 | 6.2991 | 0 |
| 14 | 0.213188 | 2.1845 | 0.015574 |
| 15 | -0.105016 | -1.0761 | 0.142176 |
| 16 | -0.335808 | -3.441 | 0.000416 |
| 17 | -0.431448 | -4.421 | 1.2e-05 |
| 18 | -0.440915 | -4.518 | 8e-06 |
| 19 | -0.416758 | -4.2705 | 2.1e-05 |
| 20 | -0.328084 | -3.3619 | 0.00054 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.648176 | 6.6418 | 0 |
| 2 | -0.307138 | -3.1472 | 0.001073 |
| 3 | -0.260498 | -2.6693 | 0.004404 |
| 4 | -0.225946 | -2.3153 | 0.011272 |
| 5 | -0.111052 | -1.1379 | 0.128867 |
| 6 | -0.291862 | -2.9907 | 0.001734 |
| 7 | -0.352175 | -3.6087 | 0.000237 |
| 8 | -0.285823 | -2.9288 | 0.002087 |
| 9 | -0.211664 | -2.1689 | 0.016173 |
| 10 | -0.025506 | -0.2614 | 0.397162 |
| 11 | 0.199241 | 2.0416 | 0.021849 |
| 12 | 0.271618 | 2.7833 | 0.003192 |
| 13 | 0.005657 | 0.058 | 0.476943 |
| 14 | -0.272154 | -2.7887 | 0.003142 |
| 15 | 0.040258 | 0.4125 | 0.340399 |
| 16 | -0.003711 | -0.038 | 0.484868 |
| 17 | 0.010591 | 0.1085 | 0.456893 |
| 18 | 0.001311 | 0.0134 | 0.494653 |
| 19 | 0.041411 | 0.4243 | 0.336094 |
| 20 | -0.040445 | -0.4144 | 0.339699 |
