| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.376082 | 3.6463 | 0.000218 |
| 2 | 0.092833 | 0.9 | 0.185197 |
| 3 | -0.078421 | -0.7603 | 0.224484 |
| 4 | -0.116698 | -1.1314 | 0.130376 |
| 5 | -0.011804 | -0.1144 | 0.454563 |
| 6 | -0.082145 | -0.7964 | 0.213896 |
| 7 | -0.112661 | -1.0923 | 0.138748 |
| 8 | -0.032004 | -0.3103 | 0.378515 |
| 9 | -0.052945 | -0.5133 | 0.304467 |
| 10 | -0.101733 | -0.9863 | 0.163248 |
| 11 | -0.27851 | -2.7003 | 0.004109 |
| 12 | -0.414605 | -4.0197 | 5.9e-05 |
| 13 | -0.014647 | -0.142 | 0.443687 |
| 14 | 0.015533 | 0.1506 | 0.440307 |
| 15 | 0.10687 | 1.0361 | 0.151397 |
| 16 | 0.054928 | 0.5325 | 0.297803 |
| 17 | 0.00425 | 0.0412 | 0.483609 |
| 18 | 0.097446 | 0.9448 | 0.173597 |
| 19 | 0.090355 | 0.876 | 0.191626 |
| 20 | 0.034822 | 0.3376 | 0.368203 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.376082 | 3.6463 | 0.000218 |
| 2 | -0.056612 | -0.5489 | 0.292197 |
| 3 | -0.10986 | -1.0651 | 0.144772 |
| 4 | -0.051455 | -0.4989 | 0.309515 |
| 5 | 0.070912 | 0.6875 | 0.246725 |
| 6 | -0.124808 | -1.2101 | 0.114646 |
| 7 | -0.075339 | -0.7304 | 0.233469 |
| 8 | 0.056121 | 0.5441 | 0.293827 |
| 9 | -0.068281 | -0.662 | 0.254794 |
| 10 | -0.123536 | -1.1977 | 0.117018 |
| 11 | -0.251352 | -2.4369 | 0.008347 |
| 12 | -0.292682 | -2.8377 | 0.002784 |
| 13 | 0.262898 | 2.5489 | 0.006213 |
| 14 | -0.142153 | -1.3782 | 0.085703 |
| 15 | -0.005899 | -0.0572 | 0.477256 |
| 16 | -0.045747 | -0.4435 | 0.3292 |
| 17 | -0.002449 | -0.0237 | 0.490554 |
| 18 | -0.001358 | -0.0132 | 0.494761 |
| 19 | -0.000223 | -0.0022 | 0.499139 |
| 20 | -0.019587 | -0.1899 | 0.424897 |
