| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.21198 | -2.0443 | 0.021877 |
| 2 | -0.100078 | -0.9651 | 0.168494 |
| 3 | -0.12607 | -1.2158 | 0.113574 |
| 4 | -0.118869 | -1.1463 | 0.127299 |
| 5 | 0.123239 | 1.1885 | 0.118836 |
| 6 | -0.010678 | -0.103 | 0.459102 |
| 7 | -0.098423 | -0.9492 | 0.172501 |
| 8 | 0.08346 | 0.8049 | 0.211476 |
| 9 | 0.026675 | 0.2572 | 0.398778 |
| 10 | 0.104306 | 1.0059 | 0.158538 |
| 11 | -0.000317 | -0.0031 | 0.498783 |
| 12 | -0.452264 | -4.3615 | 1.7e-05 |
| 13 | 0.227936 | 2.1981 | 0.015211 |
| 14 | -0.045912 | -0.4428 | 0.329482 |
| 15 | 0.139311 | 1.3435 | 0.091196 |
| 16 | 0.018717 | 0.1805 | 0.428575 |
| 17 | -0.108474 | -1.0461 | 0.149117 |
| 18 | 0.076809 | 0.7407 | 0.230364 |
| 19 | 0.041552 | 0.4007 | 0.344776 |
| 20 | -0.10193 | -0.983 | 0.164085 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.21198 | -2.0443 | 0.021877 |
| 2 | -0.151837 | -1.4643 | 0.073247 |
| 3 | -0.195802 | -1.8882 | 0.031055 |
| 4 | -0.239487 | -2.3095 | 0.011564 |
| 5 | -0.027212 | -0.2624 | 0.396788 |
| 6 | -0.076923 | -0.7418 | 0.230032 |
| 7 | -0.187874 | -1.8118 | 0.036623 |
| 8 | -0.020614 | -0.1988 | 0.421428 |
| 9 | 0.011216 | 0.1082 | 0.457049 |
| 10 | 0.090565 | 0.8734 | 0.192353 |
| 11 | 0.071723 | 0.6917 | 0.245433 |
| 12 | -0.42911 | -4.1382 | 3.8e-05 |
| 13 | 0.028905 | 0.2788 | 0.390526 |
| 14 | -0.137393 | -1.325 | 0.094213 |
| 15 | -0.02898 | -0.2795 | 0.390251 |
| 16 | -0.07948 | -0.7665 | 0.222667 |
| 17 | -0.060221 | -0.5808 | 0.281406 |
| 18 | 0.005654 | 0.0545 | 0.478317 |
| 19 | -0.009777 | -0.0943 | 0.462542 |
| 20 | -0.089931 | -0.8673 | 0.194016 |
