| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.31987 | -2.9142 | 0.002291 |
| 2 | -0.018886 | -0.1721 | 0.431905 |
| 3 | -0.000229 | -0.0021 | 0.499169 |
| 4 | -0.053668 | -0.4889 | 0.313088 |
| 5 | 0.111428 | 1.0152 | 0.156491 |
| 6 | -0.381056 | -3.4716 | 0.000412 |
| 7 | 0.121908 | 1.1106 | 0.134966 |
| 8 | -0.048205 | -0.4392 | 0.330842 |
| 9 | -0.002272 | -0.0207 | 0.491769 |
| 10 | -0.053172 | -0.4844 | 0.314682 |
| 11 | -0.254593 | -2.3195 | 0.011414 |
| 12 | 0.770017 | 7.0152 | 0 |
| 13 | -0.235393 | -2.1445 | 0.017457 |
| 14 | -0.006435 | -0.0586 | 0.476696 |
| 15 | -0.008968 | -0.0817 | 0.467539 |
| 16 | -0.046326 | -0.4221 | 0.337039 |
| 17 | 0.115341 | 1.0508 | 0.148199 |
| 18 | -0.333861 | -3.0416 | 0.001575 |
| 19 | 0.087079 | 0.7933 | 0.214926 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.31987 | -2.9142 | 0.002291 |
| 2 | -0.135017 | -1.2301 | 0.111073 |
| 3 | -0.057044 | -0.5197 | 0.302329 |
| 4 | -0.08531 | -0.7772 | 0.219622 |
| 5 | 0.071403 | 0.6505 | 0.25858 |
| 6 | -0.376773 | -3.4326 | 0.000467 |
| 7 | -0.155227 | -1.4142 | 0.080523 |
| 8 | -0.172032 | -1.5673 | 0.060426 |
| 9 | -0.129911 | -1.1835 | 0.119986 |
| 10 | -0.241027 | -2.1959 | 0.015446 |
| 11 | -0.556855 | -5.0732 | 1e-06 |
| 12 | 0.499759 | 4.553 | 9e-06 |
| 13 | 0.168572 | 1.5358 | 0.0642 |
| 14 | 0.002246 | 0.0205 | 0.491862 |
| 15 | -0.083267 | -0.7586 | 0.225122 |
| 16 | -0.096794 | -0.8818 | 0.190205 |
| 17 | -0.037971 | -0.3459 | 0.365135 |
| 18 | 0.032241 | 0.2937 | 0.384848 |
| 19 | -0.096281 | -0.8772 | 0.191466 |
