| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.729554 | 8.3819 | 0 |
| 2 | 0.385873 | 4.4333 | 1e-05 |
| 3 | 0.000633 | 0.0073 | 0.497103 |
| 4 | -0.433131 | -4.9763 | 1e-06 |
| 5 | -0.728574 | -8.3707 | 0 |
| 6 | -0.813002 | -9.3407 | 0 |
| 7 | -0.72075 | -8.2808 | 0 |
| 8 | -0.388618 | -4.4649 | 9e-06 |
| 9 | 0.03083 | 0.3542 | 0.361875 |
| 10 | 0.366343 | 4.209 | 2.4e-05 |
| 11 | 0.687473 | 7.8985 | 0 |
| 12 | 0.856625 | 9.8419 | 0 |
| 13 | 0.665179 | 7.6423 | 0 |
| 14 | 0.359634 | 4.1319 | 3.2e-05 |
| 15 | -0.012164 | -0.1397 | 0.444536 |
| 16 | -0.389613 | -4.4763 | 8e-06 |
| 17 | -0.642634 | -7.3833 | 0 |
| 18 | -0.738432 | -8.4839 | 0 |
| 19 | -0.653104 | -7.5036 | 0 |
| 20 | -0.345582 | -3.9704 | 5.9e-05 |
| 21 | 0.007144 | 0.0821 | 0.467353 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.729554 | 8.3819 | 0 |
| 2 | -0.312935 | -3.5953 | 0.000228 |
| 3 | -0.333398 | -3.8304 | 9.8e-05 |
| 4 | -0.514378 | -5.9098 | 0 |
| 5 | -0.357729 | -4.11 | 3.5e-05 |
| 6 | -0.26746 | -3.0729 | 0.001288 |
| 7 | -0.312997 | -3.5961 | 0.000228 |
| 8 | -0.020074 | -0.2306 | 0.40898 |
| 9 | -0.008544 | -0.0982 | 0.460977 |
| 10 | -0.213708 | -2.4553 | 0.007689 |
| 11 | 0.141314 | 1.6236 | 0.053426 |
| 12 | 0.351783 | 4.0417 | 4.5e-05 |
| 13 | -0.172154 | -1.9779 | 0.025012 |
| 14 | -0.066494 | -0.764 | 0.223126 |
| 15 | 0.027936 | 0.321 | 0.374374 |
| 16 | 0.157988 | 1.8151 | 0.035886 |
| 17 | 0.071028 | 0.8161 | 0.20797 |
| 18 | 0.004341 | 0.0499 | 0.48015 |
| 19 | 0.027255 | 0.3131 | 0.377337 |
| 20 | 0.016092 | 0.1849 | 0.4268 |
| 21 | -0.095615 | -1.0985 | 0.136986 |
