| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.458827 | -5.2113 | 0 |
| 2 | 0.056099 | 0.6372 | 0.262573 |
| 3 | -0.085027 | -0.9657 | 0.167995 |
| 4 | 0.025353 | 0.288 | 0.386921 |
| 5 | -0.009211 | -0.1046 | 0.458419 |
| 6 | -0.011606 | -0.1318 | 0.447668 |
| 7 | -0.020011 | -0.2273 | 0.410281 |
| 8 | -0.018448 | -0.2095 | 0.417185 |
| 9 | -0.128234 | -1.4565 | 0.073847 |
| 10 | 0.119854 | 1.3613 | 0.0879 |
| 11 | 0.061042 | 0.6933 | 0.244683 |
| 12 | 0.010295 | 0.1169 | 0.45355 |
| 13 | 0.055854 | 0.6344 | 0.263478 |
| 14 | -0.192153 | -2.1824 | 0.015444 |
| 15 | 0.210454 | 2.3903 | 0.00914 |
| 16 | -0.097331 | -1.1055 | 0.135508 |
| 17 | -0.042654 | -0.4845 | 0.314442 |
| 18 | 0.077785 | 0.8835 | 0.189315 |
| 19 | -0.124831 | -1.4178 | 0.079329 |
| 20 | -0.046137 | -0.524 | 0.300585 |
| 21 | 0.085017 | 0.9656 | 0.168024 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.458827 | -5.2113 | 0 |
| 2 | -0.195601 | -2.2216 | 0.014027 |
| 3 | -0.189654 | -2.1541 | 0.016547 |
| 4 | -0.129315 | -1.4687 | 0.07217 |
| 5 | -0.093033 | -1.0567 | 0.146323 |
| 6 | -0.091971 | -1.0446 | 0.149082 |
| 7 | -0.106079 | -1.2048 | 0.115239 |
| 8 | -0.12665 | -1.4385 | 0.076362 |
| 9 | -0.312391 | -3.5481 | 0.000271 |
| 10 | -0.22095 | -2.5095 | 0.006664 |
| 11 | -0.077756 | -0.8831 | 0.189402 |
| 12 | -0.032098 | -0.3646 | 0.358018 |
| 13 | 0.097964 | 1.1127 | 0.133963 |
| 14 | -0.15527 | -1.7635 | 0.04009 |
| 15 | 0.04623 | 0.5251 | 0.300219 |
| 16 | 0.024206 | 0.2749 | 0.391906 |
| 17 | -0.118155 | -1.342 | 0.09098 |
| 18 | 0.021715 | 0.2466 | 0.40279 |
| 19 | -0.074921 | -0.8509 | 0.198191 |
| 20 | -0.202352 | -2.2983 | 0.011578 |
| 21 | -0.110506 | -1.2551 | 0.105854 |
