| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.228913 | -2.4761 | 0.007357 |
| 2 | -0.162442 | -1.7571 | 0.04076 |
| 3 | -0.004371 | -0.0473 | 0.481184 |
| 4 | -0.078157 | -0.8454 | 0.199809 |
| 5 | 0.101767 | 1.1008 | 0.136626 |
| 6 | -0.039542 | -0.4277 | 0.334823 |
| 7 | -0.133881 | -1.4481 | 0.075126 |
| 8 | 0.162422 | 1.7569 | 0.040778 |
| 9 | -0.111506 | -1.2061 | 0.115103 |
| 10 | -0.119655 | -1.2943 | 0.099061 |
| 11 | 0.082554 | 0.893 | 0.186857 |
| 12 | 0.144485 | 1.5628 | 0.060395 |
| 13 | -0.029119 | -0.315 | 0.376673 |
| 14 | 0.053532 | 0.579 | 0.281839 |
| 15 | -0.135889 | -1.4699 | 0.072141 |
| 16 | 0.022731 | 0.2459 | 0.403107 |
| 17 | 0.007528 | 0.0814 | 0.467622 |
| 18 | -0.063699 | -0.689 | 0.246091 |
| 19 | 0.051142 | 0.5532 | 0.290597 |
| 20 | 0.024847 | 0.2688 | 0.394294 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.228913 | -2.4761 | 0.007357 |
| 2 | -0.226724 | -2.4524 | 0.007834 |
| 3 | -0.113348 | -1.226 | 0.111322 |
| 4 | -0.166163 | -1.7973 | 0.037431 |
| 5 | 0.011936 | 0.1291 | 0.448749 |
| 6 | -0.063031 | -0.6818 | 0.248362 |
| 7 | -0.168807 | -1.8259 | 0.035206 |
| 8 | 0.061799 | 0.6685 | 0.252579 |
| 9 | -0.122249 | -1.3223 | 0.09432 |
| 10 | -0.202588 | -2.1913 | 0.015205 |
| 11 | -0.0831 | -0.8989 | 0.185286 |
| 12 | 0.113669 | 1.2295 | 0.110672 |
| 13 | -0.022986 | -0.2486 | 0.402043 |
| 14 | 0.1003 | 1.0849 | 0.140095 |
| 15 | -0.043789 | -0.4737 | 0.318315 |
| 16 | -0.037031 | -0.4006 | 0.344739 |
| 17 | -0.070407 | -0.7616 | 0.223924 |
| 18 | -0.060585 | -0.6553 | 0.256773 |
| 19 | -0.027498 | -0.2974 | 0.383332 |
| 20 | -0.021363 | -0.2311 | 0.408828 |
