| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.875 | 4.2866 | 0.000127 |
| 2 | 0.75087 | 3.6785 | 0.000591 |
| 3 | 0.628478 | 3.0789 | 0.002571 |
| 4 | 0.508696 | 2.4921 | 0.010002 |
| 5 | 0.392391 | 1.9223 | 0.033257 |
| 6 | 0.280435 | 1.3738 | 0.091093 |
| 7 | 0.173696 | 0.8509 | 0.201609 |
| 8 | 0.073043 | 0.3578 | 0.361796 |
| 9 | -0.020652 | -0.1012 | 0.460126 |
| 10 | -0.106522 | -0.5218 | 0.30328 |
| 11 | -0.183696 | -0.8999 | 0.188552 |
| 12 | -0.251304 | -1.2311 | 0.115101 |
| 13 | -0.308478 | -1.5112 | 0.071893 |
| 14 | -0.354348 | -1.7359 | 0.047699 |
| 15 | -0.388043 | -1.901 | 0.034687 |
| 16 | -0.408696 | -2.0022 | 0.028344 |
| 17 | -0.415435 | -2.0352 | 0.026509 |
| 18 | -0.407391 | -1.9958 | 0.028712 |
| 19 | -0.383696 | -1.8797 | 0.03617 |
| 20 | -0.343478 | -1.6827 | 0.052701 |
| 21 | -0.28587 | -1.4005 | 0.087085 |
| 22 | -0.21 | -1.0288 | 0.156919 |
| 23 | -0.115 | -0.5634 | 0.2892 |
| 24 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.875 | 4.2866 | 0.000127 |
| 2 | -0.062957 | -0.3084 | 0.380211 |
| 3 | -0.063436 | -0.3108 | 0.37933 |
| 4 | -0.063901 | -0.313 | 0.378474 |
| 5 | -0.064309 | -0.315 | 0.377724 |
| 6 | -0.064608 | -0.3165 | 0.377174 |
| 7 | -0.064735 | -0.3171 | 0.376942 |
| 8 | -0.064611 | -0.3165 | 0.377169 |
| 9 | -0.064139 | -0.3142 | 0.378035 |
| 10 | -0.063202 | -0.3096 | 0.379759 |
| 11 | -0.061653 | -0.302 | 0.382613 |
| 12 | -0.059317 | -0.2906 | 0.38693 |
| 13 | -0.055981 | -0.2743 | 0.393119 |
| 14 | -0.051399 | -0.2518 | 0.401668 |
| 15 | -0.045287 | -0.2219 | 0.41315 |
| 16 | -0.03733 | -0.1829 | 0.428214 |
| 17 | -0.027195 | -0.1332 | 0.447563 |
| 18 | -0.014542 | -0.0712 | 0.471899 |
| 19 | 0.000957 | 0.0047 | 0.498148 |
| 20 | 0.019618 | 0.0961 | 0.462116 |
| 21 | 0.041773 | 0.2046 | 0.419787 |
| 22 | 0.067872 | 0.3325 | 0.371198 |
| 23 | 0.098709 | 0.4836 | 0.316535 |
| 24 | NA | NA | NA |
