| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.156521 | -0.7507 | 0.230237 |
| 2 | -0.163043 | -0.7819 | 0.221117 |
| 3 | -0.169564 | -0.8132 | 0.21222 |
| 4 | -0.176086 | -0.8445 | 0.20355 |
| 5 | -0.182607 | -0.8758 | 0.195109 |
| 6 | 0.677536 | 3.2493 | 0.001768 |
| 7 | -0.095652 | -0.4587 | 0.325366 |
| 8 | -0.102174 | -0.49 | 0.314385 |
| 9 | -0.108695 | -0.5213 | 0.303576 |
| 10 | -0.115217 | -0.5526 | 0.292948 |
| 11 | -0.121738 | -0.5838 | 0.282507 |
| 12 | 0.355072 | 1.7029 | 0.051036 |
| 13 | -0.034783 | -0.1668 | 0.434487 |
| 14 | -0.041305 | -0.1981 | 0.422357 |
| 15 | -0.047826 | -0.2294 | 0.410306 |
| 16 | -0.054348 | -0.2606 | 0.398344 |
| 17 | -0.060869 | -0.2919 | 0.386483 |
| 18 | 0.032607 | 0.1564 | 0.438549 |
| 19 | 0.026086 | 0.1251 | 0.450764 |
| 20 | 0.019564 | 0.0938 | 0.463029 |
| 21 | 0.013043 | 0.0626 | 0.475332 |
| 22 | 0.006521 | 0.0313 | 0.48766 |
| 23 | NA | NA | NA |
| 24 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.156522 | -0.7507 | 0.230237 |
| 2 | -0.192253 | -0.922 | 0.183047 |
| 3 | -0.244914 | -1.1746 | 0.126093 |
| 4 | -0.331613 | -1.5904 | 0.062703 |
| 5 | -0.504161 | -2.4179 | 0.011968 |
| 6 | 0.451137 | 2.1636 | 0.020565 |
| 7 | -0.084525 | -0.4054 | 0.344477 |
| 8 | -0.068584 | -0.3289 | 0.372597 |
| 9 | -0.041813 | -0.2005 | 0.421414 |
| 10 | -0.000461 | -0.0022 | 0.499127 |
| 11 | 0.059541 | 0.2855 | 0.388891 |
| 12 | -0.22676 | -1.0875 | 0.14404 |
| 13 | -0.037031 | -0.1776 | 0.430299 |
| 14 | -0.029804 | -0.1429 | 0.443793 |
| 15 | -0.024906 | -0.1194 | 0.45298 |
| 16 | -0.024906 | -0.1194 | 0.452979 |
| 17 | -0.033402 | -0.1602 | 0.437065 |
| 18 | -0.292292 | -1.4018 | 0.087166 |
| 19 | -0.078325 | -0.3756 | 0.355315 |
| 20 | -0.084488 | -0.4052 | 0.344541 |
| 21 | -0.092494 | -0.4436 | 0.330744 |
| 22 | -0.102123 | -0.4898 | 0.31447 |
| 23 | NA | NA | NA |
| 24 | NA | NA | NA |
