| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.295207 | -3.5302 | 0.00028 |
| 2 | -0.073822 | -0.8828 | 0.189419 |
| 3 | 0.05815 | 0.6954 | 0.243974 |
| 4 | -0.07273 | -0.8697 | 0.192954 |
| 5 | 0.043695 | 0.5225 | 0.30106 |
| 6 | -0.283811 | -3.3939 | 0.000446 |
| 7 | 0.07291 | 0.8719 | 0.192368 |
| 8 | -0.058947 | -0.7049 | 0.241009 |
| 9 | 0.032144 | 0.3844 | 0.350631 |
| 10 | -0.065705 | -0.7857 | 0.216667 |
| 11 | -0.211999 | -2.5351 | 0.006158 |
| 12 | 0.75181 | 8.9903 | 0 |
| 13 | -0.227632 | -2.7221 | 0.003647 |
| 14 | 0.005781 | 0.0691 | 0.472493 |
| 15 | -0.014628 | -0.1749 | 0.430692 |
| 16 | -0.083426 | -0.9976 | 0.160072 |
| 17 | 0.112922 | 1.3504 | 0.089518 |
| 18 | -0.291101 | -3.4811 | 0.000331 |
| 19 | 0.035512 | 0.4247 | 0.335861 |
| 20 | -0.014776 | -0.1767 | 0.429998 |
| 21 | 0.047296 | 0.5656 | 0.286282 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.295207 | -3.5302 | 0.00028 |
| 2 | -0.176335 | -2.1087 | 0.018358 |
| 3 | -0.022093 | -0.2642 | 0.396006 |
| 4 | -0.081915 | -0.9796 | 0.164478 |
| 5 | 0.001895 | 0.0227 | 0.490977 |
| 6 | -0.324985 | -3.8863 | 7.8e-05 |
| 7 | -0.150046 | -1.7943 | 0.03744 |
| 8 | -0.220936 | -2.642 | 0.00458 |
| 9 | -0.089841 | -1.0743 | 0.14224 |
| 10 | -0.238136 | -2.8477 | 0.002527 |
| 11 | -0.513456 | -6.14 | 0 |
| 12 | 0.522577 | 6.2491 | 0 |
| 13 | 0.145326 | 1.7378 | 0.042196 |
| 14 | 0.227301 | 2.7181 | 0.003689 |
| 15 | -0.088653 | -1.0601 | 0.145436 |
| 16 | -0.117917 | -1.4101 | 0.080344 |
| 17 | 0.100108 | 1.1971 | 0.11662 |
| 18 | 0.054421 | 0.6508 | 0.258116 |
| 19 | -0.069446 | -0.8304 | 0.203835 |
| 20 | -0.042155 | -0.5041 | 0.307485 |
| 21 | 0.024518 | 0.2932 | 0.384898 |
