| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.38501 | -3.9826 | 6.2e-05 |
| 2 | -0.212872 | -2.202 | 0.014907 |
| 3 | 0.212128 | 2.1943 | 0.015189 |
| 4 | 0.000674 | 0.007 | 0.497225 |
| 5 | 0.031008 | 0.3207 | 0.374514 |
| 6 | -0.246642 | -2.5513 | 0.006073 |
| 7 | 0.052549 | 0.5436 | 0.293935 |
| 8 | -0.041054 | -0.4247 | 0.335967 |
| 9 | 0.231 | 2.3895 | 0.009311 |
| 10 | -0.246997 | -2.555 | 0.006013 |
| 11 | -0.263431 | -2.7249 | 0.003757 |
| 12 | 0.754434 | 7.8039 | 0 |
| 13 | -0.309997 | -3.2066 | 0.000886 |
| 14 | -0.129642 | -1.341 | 0.091375 |
| 15 | 0.141646 | 1.4652 | 0.0729 |
| 16 | 0.030771 | 0.3183 | 0.375439 |
| 17 | -0.003644 | -0.0377 | 0.485001 |
| 18 | -0.17617 | -1.8223 | 0.0356 |
| 19 | 0.014091 | 0.1458 | 0.442195 |
| 20 | -0.064027 | -0.6623 | 0.254601 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.38501 | -3.9826 | 6.2e-05 |
| 2 | -0.423948 | -4.3853 | 1.4e-05 |
| 3 | -0.09704 | -1.0038 | 0.158872 |
| 4 | -0.019125 | -0.1978 | 0.421778 |
| 5 | 0.150523 | 1.557 | 0.061209 |
| 6 | -0.218594 | -2.2612 | 0.012886 |
| 7 | -0.221857 | -2.2949 | 0.011845 |
| 8 | -0.424908 | -4.3953 | 1.3e-05 |
| 9 | 0.12464 | 1.2893 | 0.10004 |
| 10 | -0.133181 | -1.3776 | 0.085595 |
| 11 | -0.508864 | -5.2637 | 0 |
| 12 | 0.379812 | 3.9288 | 7.6e-05 |
| 13 | 0.144072 | 1.4903 | 0.069544 |
| 14 | 0.172278 | 1.7821 | 0.038788 |
| 15 | 0.052758 | 0.5457 | 0.293191 |
| 16 | -0.014605 | -0.1511 | 0.440099 |
| 17 | -0.104172 | -1.0776 | 0.141826 |
| 18 | 0.004806 | 0.0497 | 0.480222 |
| 19 | -0.088342 | -0.9138 | 0.181434 |
| 20 | -0.099045 | -1.0245 | 0.153949 |
