| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.302855 | 3.6216 | 0.000203 |
| 2 | -0.102148 | -1.2215 | 0.111952 |
| 3 | -0.241273 | -2.8852 | 0.002259 |
| 4 | -0.300402 | -3.5923 | 0.000225 |
| 5 | -0.094073 | -1.1249 | 0.131248 |
| 6 | -0.078443 | -0.938 | 0.174904 |
| 7 | -0.092362 | -1.1045 | 0.135618 |
| 8 | -0.294802 | -3.5253 | 0.000284 |
| 9 | -0.191778 | -2.2933 | 0.011643 |
| 10 | -0.104917 | -1.2546 | 0.105831 |
| 11 | 0.282931 | 3.3834 | 0.000462 |
| 12 | 0.829178 | 9.9155 | 0 |
| 13 | 0.284501 | 3.4021 | 0.000434 |
| 14 | -0.105752 | -1.2646 | 0.104035 |
| 15 | -0.222131 | -2.6563 | 0.004399 |
| 16 | -0.231076 | -2.7633 | 0.003238 |
| 17 | -0.062279 | -0.7447 | 0.228823 |
| 18 | -0.066185 | -0.7915 | 0.214994 |
| 19 | -0.0904 | -1.081 | 0.140753 |
| 20 | -0.29711 | -3.5529 | 0.000258 |
| 21 | -0.162732 | -1.946 | 0.026808 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.302855 | 3.6216 | 0.000203 |
| 2 | -0.213446 | -2.5524 | 0.005873 |
| 3 | -0.160447 | -1.9187 | 0.02851 |
| 4 | -0.22163 | -2.6503 | 0.004474 |
| 5 | 0.010084 | 0.1206 | 0.452095 |
| 6 | -0.190643 | -2.2798 | 0.012051 |
| 7 | -0.153657 | -1.8375 | 0.034108 |
| 8 | -0.454732 | -5.4378 | 0 |
| 9 | -0.233751 | -2.7953 | 0.002949 |
| 10 | -0.547297 | -6.5447 | 0 |
| 11 | -0.130043 | -1.5551 | 0.061067 |
| 12 | 0.571287 | 6.8316 | 0 |
| 13 | -0.149281 | -1.7851 | 0.038179 |
| 14 | -0.171815 | -2.0546 | 0.020869 |
| 15 | 0.067207 | 0.8037 | 0.211457 |
| 16 | 0.062464 | 0.747 | 0.228158 |
| 17 | 0.007638 | 0.0913 | 0.463678 |
| 18 | -0.079945 | -0.956 | 0.170343 |
| 19 | 0.037143 | 0.4442 | 0.328795 |
| 20 | -0.094677 | -1.1322 | 0.129729 |
| 21 | -0.004683 | -0.056 | 0.477707 |
