| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.142291 | 1.8333 | 0.034275 |
| 2 | -0.050186 | -0.6466 | 0.259391 |
| 3 | -0.159122 | -2.0501 | 0.020962 |
| 4 | -0.206395 | -2.6592 | 0.0043 |
| 5 | -0.051114 | -0.6586 | 0.255544 |
| 6 | 0.354177 | 4.5633 | 5e-06 |
| 7 | -0.007906 | -0.1019 | 0.459495 |
| 8 | -0.175213 | -2.2575 | 0.012641 |
| 9 | -0.134888 | -1.7379 | 0.042041 |
| 10 | -0.10883 | -1.4022 | 0.081365 |
| 11 | 0.070674 | 0.9106 | 0.181922 |
| 12 | 0.562062 | 7.2417 | 0 |
| 13 | -0.039783 | -0.5126 | 0.304468 |
| 14 | -0.142002 | -1.8296 | 0.034554 |
| 15 | -0.13191 | -1.6995 | 0.045545 |
| 16 | -0.192782 | -2.4838 | 0.006995 |
| 17 | -0.010529 | -0.1357 | 0.446129 |
| 18 | 0.333088 | 4.2915 | 1.5e-05 |
| 19 | -0.011821 | -0.1523 | 0.439565 |
| 20 | -0.197407 | -2.5434 | 0.005946 |
| 21 | -0.189252 | -2.4383 | 0.007905 |
| 22 | -0.100314 | -1.2925 | 0.098997 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.142291 | 1.8333 | 0.034275 |
| 2 | -0.071888 | -0.9262 | 0.177839 |
| 3 | -0.144906 | -1.867 | 0.031834 |
| 4 | -0.173611 | -2.2368 | 0.013315 |
| 5 | -0.019024 | -0.2451 | 0.403338 |
| 6 | 0.348331 | 4.4879 | 7e-06 |
| 7 | -0.176272 | -2.2711 | 0.012213 |
| 8 | -0.221889 | -2.8588 | 0.002399 |
| 9 | -0.015246 | -0.1964 | 0.422257 |
| 10 | 0.044418 | 0.5723 | 0.28395 |
| 11 | 0.072704 | 0.9367 | 0.17513 |
| 12 | 0.422034 | 5.4375 | 0 |
| 13 | -0.289138 | -3.7253 | 0.000134 |
| 14 | -0.075973 | -0.9788 | 0.16454 |
| 15 | 0.090834 | 1.1703 | 0.121776 |
| 16 | -0.063952 | -0.824 | 0.205572 |
| 17 | -0.016998 | -0.219 | 0.413459 |
| 18 | 0.028377 | 0.3656 | 0.357562 |
| 19 | -0.016803 | -0.2165 | 0.414436 |
| 20 | -0.103298 | -1.3309 | 0.092524 |
| 21 | -0.153361 | -1.9759 | 0.024911 |
| 22 | 0.107585 | 1.3861 | 0.083783 |
