| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.530371 | 3.6745 | 3e-04 |
| 2 | -0.111972 | -0.7758 | 0.220846 |
| 3 | -0.496614 | -3.4406 | 0.000605 |
| 4 | -0.508889 | -3.5257 | 0.00047 |
| 5 | -0.147278 | -1.0204 | 0.156334 |
| 6 | 0.234798 | 1.6267 | 0.055171 |
| 7 | 0.429344 | 2.9746 | 0.002291 |
| 8 | 0.316743 | 2.1945 | 0.016537 |
| 9 | -0.02623 | -0.1817 | 0.428281 |
| 10 | -0.203833 | -1.4122 | 0.082172 |
| 11 | -0.27772 | -1.9241 | 0.030141 |
| 12 | -0.249978 | -1.7319 | 0.044857 |
| 13 | -0.047828 | -0.3314 | 0.370906 |
| 14 | 0.160752 | 1.1137 | 0.135472 |
| 15 | 0.188059 | 1.3029 | 0.09941 |
| 16 | 0.040177 | 0.2784 | 0.390969 |
| 17 | -0.072598 | -0.503 | 0.30864 |
| 18 | -0.094346 | -0.6536 | 0.258229 |
| 19 | -0.104927 | -0.727 | 0.235392 |
| 20 | 0.016276 | 0.1128 | 0.455345 |
| 21 | 0.119273 | 0.8263 | 0.206348 |
| 22 | 0.008192 | 0.0568 | 0.477487 |
| 23 | -0.121268 | -0.8402 | 0.20249 |
| 24 | -0.172605 | -1.1958 | 0.118816 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.530371 | 3.6745 | 3e-04 |
| 2 | -0.547184 | -3.791 | 0.00021 |
| 3 | -0.227441 | -1.5758 | 0.060825 |
| 4 | -0.173676 | -1.2033 | 0.117387 |
| 5 | 0.122885 | 0.8514 | 0.199395 |
| 6 | 0.011452 | 0.0793 | 0.468546 |
| 7 | 0.144541 | 1.0014 | 0.160826 |
| 8 | 0.001879 | 0.013 | 0.494834 |
| 9 | -0.063177 | -0.4377 | 0.331783 |
| 10 | 0.191179 | 1.3245 | 0.0958 |
| 11 | -0.183879 | -1.274 | 0.104407 |
| 12 | -0.14591 | -1.0109 | 0.158568 |
| 13 | 0.012507 | 0.0867 | 0.465655 |
| 14 | 0.033667 | 0.2333 | 0.408278 |
| 15 | -0.176273 | -1.2213 | 0.113977 |
| 16 | -0.103063 | -0.714 | 0.23933 |
| 17 | 0.116311 | 0.8058 | 0.212159 |
| 18 | -0.004134 | -0.0286 | 0.488636 |
| 19 | -0.05347 | -0.3705 | 0.356337 |
| 20 | 0.172403 | 1.1944 | 0.119086 |
| 21 | -0.022098 | -0.1531 | 0.439481 |
| 22 | -0.243864 | -1.6895 | 0.048801 |
| 23 | 0.01669 | 0.1156 | 0.454215 |
| 24 | -0.118202 | -0.8189 | 0.208438 |
