| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.145816 | 1.6689 | 0.048759 |
| 2 | 0.100794 | 1.1536 | 0.125374 |
| 3 | 0.123685 | 1.4156 | 0.079627 |
| 4 | -0.250717 | -2.8696 | 0.002397 |
| 5 | -0.398781 | -4.5643 | 6e-06 |
| 6 | -0.336088 | -3.8467 | 9.3e-05 |
| 7 | -0.466249 | -5.3365 | 0 |
| 8 | -0.178508 | -2.0431 | 0.021523 |
| 9 | 0.11142 | 1.2753 | 0.102237 |
| 10 | 0.012281 | 0.1406 | 0.444215 |
| 11 | 0.294433 | 3.3699 | 0.000494 |
| 12 | 0.691208 | 7.9112 | 0 |
| 13 | 0.222636 | 2.5482 | 0.005991 |
| 14 | 0.150509 | 1.7227 | 0.043655 |
| 15 | 0.033673 | 0.3854 | 0.350279 |
| 16 | -0.217887 | -2.4938 | 0.006941 |
| 17 | -0.29841 | -3.4155 | 0.000424 |
| 18 | -0.361059 | -4.1325 | 3.2e-05 |
| 19 | -0.411485 | -4.7097 | 3e-06 |
| 20 | -0.106507 | -1.219 | 0.112512 |
| 21 | 0.033917 | 0.3882 | 0.349249 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.145816 | 1.6689 | 0.048759 |
| 2 | 0.081259 | 0.9301 | 0.177027 |
| 3 | 0.101137 | 1.1576 | 0.124573 |
| 4 | -0.29911 | -3.4235 | 0.000413 |
| 5 | -0.389074 | -4.4532 | 9e-06 |
| 6 | -0.303027 | -3.4683 | 0.000355 |
| 7 | -0.447042 | -5.1166 | 1e-06 |
| 8 | -0.255452 | -2.9238 | 0.002038 |
| 9 | -0.01842 | -0.2108 | 0.416677 |
| 10 | -0.259991 | -2.9757 | 0.001741 |
| 11 | -0.247617 | -2.8341 | 0.002662 |
| 12 | 0.374004 | 4.2807 | 1.8e-05 |
| 13 | 0.175127 | 2.0044 | 0.023543 |
| 14 | -0.006542 | -0.0749 | 0.470215 |
| 15 | -0.20401 | -2.335 | 0.010532 |
| 16 | -0.074496 | -0.8527 | 0.197704 |
| 17 | 0.04037 | 0.4621 | 0.322403 |
| 18 | 0.020497 | 0.2346 | 0.407443 |
| 19 | 0.039043 | 0.4469 | 0.327854 |
| 20 | 0.066054 | 0.756 | 0.225495 |
| 21 | -0.038485 | -0.4405 | 0.330158 |
