| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.660174 | -6.7969 | 0 |
| 2 | 0.160837 | 1.6559 | 0.050348 |
| 3 | -0.090495 | -0.9317 | 0.176803 |
| 4 | 0.28902 | 2.9756 | 0.001811 |
| 5 | -0.449756 | -4.6305 | 5e-06 |
| 6 | 0.497727 | 5.1244 | 1e-06 |
| 7 | -0.413746 | -4.2598 | 2.2e-05 |
| 8 | 0.21774 | 2.2418 | 0.01353 |
| 9 | -0.031662 | -0.326 | 0.37254 |
| 10 | 0.120126 | 1.2368 | 0.109453 |
| 11 | -0.559008 | -5.7553 | 0 |
| 12 | 0.836404 | 8.6113 | 0 |
| 13 | -0.540312 | -5.5629 | 0 |
| 14 | 0.107699 | 1.1088 | 0.135007 |
| 15 | -0.0567 | -0.5838 | 0.280311 |
| 16 | 0.257509 | 2.6512 | 0.004625 |
| 17 | -0.421304 | -4.3376 | 1.6e-05 |
| 18 | 0.452167 | 4.6553 | 5e-06 |
| 19 | -0.332534 | -3.4236 | 0.00044 |
| 20 | 0.131286 | 1.3517 | 0.089679 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.660174 | -6.7969 | 0 |
| 2 | -0.487428 | -5.0184 | 1e-06 |
| 3 | -0.591324 | -6.0881 | 0 |
| 4 | -0.159135 | -1.6384 | 0.052152 |
| 5 | -0.531558 | -5.4727 | 0 |
| 6 | -0.072796 | -0.7495 | 0.227615 |
| 7 | -0.181443 | -1.8681 | 0.032257 |
| 8 | -0.256895 | -2.6449 | 0.004707 |
| 9 | 0.105311 | 1.0842 | 0.140358 |
| 10 | 0.583153 | 6.0039 | 0 |
| 11 | -0.465673 | -4.7944 | 3e-06 |
| 12 | -0.048763 | -0.502 | 0.308337 |
| 13 | 0.117108 | 1.2057 | 0.115308 |
| 14 | -0.045229 | -0.4657 | 0.321207 |
| 15 | 0.145353 | 1.4965 | 0.068748 |
| 16 | 0.033709 | 0.3471 | 0.364619 |
| 17 | -0.010665 | -0.1098 | 0.456387 |
| 18 | -0.144046 | -1.483 | 0.070515 |
| 19 | -0.051814 | -0.5335 | 0.297418 |
| 20 | 0.056923 | 0.5861 | 0.279542 |
