| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.443182 | -4.7111 | 4e-06 |
| 2 | -0.16021 | -1.7031 | 0.045654 |
| 3 | 0.098138 | 1.0432 | 0.149536 |
| 4 | 0.028864 | 0.3068 | 0.37977 |
| 5 | -0.020628 | -0.2193 | 0.413415 |
| 6 | -0.035844 | -0.381 | 0.35195 |
| 7 | 0.063065 | 0.6704 | 0.251989 |
| 8 | -0.036799 | -0.3912 | 0.3482 |
| 9 | 0.12892 | 1.3704 | 0.086633 |
| 10 | -0.195382 | -2.0769 | 0.020037 |
| 11 | -0.230177 | -2.4468 | 0.007977 |
| 12 | 0.641429 | 6.8185 | 0 |
| 13 | -0.277196 | -2.9466 | 0.001951 |
| 14 | -0.146621 | -1.5586 | 0.060943 |
| 15 | 0.120698 | 1.283 | 0.101052 |
| 16 | -0.066957 | -0.7118 | 0.239039 |
| 17 | 0.026594 | 0.2827 | 0.388962 |
| 18 | 0.001934 | 0.0206 | 0.491815 |
| 19 | 0.028803 | 0.3062 | 0.380015 |
| 20 | -0.024455 | -0.26 | 0.397682 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.443182 | -4.7111 | 4e-06 |
| 2 | -0.443784 | -4.7175 | 3e-06 |
| 3 | -0.311548 | -3.3118 | 0.000623 |
| 4 | -0.233196 | -2.4789 | 0.007328 |
| 5 | -0.182521 | -1.9402 | 0.027422 |
| 6 | -0.205242 | -2.1817 | 0.015599 |
| 7 | -0.120806 | -1.2842 | 0.100852 |
| 8 | -0.135045 | -1.4356 | 0.076946 |
| 9 | 0.148561 | 1.5792 | 0.05854 |
| 10 | -0.010891 | -0.1158 | 0.454019 |
| 11 | -0.575554 | -6.1182 | 0 |
| 12 | 0.136733 | 1.4535 | 0.07443 |
| 13 | 0.163347 | 1.7364 | 0.042609 |
| 14 | 0.130354 | 1.3857 | 0.084287 |
| 15 | 0.243797 | 2.5916 | 0.005407 |
| 16 | -0.081338 | -0.8646 | 0.194535 |
| 17 | -0.053275 | -0.5663 | 0.286148 |
| 18 | 0.042994 | 0.457 | 0.324264 |
| 19 | -0.043084 | -0.458 | 0.32392 |
| 20 | 0.040894 | 0.4347 | 0.332302 |
