| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.570167 | -5.7866 | 0 |
| 2 | -0.077829 | -0.7899 | 0.215708 |
| 3 | 0.380367 | 3.8603 | 9.9e-05 |
| 4 | -0.364565 | -3.6999 | 0.000174 |
| 5 | 0.086366 | 0.8765 | 0.191395 |
| 6 | 0.199404 | 2.0237 | 0.022794 |
| 7 | -0.264865 | -2.6881 | 0.004191 |
| 8 | 0.116787 | 1.1853 | 0.119321 |
| 9 | 0.116107 | 1.1784 | 0.120685 |
| 10 | -0.293432 | -2.978 | 0.001809 |
| 11 | 0.301505 | 3.0599 | 0.001411 |
| 12 | -0.098633 | -1.001 | 0.159583 |
| 13 | -0.18541 | -1.8817 | 0.031349 |
| 14 | 0.216845 | 2.2007 | 0.014994 |
| 15 | 0.06096 | 0.6187 | 0.268746 |
| 16 | -0.290615 | -2.9494 | 0.00197 |
| 17 | 0.269931 | 2.7395 | 0.003627 |
| 18 | -0.048813 | -0.4954 | 0.310687 |
| 19 | -0.236285 | -2.398 | 0.009142 |
| 20 | 0.33742 | 3.4244 | 0.000443 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.570167 | -5.7866 | 0 |
| 2 | -0.596997 | -6.0589 | 0 |
| 3 | -0.071112 | -0.7217 | 0.236056 |
| 4 | -0.217785 | -2.2103 | 0.014649 |
| 5 | -0.257607 | -2.6144 | 0.005139 |
| 6 | -0.078981 | -0.8016 | 0.212323 |
| 7 | -0.09442 | -0.9583 | 0.170088 |
| 8 | -0.114281 | -1.1598 | 0.124401 |
| 9 | 0.034761 | 0.3528 | 0.362487 |
| 10 | -0.180593 | -1.8328 | 0.034859 |
| 11 | 0.045921 | 0.466 | 0.321083 |
| 12 | 0.039087 | 0.3967 | 0.346209 |
| 13 | -0.105648 | -1.0722 | 0.143065 |
| 14 | -0.271243 | -2.7528 | 0.003492 |
| 15 | 0.161872 | 1.6428 | 0.051735 |
| 16 | -0.024651 | -0.2502 | 0.401472 |
| 17 | -0.023884 | -0.2424 | 0.404476 |
| 18 | 0.040064 | 0.4066 | 0.342573 |
| 19 | -0.093558 | -0.9495 | 0.172292 |
| 20 | -0.041445 | -0.4206 | 0.337454 |
