| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.55268 | -5.2722 | 0 |
| 2 | -0.064323 | -0.6136 | 0.270504 |
| 3 | 0.264748 | 2.5255 | 0.006641 |
| 4 | -0.229208 | -2.1865 | 0.015672 |
| 5 | 0.054364 | 0.5186 | 0.302649 |
| 6 | 0.119674 | 1.1416 | 0.128304 |
| 7 | -0.143721 | -1.371 | 0.086872 |
| 8 | 0.06823 | 0.6509 | 0.258383 |
| 9 | 0.027089 | 0.2584 | 0.398335 |
| 10 | -0.164251 | -1.5669 | 0.06031 |
| 11 | 0.393964 | 3.7582 | 0.000151 |
| 12 | -0.410469 | -3.9156 | 8.7e-05 |
| 13 | 0.015893 | 0.1516 | 0.439915 |
| 14 | 0.201241 | 1.9197 | 0.029013 |
| 15 | -0.022996 | -0.2194 | 0.413429 |
| 16 | -0.125181 | -1.1941 | 0.117762 |
| 17 | 0.103784 | 0.99 | 0.16239 |
| 18 | 0.015849 | 0.1512 | 0.440079 |
| 19 | -0.184723 | -1.7621 | 0.040701 |
| 20 | 0.209456 | 1.9981 | 0.024346 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.55268 | -5.2722 | 0 |
| 2 | -0.532404 | -5.0788 | 1e-06 |
| 3 | -0.168743 | -1.6097 | 0.055463 |
| 4 | -0.243845 | -2.3261 | 0.011116 |
| 5 | -0.236858 | -2.2595 | 0.01312 |
| 6 | -0.097344 | -0.9286 | 0.177776 |
| 7 | -0.092265 | -0.8801 | 0.190549 |
| 8 | -0.046534 | -0.4439 | 0.329083 |
| 9 | -0.000671 | -0.0064 | 0.497453 |
| 10 | -0.208286 | -1.9869 | 0.024969 |
| 11 | 0.38528 | 3.6753 | 0.000201 |
| 12 | 0.095519 | 0.9112 | 0.182302 |
| 13 | -0.181835 | -1.7346 | 0.043099 |
| 14 | -0.384904 | -3.6718 | 0.000203 |
| 15 | 0.077198 | 0.7364 | 0.231685 |
| 16 | 0.021155 | 0.2018 | 0.42026 |
| 17 | -0.17223 | -1.643 | 0.05192 |
| 18 | -0.002751 | -0.0262 | 0.48956 |
| 19 | -0.092515 | -0.8825 | 0.189906 |
| 20 | -0.047602 | -0.4541 | 0.325421 |
