| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.362398 | 3.8523 | 9.7e-05 |
| 2 | 0.334655 | 3.5574 | 0.000274 |
| 3 | 0.183887 | 1.9547 | 0.026542 |
| 4 | 0.12858 | 1.3668 | 0.087196 |
| 5 | 0.024733 | 0.2629 | 0.396547 |
| 6 | 0.012231 | 0.13 | 0.448393 |
| 7 | 0.109976 | 1.1691 | 0.12242 |
| 8 | -0.022488 | -0.2391 | 0.405749 |
| 9 | -0.015572 | -0.1655 | 0.43441 |
| 10 | -0.175239 | -1.8628 | 0.032542 |
| 11 | -0.087651 | -0.9317 | 0.176727 |
| 12 | -0.365329 | -3.8835 | 8.7e-05 |
| 13 | -0.051082 | -0.543 | 0.294095 |
| 14 | -0.12922 | -1.3736 | 0.086137 |
| 15 | -0.045169 | -0.4802 | 0.316022 |
| 16 | -0.080372 | -0.8544 | 0.197354 |
| 17 | -0.053813 | -0.572 | 0.284217 |
| 18 | -0.058351 | -0.6203 | 0.26816 |
| 19 | -0.193849 | -2.0606 | 0.020817 |
| 20 | -0.070336 | -0.7477 | 0.228102 |
| 21 | -0.191478 | -2.0354 | 0.022073 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.362398 | 3.8523 | 9.7e-05 |
| 2 | 0.234062 | 2.4881 | 0.00715 |
| 3 | 0.007516 | 0.0799 | 0.468229 |
| 4 | -0.003038 | -0.0323 | 0.487148 |
| 5 | -0.067253 | -0.7149 | 0.238071 |
| 6 | -0.012003 | -0.1276 | 0.449349 |
| 7 | 0.146966 | 1.5623 | 0.06051 |
| 8 | -0.095012 | -1.01 | 0.15733 |
| 9 | -0.052415 | -0.5572 | 0.289255 |
| 10 | -0.188528 | -2.0041 | 0.023727 |
| 11 | 0.021697 | 0.2306 | 0.409005 |
| 12 | -0.300728 | -3.1968 | 0.000901 |
| 13 | 0.249478 | 2.652 | 0.004576 |
| 14 | -0.049814 | -0.5295 | 0.298737 |
| 15 | 0.037826 | 0.4021 | 0.344186 |
| 16 | -0.092299 | -0.9812 | 0.164306 |
| 17 | 0.018568 | 0.1974 | 0.421941 |
| 18 | -0.071166 | -0.7565 | 0.225462 |
| 19 | -0.066937 | -0.7116 | 0.239104 |
| 20 | -0.043943 | -0.4671 | 0.320657 |
| 21 | -0.121772 | -1.2945 | 0.099073 |
