| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.010686 | -0.1278 | 0.449249 |
| 2 | -0.046453 | -0.5555 | 0.28971 |
| 3 | -0.069856 | -0.8354 | 0.202455 |
| 4 | 0.102809 | 1.2294 | 0.110467 |
| 5 | -0.053159 | -0.6357 | 0.262999 |
| 6 | 0.017229 | 0.206 | 0.41853 |
| 7 | 0.087617 | 1.0477 | 0.148261 |
| 8 | -0.063741 | -0.7622 | 0.223587 |
| 9 | -0.025105 | -0.3002 | 0.382225 |
| 10 | -0.021366 | -0.2555 | 0.399352 |
| 11 | -0.06196 | -0.7409 | 0.229975 |
| 12 | -0.050466 | -0.6035 | 0.273572 |
| 13 | 0.110052 | 1.316 | 0.095134 |
| 14 | 0.075017 | 0.8971 | 0.185594 |
| 15 | -0.080436 | -0.9619 | 0.168869 |
| 16 | -0.073551 | -0.8795 | 0.190291 |
| 17 | -0.003895 | -0.0466 | 0.481455 |
| 18 | -0.013253 | -0.1585 | 0.437151 |
| 19 | -0.088527 | -1.0586 | 0.145778 |
| 20 | -0.163068 | -1.95 | 0.026565 |
| 21 | 0.008133 | 0.0973 | 0.46133 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.010686 | -0.1278 | 0.449249 |
| 2 | -0.046573 | -0.5569 | 0.289223 |
| 3 | -0.071035 | -0.8495 | 0.198522 |
| 4 | 0.099566 | 1.1906 | 0.117884 |
| 5 | -0.058549 | -0.7001 | 0.242488 |
| 6 | 0.02133 | 0.2551 | 0.399519 |
| 7 | 0.098858 | 1.1822 | 0.119551 |
| 8 | -0.082287 | -0.984 | 0.163385 |
| 9 | -0.002442 | -0.0292 | 0.48837 |
| 10 | -0.021158 | -0.253 | 0.400311 |
| 11 | -0.095937 | -1.1472 | 0.126599 |
| 12 | -0.029187 | -0.349 | 0.363792 |
| 13 | 0.096371 | 1.1524 | 0.125533 |
| 14 | 0.058125 | 0.6951 | 0.244068 |
| 15 | -0.052235 | -0.6246 | 0.266601 |
| 16 | -0.055069 | -0.6585 | 0.25563 |
| 17 | -0.023868 | -0.2854 | 0.387866 |
| 18 | -0.023091 | -0.2761 | 0.391423 |
| 19 | -0.089696 | -1.0726 | 0.142626 |
| 20 | -0.203026 | -2.4278 | 0.008216 |
| 21 | -0.009959 | -0.1191 | 0.452685 |
