Correlogram of MELLITI

Date: 01/16/21 Time: 15:05

Sample: 2016M01 2019M12
Included observations: 48
Autocorrelation Partial Correlation AC PAC Q-Stat Prob

1 0.667 0.667 22.732 0.000

2 0.664 0.395 45.770 0.000
3 0.734 0.432 74.514 0.000
4 0.508 -0.258 88.574 0.000
5 0.572 0.107 106.81 0.000
6 0.543 0.005 123.69 0.000
7 0.382 -0.110 132.24 0.000
8 0.391 -0.153 141.39 0.000
9 0.367 0.092 149.69 0.000
10 0.229 -0.114 153.02 0.000
11 0.254 0.016 157.21 0.000
12 0.216 -0.012 160.32 0.000
13 0.113 0.009 161.20 0.000
14 0.167 0.037 163.16 0.000
15 0.105 -0.010 163.95 0.000
16 0.051 -0.004 164.15 0.000
17 0.062 -0.083 164.45 0.000
18 -0.047 -0.181 164.62 0.000
19 -0.074 -0.069 165.07 0.000
20 -0.063 0.023 165.41 0.000