k | NSE ALL SHARES INDEX | |||||||
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| Residuals ( ) | ||||||
AR(5) | MA(5) | |||||||
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| |
1 | 0.99 | 0.99 | 0.19 | 0.19 | 0.00 | 0.00 | 0.00 | 0.00 |
2 | 0.98 | −0.01 | 0.15 | 0.12 | 0.01 | 0.01 | −0.01 | −0.01 |
3 | 0.97 | 0.00 | 0.06 | 0.01 | −0.02 | −0.02 | 0.02 | 0.02 |
4 | 0.96 | −0.01 | −0.02 | −0.06 | 0.00 | 0.00 | 0.00 | 0.00 |
5 | 0.95 | −0.01 | 0.18 | 0.19 | 0.01 | 0.01 | 0.01 | 0.01 |
6 | 0.93 | −0.03 | 0.04 | −0.02 | −0.01 | −0.01 | 0.03 | 0.03 |
7 | 0.92 | −0.01 | 0.02 | −0.04 | −0.05 | −0.05 | −0.01 | −0.01 |
8 | 0.91 | −0.01 | 0.08 | 0.08 | 0.07 | 0.07 | 0.08 | 0.08 |
9 | 0.90 | −0.01 | 0.05 | 0.05 | 0.04 | 0.04 | 0.02 | 0.02 |
10 | 0.89 | 0.00 | 0.06 | −0.01 | 0.02 | 0.02 | 0.05 | 0.05 |
11 | 0.88 | 0.00 | −0.01 | −0.04 | −0.03 | −0.03 | −0.03 | −0.03 |
12 | 0.87 | 0.01 | −0.03 | −0.02 | −0.02 | −0.01 | −0.01 | −0.01 |
13 | 0.86 | 0.01 | −0.08 | −0.10 | −0.12 | −0.12 | −0.10 | −0.11 |
14 | 0.84 | 0.00 | 0.04 | 0.07 | 0.03 | 0.02 | 0.03 | 0.02 |
15 | 0.83 | −0.01 | 0.04 | 0.04 | 0.01 | 0.02 | 0.02 | 0.01 |
16 | 0.82 | −0.01 | 0.10 | 0.08 | 0.11 | 0.11 | 0.11 | 0.11 |
17 | 0.81 | −0.02 | 0.02 | −0.03 | −0.01 | −0.02 | −0.01 | −0.02 |
18 | 0.80 | 0.02 | 0.02 | 0.03 | 0.02 | 0.01 | 0.01 | 0.00 |
19 | 0.79 | 0.00 | 0.07 | 0.05 | 0.07 | 0.07 | 0.06 | 0.06 |
20 | 0.78 | 0.00 | 0.08 | 0.05 | 0.10 | 0.10 | 0.09 | 0.10 |
21 | 0.77 | 0.00 | −0.02 | −0.09 | −0.05 | −0.03 | −0.05 | −0.04 |
22 | 0.76 | 0.00 | −0.03 | −0.02 | 0.00 | 0.01 | 0.00 | −0.01 |
23 | 0.75 | −0.01 | −0.07 | −0.05 | −0.04 | −0.03 | −0.04 | −0.04 |
24 | 0.74 | −0.01 | −0.09 | −0.11 | −0.04 | −0.07 | −0.04 | −0.07 |
25 | 0.73 | −0.01 | −0.11 | −0.13 | −0.10 | −0.12 | −0.10 | −0.12 |
26 | 0.72 | −0.01 | −0.10 | −0.04 | −0.07 | −0.08 | −0.05 | −0.08 |
27 | 0.71 | −0.02 | −0.13 | −0.08 | −0.10 | −0.10 | −0.10 | −0.10 |
28 | 0.70 | 0.00 | −0.06 | 0.00 | 0.01 | −0.02 | 0.00 | −0.02 |
29 | 0.69 | 0.00 | −0.11 | −0.05 | −0.10 | −0.09 | −0.10 | −0.08 |
30 | 0.68 | 0.04 | −0.03 | 0.04 | 0.00 | −0.01 | 0.01 | 0.01 |
31 | 0.67 | −0.01 | 0.02 | 0.08 | 0.03 | 0.04 | 0.02 | 0.05 |
32 | 0.66 | −0.01 | −0.02 | 0.04 | 0.02 | 0.04 | 0.01 | 0.04 |
33 | 0.65 | −0.01 | −0.04 | −0.02 | −0.03 | 0.01 | −0.03 | 0.02 |
34 | 0.63 | −0.04 | −0.02 | 0.01 | 0.00 | 0.00 | −0.01 | 0.01 |
35 | 0.62 | 0.01 | −0.03 | −0.01 | −0.05 | −0.05 | −0.06 | −0.05 |
36 | 0.61 | −0.02 | 0.11 | 0.10 | 0.14 | 0.11 | 0.13 | 0.12 |
37 | 0.60 | −0.02 | 0.03 | 0.00 | 0.03 | 0.05 | 0.03 | 0.05 |
38 | 0.59 | −0.01 | −0.02 | −0.07 | −0.02 | −0.05 | −0.03 | −0.05 |
39 | 0.58 | −0.01 | −0.04 | −0.06 | −0.04 | −0.07 | −0.05 | −0.08 |
40 | 0.57 | 0.00 | 0.00 | 0.04 | 0.04 | 0.02 | 0.04 | 0.02 |
41 | 0.56 | −0.02 | −0.01 | −0.01 | −0.02 | 0.01 | −0.02 | 0.01 |
42 | 0.54 | −0.03 | −0.03 | −0.04 | −0.03 | −0.04 | −0.04 | −0.04 |
43 | 0.53 | −0.02 | −0.06 | 0.01 | −0.04 | 0.02 | −0.04 | 0.00 |
44 | 0.52 | 0.00 | −0.04 | 0.03 | −0.01 | 0.03 | 0.00 | 0.02 |
45 | 0.51 | 0.00 | −0.05 | −0.02 | −0.05 | −0.02 | −0.05 | −0.01 |
46 | 0.50 | 0.01 | −0.02 | −0.02 | −0.02 | −0.02 | −0.01 | −0.02 |
47 | 0.48 | −0.02 | 0.01 | 0.05 | 0.03 | 0.05 | 0.03 | 0.04 |
48 | 0.47 | 0.00 | −0.04 | −0.05 | −0.01 | −0.01 | −0.01 | −0.02 |
49 | 0.46 | 0.01 | −0.08 | −0.08 | −0.08 | −0.06 | −0.09 | −0.06 |
50 | 0.45 | 0.00 | 0.00 | −0.01 | 0.01 | −0.03 | 0.01 | −0.04 |
51 | 0.44 | −0.01 | 0.03 | 0.01 | 0.04 | 0.01 | 0.03 | 0.00 |
52 | 0.43 | 0.01 | 0.06 | −0.02 | 0.09 | 0.01 | 0.08 | 0.02 |
53 | 0.42 | −0.01 | −0.03 | −0.06 | −0.03 | −0.05 | −0.03 | −0.05 |
54 | 0.41 | 0.00 | −0.05 | −0.05 | −0.05 | −0.06 | −0.05 | −0.06 |
55 | 0.40 | −0.01 | −0.05 | −0.05 | −0.03 | −0.07 | −0.03 | −0.06 |
56 | 0.38 | 0.00 | −0.01 | −0.02 | 0.03 | −0.04 | 0.02 | −0.03 |
57 | 0.37 | −0.01 | −0.06 | −0.03 | −0.07 | −0.06 | −0.08 | −0.06 |
58 | 0.36 | 0.00 | −0.03 | 0.03 | −0.03 | −0.01 | −0.02 | −0.01 |
59 | 0.35 | −0.01 | 0.00 | 0.05 | 0.02 | 0.03 | 0.02 | 0.04 |
60 | 0.34 | 0.00 | 0.02 | 0.05 | 0.03 | 0.03 | 0.03 | 0.03 |
61 | 0.33 | 0.01 | 0.03 | 0.05 | 0.01 | 0.05 | 0.01 | 0.05 |
62 | 0.32 | 0.00 | 0.03 | 0.06 | 0.04 | 0.07 | 0.04 | 0.07 |