Table 2 Results of augmented... | Emerald Publishing

Table 2

Results of augmented Dickey–Fuller test for BSE broad market indices

Indices	t-value	Critical values
Indices	t-value	1%	5%	10%
S&P BSE SENSEX	−38.03359	−3.432797	−2.862507	−2.567330
S&P BSE AllCap	−41.32011	−3.432804	−2.862510	−2.567332
S&P BSE 100	−37.05268	−3.432797	−2.862507	−2.567330
S&P BSE 200	−36.67706	−3.432797	−2.862507	−2.567330
S&P BSE 500	−36.08718	−3.432797	−2.862507	−2.567330
S&P BSE LargeCap	−42.87290	−3.432804	−2.862510	−2.567332
S&P BSE MidCap	−36.54468	−3.432797	−2.862507	−2.567330
S&P BSE SENSEX Next 50	−41.33689	−3.432807	−2.862511	−2.567332
S&P BSE SmallCap	−33.59785	−3.432797	−2.862507	−2.567330

Indices	t-value	Critical values
Indices	t-value	1%	5%	10%
S&P BSE SENSEX	−38.03359	−3.432797	−2.862507	−2.567330
S&P BSE AllCap	−41.32011	−3.432804	−2.862510	−2.567332
S&P BSE 100	−37.05268	−3.432797	−2.862507	−2.567330
S&P BSE 200	−36.67706	−3.432797	−2.862507	−2.567330
S&P BSE 500	−36.08718	−3.432797	−2.862507	−2.567330
S&P BSE LargeCap	−42.87290	−3.432804	−2.862510	−2.567332
S&P BSE MidCap	−36.54468	−3.432797	−2.862507	−2.567330
S&P BSE SENSEX Next 50	−41.33689	−3.432807	−2.862511	−2.567332
S&P BSE SmallCap	−33.59785	−3.432797	−2.862507	−2.567330

Note(s): BSE, Bombay Stock Exchange; S&P BSE AllCap, Standard and Poor Bombay Stock Exchange All Capitalization; S&P BSE LargeCap, Standard and Poor Bombay Stock Exchange Large market Capitalization; S&P BSE MidCap, Standard and Poor Bombay Stock Exchange Mid-Capitalization; S&P BSE SENSEX, Standard and Poor Bombay Stock Exchange Sensitivity Index; SENSEX, Sensitivity Index

Source(s): Compiled from EViews 10

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