Table 3 Results of autocorrelation test... | Emerald Publishing

Table 3

Results of autocorrelation test for S&P BSE SENSEX

Autocorrelation	Partial correlation		Autocorrelation (AC)	Partial autocorrelation (PAC)	Q-stat	Prob
\|** \|	\|** \|	1	0.262	0.262	170.33	0.000
\| \|	\| \|	2	0.036	−0.035	173.50	0.000
\| \|	\| \|	3	0.018	0.019	174.34	0.000
\| \|	\| \|	4	0.003	−0.007	174.36	0.000
\| \|	\| \|	5	0.020	0.023	175.39	0.000
\| \|	\| \|	6	−0.020	−0.033	176.35	0.000
\| \|	\| \|	7	0.029	0.047	178.49	0.000
\| \|	\| \|	8	0.033	0.013	181.13	0.000
\| \|	\| \|	9	0.010	−0.002	181.36	0.000
\| \|	\| \|	10	−0.001	−0.004	181.36	0.000
\| \|	\| \|	11	−0.039	−0.039	185.09	0.000
\| \|	\| \|	12	0.004	0.024	185.14	0.000
\| \|	\| \|	13	−0.002	−0.009	185.15	0.000
\| \|	\| \|	14	0.028	0.034	187.06	0.000
\| \|	\| \|	15	−0.009	−0.030	187.27	0.000
\| \|	\| \|	16	−0.027	−0.016	189.11	0.000

Autocorrelation	Partial correlation		Autocorrelation (AC)	Partial autocorrelation (PAC)	Q-stat	Prob
\|** \|	\|** \|	1	0.262	0.262	170.33	0.000
\| \|	\| \|	2	0.036	−0.035	173.50	0.000
\| \|	\| \|	3	0.018	0.019	174.34	0.000
\| \|	\| \|	4	0.003	−0.007	174.36	0.000
\| \|	\| \|	5	0.020	0.023	175.39	0.000
\| \|	\| \|	6	−0.020	−0.033	176.35	0.000
\| \|	\| \|	7	0.029	0.047	178.49	0.000
\| \|	\| \|	8	0.033	0.013	181.13	0.000
\| \|	\| \|	9	0.010	−0.002	181.36	0.000
\| \|	\| \|	10	−0.001	−0.004	181.36	0.000
\| \|	\| \|	11	−0.039	−0.039	185.09	0.000
\| \|	\| \|	12	0.004	0.024	185.14	0.000
\| \|	\| \|	13	−0.002	−0.009	185.15	0.000
\| \|	\| \|	14	0.028	0.034	187.06	0.000
\| \|	\| \|	15	−0.009	−0.030	187.27	0.000
\| \|	\| \|	16	−0.027	−0.016	189.11	0.000

Source(s): Compiled from EViews 10