Table 4 Results of autocorrelation test... | Emerald Publishing

Table 4

Results of autocorrelation test for S&P BSE AllCap

Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob
\|* \|	\|* \|	1	0.182	0.182	81.897	0.000
\| \|	\| \|	2	0.046	0.013	87.102	0.000
\| \|	\| \|	3	0.022	0.012	88.279	0.000
\| \|	\| \|	4	0.006	−0.001	88.361	0.000
\| \|	\| \|	5	0.013	0.012	88.767	0.000
\| \|	\| \|	6	−0.005	−0.010	88.837	0.000
\| \|	\| \|	7	0.043	0.047	93.404	0.000
\| \|	\| \|	8	0.032	0.017	96.016	0.000
\| \|	\| \|	9	0.024	0.014	97.448	0.000
\| \|	\| \|	10	0.018	0.009	98.248	0.000
\| \|	\| \|	11	−0.026	−0.034	99.964	0.000
\| \|	\| \|	12	0.019	0.029	100.90	0.000
\| \|	\| \|	13	−0.017	−0.025	101.62	0.000
\| \|	\| \|	14	0.026	0.033	103.32	0.000
\| \|	\| \|	15	−0.022	−0.036	104.55	0.000
\| \|	\| \|	16	−0.021	−0.013	105.68	0.000

Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob
\|* \|	\|* \|	1	0.182	0.182	81.897	0.000
\| \|	\| \|	2	0.046	0.013	87.102	0.000
\| \|	\| \|	3	0.022	0.012	88.279	0.000
\| \|	\| \|	4	0.006	−0.001	88.361	0.000
\| \|	\| \|	5	0.013	0.012	88.767	0.000
\| \|	\| \|	6	−0.005	−0.010	88.837	0.000
\| \|	\| \|	7	0.043	0.047	93.404	0.000
\| \|	\| \|	8	0.032	0.017	96.016	0.000
\| \|	\| \|	9	0.024	0.014	97.448	0.000
\| \|	\| \|	10	0.018	0.009	98.248	0.000
\| \|	\| \|	11	−0.026	−0.034	99.964	0.000
\| \|	\| \|	12	0.019	0.029	100.90	0.000
\| \|	\| \|	13	−0.017	−0.025	101.62	0.000
\| \|	\| \|	14	0.026	0.033	103.32	0.000
\| \|	\| \|	15	−0.022	−0.036	104.55	0.000
\| \|	\| \|	16	−0.021	−0.013	105.68	0.000

Source(s): Compiled from EViews 10