Table 5 Results of autocorrelation test... | Emerald Publishing

Table 5

Results of autocorrelation test for S&P BSE 100

Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob
\|** \|	\|** \|	1	0.286	0.286	203.17	0.000
\| \|	\| \|	2	0.045	−0.040	208.29	0.000
\| \|	\| \|	3	0.021	0.020	209.35	0.000
\| \|	\| \|	4	0.005	−0.006	209.40	0.000
\| \|	\| \|	5	0.015	0.017	209.98	0.000
\| \|	\| \|	6	−0.015	−0.027	210.58	0.000
\| \|	\| \|	7	0.041	0.058	214.74	0.000
\| \|	\| \|	8	0.042	0.015	219.15	0.000
\| \|	\| \|	9	0.016	0.000	219.82	0.000
\| \|	\| \|	10	0.007	0.001	219.93	0.000
\| \|	\| \|	11	−0.028	−0.032	221.89	0.000
\| \|	\| \|	12	0.004	0.020	221.92	0.000
\| \|	\| \|	13	−0.006	−0.013	222.02	0.000
\| \|	\| \|	14	0.021	0.029	223.10	0.000
\| \|	\| \|	15	−0.008	−0.028	223.27	0.000
\| \|	\| \|	16	−0.022	−0.012	224.49	0.000

Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob
\|** \|	\|** \|	1	0.286	0.286	203.17	0.000
\| \|	\| \|	2	0.045	−0.040	208.29	0.000
\| \|	\| \|	3	0.021	0.020	209.35	0.000
\| \|	\| \|	4	0.005	−0.006	209.40	0.000
\| \|	\| \|	5	0.015	0.017	209.98	0.000
\| \|	\| \|	6	−0.015	−0.027	210.58	0.000
\| \|	\| \|	7	0.041	0.058	214.74	0.000
\| \|	\| \|	8	0.042	0.015	219.15	0.000
\| \|	\| \|	9	0.016	0.000	219.82	0.000
\| \|	\| \|	10	0.007	0.001	219.93	0.000
\| \|	\| \|	11	−0.028	−0.032	221.89	0.000
\| \|	\| \|	12	0.004	0.020	221.92	0.000
\| \|	\| \|	13	−0.006	−0.013	222.02	0.000
\| \|	\| \|	14	0.021	0.029	223.10	0.000
\| \|	\| \|	15	−0.008	−0.028	223.27	0.000
\| \|	\| \|	16	−0.022	−0.012	224.49	0.000

Source(s): Compiled from EViews 10