Table 6 Results of autocorrelation test... | Emerald Publishing

Table 6

Results of autocorrelation test for S&P BSE 200

Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob
\|** \|	\|** \|	1	0.296	0.296	216.61	0.000
\| \|	\| \|	2	0.052	−0.039	223.32	0.000
\| \|	\| \|	3	0.024	0.021	224.71	0.000
\| \|	\| \|	4	0.008	−0.003	224.87	0.000
\| \|	\| \|	5	0.014	0.013	225.33	0.000
\| \|	\| \|	6	−0.015	−0.025	225.88	0.000
\| \|	\| \|	7	0.045	0.062	230.92	0.000
\| \|	\| \|	8	0.046	0.015	236.07	0.000
\| \|	\| \|	9	0.021	0.003	237.15	0.000
\| \|	\| \|	10	0.009	0.001	237.35	0.000
\| \|	\| \|	11	−0.019	−0.024	238.26	0.000
\| \|	\| \|	12	0.007	0.019	238.37	0.000
\| \|	\| \|	13	−0.007	−0.014	238.51	0.000
\| \|	\| \|	14	0.017	0.025	239.20	0.000
\| \|	\| \|	15	−0.010	−0.027	239.43	0.000
\| \|	\| \|	16	−0.020	−0.010	240.38	0.000

Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob
\|** \|	\|** \|	1	0.296	0.296	216.61	0.000
\| \|	\| \|	2	0.052	−0.039	223.32	0.000
\| \|	\| \|	3	0.024	0.021	224.71	0.000
\| \|	\| \|	4	0.008	−0.003	224.87	0.000
\| \|	\| \|	5	0.014	0.013	225.33	0.000
\| \|	\| \|	6	−0.015	−0.025	225.88	0.000
\| \|	\| \|	7	0.045	0.062	230.92	0.000
\| \|	\| \|	8	0.046	0.015	236.07	0.000
\| \|	\| \|	9	0.021	0.003	237.15	0.000
\| \|	\| \|	10	0.009	0.001	237.35	0.000
\| \|	\| \|	11	−0.019	−0.024	238.26	0.000
\| \|	\| \|	12	0.007	0.019	238.37	0.000
\| \|	\| \|	13	−0.007	−0.014	238.51	0.000
\| \|	\| \|	14	0.017	0.025	239.20	0.000
\| \|	\| \|	15	−0.010	−0.027	239.43	0.000
\| \|	\| \|	16	−0.020	−0.010	240.38	0.000

Source(s): Compiled from EViews 10