Table 7 Results of autocorrelation test... | Emerald Publishing

Table 7

Results of autocorrelation test for S&P BSE 500

Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob
\|** \|	\|** \|	1	0.310	0.310	238.73	0.000
\| \|	\| \|	2	0.060	−0.041	247.55	0.000
\| \|	\| \|	3	0.029	0.025	249.67	0.000
\| \|	\| \|	4	0.013	−0.002	250.08	0.000
\| \|	\| \|	5	0.015	0.012	250.60	0.000
\| \|	\| \|	6	−0.012	−0.022	250.95	0.000
\| \|	\| \|	7	0.049	0.066	256.93	0.000
\| \|	\| \|	8	0.049	0.015	262.82	0.000
\| \|	\| \|	9	0.023	0.003	264.09	0.000
\| \|	\| \|	10	0.011	0.002	264.41	0.000
\| \|	\| \|	11	−0.013	−0.019	264.82	0.000
\| \|	\| \|	12	0.010	0.019	265.04	0.000
\| \|	\| \|	13	−0.007	−0.015	265.15	0.000
\| \|	\| \|	14	0.013	0.021	265.58	0.000
\| \|	\| \|	15	−0.012	−0.029	265.96	0.000
\| \|	\| \|	16	−0.017	−0.005	266.65	0.000

Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob
\|** \|	\|** \|	1	0.310	0.310	238.73	0.000
\| \|	\| \|	2	0.060	−0.041	247.55	0.000
\| \|	\| \|	3	0.029	0.025	249.67	0.000
\| \|	\| \|	4	0.013	−0.002	250.08	0.000
\| \|	\| \|	5	0.015	0.012	250.60	0.000
\| \|	\| \|	6	−0.012	−0.022	250.95	0.000
\| \|	\| \|	7	0.049	0.066	256.93	0.000
\| \|	\| \|	8	0.049	0.015	262.82	0.000
\| \|	\| \|	9	0.023	0.003	264.09	0.000
\| \|	\| \|	10	0.011	0.002	264.41	0.000
\| \|	\| \|	11	−0.013	−0.019	264.82	0.000
\| \|	\| \|	12	0.010	0.019	265.04	0.000
\| \|	\| \|	13	−0.007	−0.015	265.15	0.000
\| \|	\| \|	14	0.013	0.021	265.58	0.000
\| \|	\| \|	15	−0.012	−0.029	265.96	0.000
\| \|	\| \|	16	−0.017	−0.005	266.65	0.000

Source(s): Compiled from EViews 10