Table 8 Results of autocorrelation test... | Emerald Publishing

Table 8

Results of autocorrelation test for S&P BSE LargeCap

Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob
\|* \|	\|* \|	1	0.146	0.146	52.786	0.000
\| \|	\| \|	2	0.030	0.009	55.039	0.000
\| \|	\| \|	3	0.009	0.004	55.253	0.000
\| \|	\| \|	4	0.001	−0.001	55.258	0.000
\| \|	\| \|	5	0.013	0.013	55.654	0.000
\| \|	\| \|	6	−0.008	−0.012	55.812	0.000
\| \|	\| \|	7	0.030	0.033	58.018	0.000
\| \|	\| \|	8	0.023	0.014	59.286	0.000
\| \|	\| \|	9	0.021	0.015	60.362	0.000
\| \|	\| \|	10	0.011	0.005	60.648	0.000
\| \|	\| \|	11	−0.039	−0.043	64.505	0.000
\| \|	\| \|	12	0.012	0.023	64.848	0.000
\| \|	\| \|	13	−0.020	−0.024	65.851	0.000
\| \|	\| \|	14	0.037	0.043	69.265	0.000
\| \|	\| \|	15	−0.017	−0.030	69.995	0.000
\| \|	\| \|	16	−0.028	−0.023	71.953	0.000

Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob
\|* \|	\|* \|	1	0.146	0.146	52.786	0.000
\| \|	\| \|	2	0.030	0.009	55.039	0.000
\| \|	\| \|	3	0.009	0.004	55.253	0.000
\| \|	\| \|	4	0.001	−0.001	55.258	0.000
\| \|	\| \|	5	0.013	0.013	55.654	0.000
\| \|	\| \|	6	−0.008	−0.012	55.812	0.000
\| \|	\| \|	7	0.030	0.033	58.018	0.000
\| \|	\| \|	8	0.023	0.014	59.286	0.000
\| \|	\| \|	9	0.021	0.015	60.362	0.000
\| \|	\| \|	10	0.011	0.005	60.648	0.000
\| \|	\| \|	11	−0.039	−0.043	64.505	0.000
\| \|	\| \|	12	0.012	0.023	64.848	0.000
\| \|	\| \|	13	−0.020	−0.024	65.851	0.000
\| \|	\| \|	14	0.037	0.043	69.265	0.000
\| \|	\| \|	15	−0.017	−0.030	69.995	0.000
\| \|	\| \|	16	−0.028	−0.023	71.953	0.000

Source(s): Compiled from EViews 10