Table 9 The results of autocorrelation... | Emerald Publishing

Table 9

The results of autocorrelation test for S&P BSE MidCap

Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob
\|** \|	\|** \|	1	0.299	0.299	221.42	0.000
\| \|	\| \|	2	0.072	−0.019	234.12	0.000
\| \|	\| \|	3	0.043	0.029	238.63	0.000
\| \|	\| \|	4	0.003	−0.019	238.65	0.000
\| \|	\| \|	5	0.010	0.015	238.89	0.000
\| \|	\| \|	6	−0.006	−0.014	238.97	0.000
\| \|	\| \|	7	0.057	0.069	246.96	0.000
\| \|	\| \|	8	0.068	0.035	258.48	0.000
\| \|	\| \|	9	0.038	0.008	262.17	0.000
\| \|	\| \|	10	0.037	0.020	265.60	0.000
\| \|	\| \|	11	0.021	0.003	266.69	0.000
\| \|	\| \|	12	0.035	0.029	269.82	0.000
\| \|	\| \|	13	−0.010	−0.032	270.08	0.000
\| \|	\| \|	14	−0.020	−0.011	271.06	0.000
\| \|	\| \|	15	−0.022	−0.020	272.22	0.000
\| \|	\| \|	16	0.001	0.013	272.22	0.000

Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob
\|** \|	\|** \|	1	0.299	0.299	221.42	0.000
\| \|	\| \|	2	0.072	−0.019	234.12	0.000
\| \|	\| \|	3	0.043	0.029	238.63	0.000
\| \|	\| \|	4	0.003	−0.019	238.65	0.000
\| \|	\| \|	5	0.010	0.015	238.89	0.000
\| \|	\| \|	6	−0.006	−0.014	238.97	0.000
\| \|	\| \|	7	0.057	0.069	246.96	0.000
\| \|	\| \|	8	0.068	0.035	258.48	0.000
\| \|	\| \|	9	0.038	0.008	262.17	0.000
\| \|	\| \|	10	0.037	0.020	265.60	0.000
\| \|	\| \|	11	0.021	0.003	266.69	0.000
\| \|	\| \|	12	0.035	0.029	269.82	0.000
\| \|	\| \|	13	−0.010	−0.032	270.08	0.000
\| \|	\| \|	14	−0.020	−0.011	271.06	0.000
\| \|	\| \|	15	−0.022	−0.020	272.22	0.000
\| \|	\| \|	16	0.001	0.013	272.22	0.000

Source(s): Compiled from EViews 10