Table 10 The results of autocorrelation... | Emerald Publishing

Table 10

The results of autocorrelation test for S&P BSE SENSEX NEXT 50

Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob
\|* \|	\|* \|	1	0.181	0.181	81.107	0.000
\| \|	\| \|	2	0.029	−0.004	83.147	0.000
\| \|	\| \|	3	0.025	0.021	84.681	0.000
\| \|	\| \|	4	−0.020	−0.029	85.660	0.000
\| \|	\| \|	5	−0.010	−0.002	85.927	0.000
\| \|	\| \|	6	−0.010	−0.008	86.174	0.000
\| \|	\| \|	7	0.039	0.045	89.932	0.000
\| \|	\| \|	8	0.039	0.025	93.786	0.000
\| \|	\| \|	9	0.024	0.012	95.188	0.000
\| \|	\| \|	10	0.039	0.031	98.969	0.000
\| \|	\| \|	11	−0.005	−0.018	99.038	0.000
\| \|	\| \|	12	0.018	0.024	99.860	0.000
\| \|	\| \|	13	−0.029	−0.037	101.96	0.000
\| \|	\| \|	14	0.001	0.015	101.97	0.000
\| \|	\| \|	15	−0.001	−0.007	101.97	0.000
\| \|	\| \|	16	−0.013	−0.011	102.38	0.000

Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob
\|* \|	\|* \|	1	0.181	0.181	81.107	0.000
\| \|	\| \|	2	0.029	−0.004	83.147	0.000
\| \|	\| \|	3	0.025	0.021	84.681	0.000
\| \|	\| \|	4	−0.020	−0.029	85.660	0.000
\| \|	\| \|	5	−0.010	−0.002	85.927	0.000
\| \|	\| \|	6	−0.010	−0.008	86.174	0.000
\| \|	\| \|	7	0.039	0.045	89.932	0.000
\| \|	\| \|	8	0.039	0.025	93.786	0.000
\| \|	\| \|	9	0.024	0.012	95.188	0.000
\| \|	\| \|	10	0.039	0.031	98.969	0.000
\| \|	\| \|	11	−0.005	−0.018	99.038	0.000
\| \|	\| \|	12	0.018	0.024	99.860	0.000
\| \|	\| \|	13	−0.029	−0.037	101.96	0.000
\| \|	\| \|	14	0.001	0.015	101.97	0.000
\| \|	\| \|	15	−0.001	−0.007	101.97	0.000
\| \|	\| \|	16	−0.013	−0.011	102.38	0.000

Source(s): Compiled from EViews 10