Table 11 The results of autocorrelation... | Emerald Publishing

Table 11

The results of autocorrelation test for S&P BSE SmallCap

Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob
\|*** \|	\|*** \|	1	0.373	0.373	345.56	0.000
\|* \|	\| \|	2	0.112	−0.032	376.68	0.000
\|* \|	\| \|	3	0.082	0.059	393.44	0.000
\| \|	\| \|	4	0.033	−0.018	396.09	0.000
\| \|	\| \|	5	0.023	0.017	397.46	0.000
\| \|	\| \|	6	0.007	−0.011	397.58	0.000
\| \|	\| \|	7	0.058	0.068	406.06	0.000
\| \|	\| \|	8	0.061	0.018	415.40	0.000
\| \|	\| \|	9	0.030	−0.002	417.64	0.000
\| \|	\| \|	10	0.029	0.014	419.77	0.000
\| \|	\| \|	11	0.026	0.007	421.39	0.000
\| \|	\| \|	12	0.038	0.026	424.90	0.000
\| \|	\| \|	13	−0.005	−0.035	424.97	0.000
\| \|	\| \|	14	−0.014	−0.005	425.43	0.000
\| \|	\| \|	15	−0.022	−0.025	426.64	0.000
\| \|	\| \|	16	0.008	0.030	426.80	0.000

Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob
\|*** \|	\|*** \|	1	0.373	0.373	345.56	0.000
\|* \|	\| \|	2	0.112	−0.032	376.68	0.000
\|* \|	\| \|	3	0.082	0.059	393.44	0.000
\| \|	\| \|	4	0.033	−0.018	396.09	0.000
\| \|	\| \|	5	0.023	0.017	397.46	0.000
\| \|	\| \|	6	0.007	−0.011	397.58	0.000
\| \|	\| \|	7	0.058	0.068	406.06	0.000
\| \|	\| \|	8	0.061	0.018	415.40	0.000
\| \|	\| \|	9	0.030	−0.002	417.64	0.000
\| \|	\| \|	10	0.029	0.014	419.77	0.000
\| \|	\| \|	11	0.026	0.007	421.39	0.000
\| \|	\| \|	12	0.038	0.026	424.90	0.000
\| \|	\| \|	13	−0.005	−0.035	424.97	0.000
\| \|	\| \|	14	−0.014	−0.005	425.43	0.000
\| \|	\| \|	15	−0.022	−0.025	426.64	0.000
\| \|	\| \|	16	0.008	0.030	426.80	0.000

Source(s): Compiled from EViews 10