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One-SampIe KoImogorov-Smirnov Test
nifty sensex
N 1490 1490
Normal Parameters
a,b
Mean .07147 .07529
Std. Deviation 1.827344 1.831062
Most Extreme Differences Absolute .082 .084
Positive .071 .072
Negative -.082 -.084
Kolmogorov-Smirnov Z 3.153 3.239
Asymp. Sig. (2-tailed) .000 .000
a. Test distribution is Normal.
b. Calculated from data.
#:ns Test
nifty sensex
Test Value
a
.07147 .07529
Cases < Test Value 701 702
Cases >= Test Value 789 788
Total Cases 1490 1490
Number of Runs 728 712
Z -.801 -1.639
Asymp. Sig. (2-tailed) .423 .101
a. Mean
:tocorreIations
Series:nifty
Lag Autocorrelation Std. Error
a
Box-Ljung Statistic
Value df Sig.
b
1 .056 .026 4.603 1 .032
2 -.022 .026 5.316 2 .070
3 -.010 .026 5.457 3 .141
4 -.018 .026 5.925 4 .205
5 -.026 .026 6.942 5 .225
6 -.058 .026 11.925 6 .064
7 .033 .026 13.592 7 .059
8 .069 .026 20.757 8 .008
9 .017 .026 21.167 9 .012
10 .008 .026 21.272 10 .019
11 -.007 .026 21.336 11 .030
12 .004 .026 21.364 12 .045
13 .034 .026 23.101 13 .040
14 .049 .026 26.719 14 .021
15 .012 .026 26.946 15 .029
16 .019 .026 27.466 16 .037
:tocorreIations
Series:nifty
Lag Autocorrelation Std. Error
a
Box-Ljung Statistic
Value df Sig.
b
1 .056 .026 4.603 1 .032
2 -.022 .026 5.316 2 .070
3 -.010 .026 5.457 3 .141
4 -.018 .026 5.925 4 .205
5 -.026 .026 6.942 5 .225
6 -.058 .026 11.925 6 .064
7 .033 .026 13.592 7 .059
8 .069 .026 20.757 8 .008
9 .017 .026 21.167 9 .012
10 .008 .026 21.272 10 .019
11 -.007 .026 21.336 11 .030
12 .004 .026 21.364 12 .045
13 .034 .026 23.101 13 .040
14 .049 .026 26.719 14 .021
15 .012 .026 26.946 15 .029
16 .019 .026 27.466 16 .037
a. The underlying process assumed is independence (white noise).
b. Based on the asymptotic chi-square approximation.
:tocorreIations
Series:sensex
Lag Autocorrelation Std. Error
a
Box-Ljung Statistic
Value df Sig.
b
1 .072 .026 7.795 1 .005
2 -.037 .026 9.804 2 .007
3 -.011 .026 10.001 3 .019
4 -.028 .026 11.158 4 .025
5 -.027 .026 12.224 5 .032
6 -.051 .026 16.163 6 .013
7 .022 .026 16.902 7 .018
8 .073 .026 24.820 8 .002
9 .021 .026 25.453 9 .003
10 .016 .026 25.855 10 .004
11 .003 .026 25.868 11 .007
12 .004 .026 25.887 12 .011
13 .032 .026 27.415 13 .011
14 .044 .026 30.308 14 .007
15 .004 .026 30.337 15 .011