Date: 01/19/18 Time: 20:02 | ||||||
Sample: 1970 2016 | ||||||
Included observations: 42 | ||||||
Q-statistic probabilities adjusted for 2 dynamic regressors | ||||||
Autocorrelation | Partial correlation |
| AC | PAC | Q-Stat | Prob* |
**| . | | **| . | | 1 | −0.233 | −0.233 | 2.4377 | 0.118 |
.*| . | | **| . | | 2 | −0.204 | −0.273 | 4.3630 | 0.113 |
. | . | | .*| . | | 3 | −0.036 | −0.183 | 4.4254 | 0.219 |
.*| . | | **| . | | 4 | −0.131 | −0.299 | 5.2603 | 0.262 |
. |*. | | . | . | | 5 | 0.196 | −0.000 | 7.1758 | 0.208 |
.*| . | | .*| . | | 6 | −0.106 | −0.201 | 7.7539 | 0.257 |
.*| . | | **| . | | 7 | −0.083 | −0.206 | 8.1161 | 0.322 |
. |*. | | .*| . | | 8 | 0.091 | −0.124 | 8.5711 | 0.380 |
.*| . | | .*| . | | 9 | −0.067 | −0.202 | 8.8244 | 0.454 |
. |*. | | . | . | | 10 | 0.172 | −0.009 | 10.527 | 0.396 |
.*| . | | .*| . | | 11 | −0.130 | −0.202 | 11.533 | 0.400 |
.*| . | | **| . | | 12 | −0.095 | −0.231 | 12.089 | 0.439 |
. |*. | | .*| . | | 13 | 0.174 | −0.100 | 14.013 | 0.373 |
. | . | | . | . | | 14 | 0.032 | −0.019 | 14.082 | 0.444 |
.*| . | | **| . | | 15 | −0.141 | −0.291 | 15.435 | 0.421 |
. | . | | .*| . | | 16 | 0.017 | −0.181 | 15.455 | 0.492 |
. | . | | .*| . | | 17 | 0.024 | −0.169 | 15.497 | 0.560 |
. |*. | | . | . | | 18 | 0.165 | −0.017 | 17.592 | 0.483 |
.*| . | | .*| . | | 19 | −0.076 | −0.105 | 18.054 | 0.519 |
.*| . | | .*| . | | 20 | −0.091 | −0.066 | 18.745 | 0.538 |