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The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Table 11 Correlogram of residuals squared—SyS1scr

From: Restatement of the I-O Coefficient Stability Problem

Lag Dependent variable: d( sca 1 ) Dependent variable: d( sca 8 ) Dependent variable: d( sra 5 HP)
AC PAC Q-statistic Prob. AC PAC Q-statistic Prob. AC PAC Q-statistic Prob.
1 −0.272 −0.272 1.7151 0.19 −0.257 −0.257 1.46 0.227 0.276 0.276 1.6847 0.194
2 −0.096 −0.184 1.9425 0.379 0.066 0 1.5608 0.458 −0.11 −0.201 1.9688 0.374
3 −0.035 −0.13 1.9746 0.578 −0.064 −0.051 1.6631 0.645 0.016 0.122 1.9751 0.578
4 0.164 0.107 2.7103 0.607 −0.091 −0.128 1.8818 0.757 −0.052 −0.134 2.046 0.727
5 −0.196 −0.148 3.8388 0.573 0.12 0.074 2.2944 0.807 −0.167 −0.102 2.8394 0.725
Lag Dependent variable: d( sca 2 ) Dependent variable: d( sca 9 ) Dependent variable: d( sra 5 HPd)
AC PAC Q-statistic Prob. AC PAC Q-statistic Prob. AC PAC Q-statistic Prob.
1 −0.092 −0.092 0.1874 0.665 −0.087 −0.087 0.1621 0.687 0.033 0.033 0.0247 0.875
2 0.174 0.167 0.9021 0.637 −0.144 −0.152 0.6266 0.731 −0.106 −0.107 0.2871 0.866
3 −0.118 −0.093 1.2507 0.741 −0.101 −0.133 0.871 0.832 0.117 0.126 0.6284 0.89
4 0.047 0.004 1.31 0.86 −0.169 −0.228 1.6068 0.808 −0.143 −0.17 1.1734 0.882
5 −0.056 −0.018 1.3989 0.924 0.086 −0.003 1.8114 0.875 −0.259 −0.226 3.0863 0.687
Lag Dependent variable: d( sca 3 ) Dependent variable: d( sca 10 ) Dependent variable: d( sra 6 )
AC PAC Q-statistic Prob. AC PAC Q-statistic Prob. AC PAC Q-statistic Prob.
1 −0.168 −0.168 0.5983 0.439 0.127 0.127 0.3738 0.541 −0.033 −0.033 0.0248 0.875
2 0.038 0.01 0.6304 0.73 0.004 −0.012 0.3743 0.829 0.286 0.285 1.9394 0.379
3 −0.044 −0.037 0.6771 0.879 0.171 0.175 1.1293 0.77 −0.238 −0.242 3.3536 0.34
4 −0.009 −0.023 0.6789 0.954 0.259 0.225 2.9779 0.562 −0.097 −0.202 3.6057 0.462
5 −0.198 −0.208 1.7687 0.88 −0.308 −0.394 5.763 0.33 0.004 0.173 3.6061 0.607
Lag Dependent variable: d( sca 4 ) Dependent variable: d( sra 1 ) Dependent variable: d( sra 7 )
AC PAC Q-statistic Prob. AC PAC Q-statistic Prob. AC PAC Q-statistic Prob.
1 −0.022 −0.022 0.0109 0.917 −0.034 −0.034 0.0249 0.875 −0.109 −0.109 0.2637 0.608
2 −0.036 −0.037 0.0421 0.979 −0.147 −0.148 0.5104 0.775 0.081 0.07 0.4167 0.812
3 0.267 0.266 1.821 0.61 −0.224 −0.241 1.7165 0.633 −0.043 −0.027 0.4618 0.927
4 −0.151 −0.154 2.4276 0.658 0.172 0.135 2.4809 0.648 −0.178 −0.194 1.3069 0.86
5 −0.11 −0.1 2.7737 0.735 −0.206 −0.286 3.6588 0.6 0.008 −0.026 1.3088 0.934
Lag Dependent variable: d( sca 5 ) Dependent variable: d( sra 2 ) Dependent variable: d( sra 8 HP)
AC PAC Q-statistic Prob. AC PAC Q-statistic Prob. AC PAC Q-statistic Prob.
1 0.083 0.083 0.1544 0.694 −0.05 −0.05 0.0559 0.813 −0.228 −0.228 1.1477 0.284
2 −0.177 −0.186 0.8918 0.64 −0.287 −0.29 1.9901 0.37 −0.085 −0.145 1.3186 0.517
3 −0.066 −0.035 1.0011 0.801 −0.03 −0.069 2.012 0.57 0.282 0.245 3.3084 0.346
4 −0.187 −0.22 1.9314 0.748 −0.192 −0.311 2.997 0.558 −0.224 −0.128 4.6405 0.326
5 0.222 0.262 3.3306 0.649 −0.182 −0.313 3.9447 0.557 0.061 0.039 4.7479 0.447
Lag Dependent variable: d( sca 6 ) Dependent variable: d( sra 3 ) Dependent variable: d( sra 8 HPd)
AC PAC Q-statistic Prob. AC PAC Q-statistic Prob. AC PAC Q-statistic Prob.
1 −0.141 −0.141 0.4389 0.508 −0.024 −0.024 0.0131 0.909 −0.224 −0.224 1.1139 0.291
2 −0.159 −0.182 1.0301 0.597 −0.188 −0.189 0.8438 0.656 −0.194 −0.257 1.9937 0.369
3 −0.103 −0.164 1.2972 0.73 −0.394 −0.419 4.709 0.194 0.145 0.037 2.5173 0.472
4 0.066 −0.012 1.4131 0.842 0.051 −0.05 4.7777 0.311 0.068 0.077 2.6402 0.62
5 0.149 0.122 2.0468 0.843 0.017 −0.178 4.7854 0.443 −0.23 −0.17 4.1494 0.528
Lag Dependent variable: d( sca 7 ) Dependent variable: d( sra 4 ) Dependent variable: d( sra 9 )
AC PAC Q-statistic Prob. AC PAC Q-statistic Prob. AC PAC Q-statistic Prob.
1 0.072 0.072 0.1057 0.745 −0.001 −0.001 4.00E-05 0.995 −0.056 −0.056 0.0733 0.787
2 −0.102 −0.108 0.3299 0.848 0.119 0.119 0.3466 0.841 0.161 0.158 0.7045 0.703
3 −0.221 −0.208 1.4564 0.692 −0.005 −0.004 0.3472 0.951 −0.284 −0.276 2.7994 0.424
4 −0.312 −0.312 3.8731 0.423 −0.017 −0.032 0.3555 0.986 0.37 0.367 6.5593 0.161
5 −0.298 −0.381 6.2633 0.281 0.141 0.144 0.9389 0.967 −0.084 −0.038 6.7672 0.239
Lag    Dependent variable: d( sra 10 l)
         AC PAC Q-statistic Prob.
1          −0.042 −0.042 0.0377 0.846
2          0.015 0.013 0.0426 0.979
3          −0.022 −0.021 0.0547 0.997
4          −0.268 −0.27 1.899 0.754
5          0.455 0.467 7.6334 0.178