The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Lag | Dependent variable: | Dependent variable: | Dependent variable: | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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: | Dependent variable: | Dependent variable: | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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: | Dependent variable: | Dependent variable: | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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: | Dependent variable: | Dependent variable: | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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: | Dependent variable: | Dependent variable: | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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: | Dependent variable: | Dependent variable: | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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: | Dependent variable: | Dependent variable: | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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: | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 |